<SEC-DOCUMENT>0000928816-13-000760.txt : 20130524
<SEC-HEADER>0000928816-13-000760.hdr.sgml : 20130524
<ACCEPTANCE-DATETIME>20130524122431
ACCESSION NUMBER:		0000928816-13-000760
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		14
CONFORMED PERIOD OF REPORT:	20130331
FILED AS OF DATE:		20130524
DATE AS OF CHANGE:		20130524
EFFECTIVENESS DATE:		20130524

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:		13870969

	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_materintermediate.htm
<DESCRIPTION>PUTNAM MASTER INTERMEDIATE INCOME TRUST
<TEXT>
<!DOCTYPE HTML PUBLIC "">


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

<BODY bgcolor="#ffffff">
































	<font face=sans-serif size=2>

	<br>
	<br>
	<br>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td align=center colspan=2><font size=+2>UNITED STATES<br>SECURITIES AND EXCHANGE COMMISSION</font></td></tr></table>



<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td align=center colspan=2>Washington, D.C. 20549</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td align=center colspan=2><font size=+3><br><b>FORM N-CSR</b><br><br></font></td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td align=center colspan=2><font size=+2><b>CERTIFIED SHAREHOLDER REPORT OF REGISTERED<br>MANAGEMENT INVESTMENT COMPANIES</b><br><br><br><br></font></td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Investment Company Act file number:</td>	<td>(811-05498)</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Exact name of registrant as specified in charter:</td>	<td>Putnam Master Intermediate Income Trust</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Address of principal executive offices:</td>	<td>One Post Office Square, Boston, Massachusetts 02109</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Name and address of agent for service:</td>	<td>Robert T. Burns, Vice President<br>One Post Office Square<br>Boston, Massachusetts 02109</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td align=right>Copy to:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</td>	<td>John W. Gerstmayr, Esq.<br>Ropes & Gray LLP<br>800 Boylston Street<br>Boston, Massachusetts 02199-3600</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Registrant&#8217;s telephone number, including area code:</td>	<td>(617) 292-1000</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Date of fiscal year end:</td>	<td>September 30, 2013</td></tr></table>




<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td>Date of reporting period:</td>	<td>October 1, 2012 &#8211; March 31, 2013</td></tr></table>





<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<br><tr valign=top><td></td><td><br><br><u>Item 1. Report to Stockholders:</td>	<td></u></td></tr></table><br>



<table width=95% border=0 cellspacing=0 cellpadding=1><tr valign=top>
<td width=5%></td>
<td width=30%></td>
<td width=65%></td>
</tr>
<tr valign=top><td></td><td colspan=2>The following is a copy of the report transmitted to stockholders  pursuant to Rule 30e-1 under the Investment Company Act of 1940:</td>	<td></td></tr></table>















































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

<a name="_bclPageBorder1"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<IMG src="masterintermediatex1x1.jpg" border=0>
<BR>
</DIV>

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


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

<DIV style="PADDING-LEFT: 0%; 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>13</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="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Message from the Trustees</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>1</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right><B><FONT size=2 face=sans-serif></FONT></B></TD>

   <TD width="25%" noWrap align=right><B><FONT size=2 face=sans-serif></FONT></B></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>About the fund</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>2</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Performance snapshot</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>4</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Interview with your fund&#8217;s portfolio manager</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>5</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Your fund&#8217;s performance</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>11</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Terms and definitions</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>13</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Other information for shareholders</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>14</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><B><FONT size=2 face=sans-serif>Financial statements</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=2 face=sans-serif>15</FONT></B>&nbsp;</TD>

   <TD width="40%" noWrap align=right></TD>

   <TD width="25%" noWrap align=right></TD></TR>

<TR>

   <TD width="35%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="40%"></TD>

   <TD width="25%"></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=2 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><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. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk. The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Bond investments are subject to interest-rate risk, which means the prices of the fund&#8217;s bond investments are likely to fall if interest rates rise. Bond investments also are subject to credit risk, which is the risk that the issuer of the bond may default on payment of interest or principal. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds, which may be considered speculative. Unlike bonds, funds that invest in bonds have ongoing fees and expenses. The fund&#8217;s shares trade on a stock exchange at market prices, which may be lower than the fund&#8217;s net asset value. You can lose money by investing in the fund.</FONT></P>

<P style="MARGIN: 0px"><FONT size=2 face=Arial></FONT>&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_3"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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>Many macroeconomic risks to global growth have diminished in recent months. A widespread financial collapse in Europe, an economic hard landing in China, and significant fallout from budget sequestration and the fiscal cliff in the United States have not come to pass. While these risks have not entirely dissipated, U.S. equity markets have managed to achieve record highs in the first quarter, recouping all of their losses from the 2008 financial crisis.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In the United States, corporate profits and balance sheets are strong. The Federal Reserve has pledged to keep interest rates at historic lows until the nation&#8217;s employment situation meaningfully improves. The U.S. housing market, a significant driver of GDP, has been steadily rebounding. And while the federal budget battle is not yet resolved, the markets appear to believe that Washington lawmakers will eventually reach a resolution.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>At Putnam, our investment team employs a measured, balanced approach to managing risk while pursuing returns. It is also important to rely on the guidance of your financial advisor, who can help ensure that your portfolio matches your individual goals and tolerance for risk.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>We would like to extend a welcome to new shareholders of the fund and to thank all of our investors for your continued confidence in Putnam.</FONT></P>
<IMG border=0 src="masterintermediatex3x1.jpg"> <BR></DIV>

<HR align=center SIZE=2 width="100%" noShade>




<!--$$/page=-->
<A name="page_4"></A><BR>

<a name="_bclPageBorder4"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<IMG src="masterintermediatex4x1.jpg" border=0>
<BR>
</DIV>

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


<!--$$/page=--><A name="page_5"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">
<IMG border=0 src="masterintermediatex5x1.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&#8211;12 for additional performance information, including fund returns at market price. </FONT></I></B><B><I><FONT size=1 face=sans-serif>Index and Lipper results should be compared with fund performance at NAV. Lipper calculates performance differently than the closed-end funds it ranks, due to varying methods for determining a fund&#8217;s monthly reinvestment NAV.</FONT></I></B></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>* </FONT></B><B><I><FONT size=1 face=sans-serif>Returns for the six-month period are not annualized, but&nbsp;cumulative.</FONT></I></B></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>4</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_6"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=5 face=sans-serif>Interview with your fund&#8217;s portfolio manager</FONT></B></P>
<IMG border=0 src="masterintermediatex6x1.jpg"> <BR>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Bill, what was the bond market environment like during the six months ended March&nbsp;31, 2013?</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>It was a strong period for the most credit-sensitive categories, particularly high-yield bonds and floating-rate bank-loan securities, which saw their yield spreads &#8212; their yield advantage over U.S. Treasuries &#8212; tighten further amid persistent investor demand and solid corporate fundamentals. These sectors were among the biggest beneficiaries of the improved risk sentiment that was spurred by global monetary easing during and prior to the period. With interest rates rising across most global developed markets, Treasuries, global government securities, and other </FONT><FONT size=2 face=sans-serif>defensive categories lagged, posting either negative or nominally positive returns.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Both at home and abroad, political leaders continued to grapple with fiscal challenges. While there were several events that produced negative headlines, including the government-spending sequester in the United States and the banking crisis in Cyprus, the fact that riskier assets performed well in an environment of policy and macroeconomic uncertainty suggests that investors are becoming more attuned to the opportunity cost of remaining on the sidelines.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Against this backdrop, the fund outperformed its benchmark and the average return for its Lipper peer group.</FONT></P>
<IMG border=0 src="masterintermediatex6x2.jpg"> <BR>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This comparison shows your fund&#8217;s performance in the context of broad market indexes for the six months ended 3/31/13. See pages 4 and 11&#8211;12 for additional fund performance information. Index descriptions can be found on pages 13&#8211;14.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>5</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_7"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Turning to performance, the fund outpaced its benchmark by a sizable margin. What factors fueled this solid showing?</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>An out-of-benchmark stake in non-agency residential mortgage-backed securities [RMBS], along with our prepayment strategy, which was expressed through holdings of government-agency interest-only securities [agency IOs] hedged with agency mortgage pass-throughs, drove the fund&#8217;s outperformance. Our holdings of non-agency RMBS performed very well during the period&#8217;s first half, driven by investors&#8217; appetite for higher-yielding securities and by a strengthening U.S. housing market. Our prepayment strategy worked well as we focused our security selection in pools that we believed would experience fewer prepayments. At the same time, 10-year Treasury yields rose during </FONT><FONT size=2 face=sans-serif>the period&#8217;s second half, further reducing borrowers&#8217; incentive to refinance and helping to keep mortgage prepayments at a relatively low level.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Elsewhere, strong security selection among commercial mortgage-backed securities [CMBS] also bolstered relative performance. Within CMBS, we held both AAA-rated and &#8220;seasoned mezzanine&#8221; securities. CMBS are created when an underwriter assembles a package of commercial mortgages and issues bonds of varying creditworthiness. AAA-rated CMBS occupy the top of the underwriter&#8217;s capital structure, and thus offer the greatest principal protection. Mezzanine CMBS are slightly lower in the capital structure, but still provide a meaningful amount of principal protection along with</FONT></P>
<IMG border=0 src="masterintermediatex7x1.jpg"> <BR>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Credit qualities are shown as a percentage of the fund&#8217;s net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. The chart reflects Moody&#8217;s ratings; percentages may include bonds or derivatives not rated by Moody&#8217;s but rated by Standard &amp; Poor&#8217;s (S&amp;P) or, if unrated by S&amp;P, by Fitch ratings, and then included in the closest equivalent Moody&#8217;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 forward currency contracts, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>6</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_8"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>higher yields. The mezzanine bonds we selected were issued prior to 2006, when CMBS underwriting standards were stronger than they were later in the decade.</FONT></P>
<IMG border=0 src="masterintermediatex8x1.jpg"> <BR>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>A meaningful allocation to high-yield bonds was another contributor, as the asset class rallied strongly in step with global equity markets and was one of the best-performing fixed-income sectors during the period. Security selection among emerging-market bonds provided a further boost versus the benchmark, led by our holdings in Venezuela.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The fund&#8217;s term structure positioning, by which I mean its duration &#8212; or interest-rate sensitivity &#8212; and yield-curve strategy, also aided relative results. We sought to limit the fund&#8217;s interest-rate risk by maintaining a relatively short duration in the United States, while also positioning the fund to benefit should the yield curve steepen. While our duration stance slightly hampered performance, our steeper-yield-curve strategy proved beneficial and more than offset the negative impact of the fund&#8217;s short duration.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>How did your currency strategy affect performance?</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Our active currency strategy, which is implemented with long and short positions using currency forward contracts, was another significant contributor during the period. The</FONT></P>
<IMG border=0 src="masterintermediatex8x2.jpg"> <BR>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This table shows the fund&#8217;s top holdings across three key sectors and the percentage of the fund&#8217;s net assets that each represented as of 3/31/13. Short-term holdings and derivatives, if any, are excluded. Holdings will vary over time.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>7</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_9"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>fund benefited from short positions in the Japanese yen, the British pound sterling, and the Swiss franc, combined with long positions in the Australian dollar and Mexican peso.</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>The only notable detractor was a large underweight in investment-grade corporate bonds, which was partially offset by favorable security selection within the sector, particularly among financial institutions.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>How did you use derivatives during the period?</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>We used bond futures and interest-rate swaps &#8212; which allow two parties to exchange one stream of future interest payments for another, based on a specified principal amount &#8212; to take tactical positions at various points along the yield curve.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In addition, we employed interest-rate swaps and &#8220;swaptions&#8221; &#8212; which give us the option to enter into a swap contract &#8212; to hedge the interest-rate risk associated with our collateralized-mortgage-obligation [CMO] </FONT><FONT size=2 face=sans-serif>holdings. We also used total return swaps as a hedging tool and to help manage the fund&#8217;s sector exposure, as well as credit default swaps to hedge the fund&#8217;s credit risk.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Lastly, we used forward currency contracts to hedge the foreign exchange risk associated with non-U.S. bonds, and to efficiently gain exposure to foreign currencies as part of our active strategy involving global currency pairings.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>What is your outlook for the coming months, and how are you positioning the fund?</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>We believe the U.S. economy remains solidly in a mid-cycle expansion, buoyed by stronger consumer spending, despite rising gasoline prices and higher payroll taxes. By boosting economic activity and underpinning firmer labor market conditions, the U.S. housing recovery is helping to offset the drag on consumers from fiscal austerity measures. During the six months through February, more than 10% of new jobs were in construction. Bank lending standards began</FONT></P>
<IMG border=0 src="masterintermediatex9x1.jpg"> <BR>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This chart shows how the fund&#8217;s top weightings have changed over the past six months. Allocations are represented as a percentage of the fund&#8217;s net assets. Current period summary information may differ from the portfolio schedule included in the financial statements due to the inclusion of derivative securities, any interest accruals, the exclusion of as-of trades, if any, and the use of different classifications of securities for presentation purposes. Holdings and allocations may vary over time.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Cash positions may represent collateral used to cover certain derivative contracts.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>8</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_10"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>to loosen, helping to reinforce economic growth. That said, in our view, we do not see the economy growing strongly enough in the near term to cause the Federal Reserve to shift from its current accommodative monetary policy stance.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Outside the United States, Japan joined China in early-cycle recoveries, providing a lift to the rest of Asia. It appears that Germany&#8217;s economy has begun to pick up, but much of the rest of Europe remains in recession. Business confidence measures fell in March, perhaps because of the poor handling of the banking crisis in Cyprus. The European Central Bank has revised its 2013 growth forecast downward and is anticipating a modest contraction while remaining concerned about downside risks to the eurozone economy.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>Within this environment, we plan to continue de-emphasizing interest-rate risk in the portfolio and expect to maintain the fund&#8217;s bias toward a steepening yield curve in the United States. As long as the Fed continues to inject liquidity into the financial system through targeted bond purchases, we don&#8217;t believe that interest rates are likely to move significantly higher than where they are today. We recognize, however, that any strategy that relies on rates declining further to drive performance is risky amid what may be a range-bound and volatile interest-rate environment. For that reason, we intend to keep the portfolio&#8217;s overall duration near zero and will rely on other factors to influence the fund&#8217;s performance.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>At period-end, our allocations to securitized sectors represented the fund&#8217;s greatest overweight. In prepayment-sensitive areas, we are more cautious toward lower-coupon pass-throughs &#8212; those with coupons below 4% &#8212; but favor pools in the middle of the coupon range of 4%&#8211;5% that we believe exhibit favorable prepayment profiles. In credit-sensitive areas, we plan to maintain</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>A word about derivatives</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Derivatives are an increasingly common type of investment instrument, the performance of which is </FONT><I><FONT size=1 face=sans-serif>derived </FONT></I><FONT size=1 face=sans-serif>from an underlying security, index, currency, or other area of the capital markets. Derivatives employed by the fund&#8217;s managers generally serve one of two main purposes: to implement a strategy that may be difficult or more expensive to invest in through traditional securities, or to hedge unwanted risk associated with a particular position.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>For example, the fund&#8217;s managers might use currency forward contracts to capitalize on an anticipated change in exchange rates between two currencies. This approach would require a significantly smaller outlay of capital than purchasing traditional bonds denominated in the underlying currencies. In another example, the managers may identify a bond that they believe is undervalued relative to its risk of default, but may seek to reduce the interest-rate risk of that bond by using interest-rate swaps, a derivative through which two parties &#8220;swap&#8221; payments based on the movement of certain rates.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Like any other investment, derivatives may not appreciate in value and may lose money. Derivatives may amplify traditional investment risks through the creation of leverage and may be less liquid than traditional securities. And because derivatives typically represent contractual agreements between two financial institutions, derivatives entail &#8220;counterparty risk,&#8221; which is the risk that the other party is unable or unwilling to pay. Putnam monitors the counterparty risks we assume. For example, Putnam may enter into collateral agreements that require the counterparties to post collateral on a regular basis to cover their obligations to the fund.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>9</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_11"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>our diversified exposure to CMBS, as well as our allocations to high-yield bonds and investment-grade corporate bonds.</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 and are subject to change. 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 </FONT></I><I><FONT size=2 face=sans-serif>fund&#8217;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"><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. 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 1986.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>In addition to Bill, your fund&#8217;s portfolio managers are Michael J. Atkin, Kevin F. Murphy, Michael V. Salm, and Paul D. Scanlon, CFA.</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 economic outlook for major industrialized nations is slowly improving, with the United States and Japan leading the way, according to a recent report by the Organisation for Economic Co-operation </FONT></B><B><FONT size=2 face=sans-serif>and Development (OECD). </FONT></B><FONT size=2 face=sans-serif>Economic expansion is also taking place in most major countries around the world, including the 17-nation eurozone, where Germany&#8217;s economy is growing and stabilization is occurring in Italy and France. Growth also is solidifying in Japan, whose new government has launched efforts to bring the country&#8217;s long-stagnant economy back to life through </FONT><FONT size=2 face=sans-serif>various stimulus efforts, and growth is picking up in China, where an economic hard landing has been avoided. The OECD sees growth weakening in India and normal, &#8220;around trend&#8221; growth taking place in Russia, Brazil, and the United Kingdom. Meanwhile, the World Trade Organization (WTO) has cut its overall 2013 forecast for global trade volume growth to 3.3% from 4.5%. Global trade grew by 2% in 2012, the second-worst figure since this economic statistic began to be tracked in 1981, according to the WTO. The worst trade figure came in 2009 during the global economic crisis.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>10</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_12"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>Your fund&#8217;s performance</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>This section shows your fund&#8217;s performance, price, and distribution information for periods ended March 31, 2013, the end of the first half of its current fiscal year. Performance should always be considered in light of a fund&#8217;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 3/31/13</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 width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>Market price</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center>&nbsp;</TD>

   <TD width="33%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Life of fund (since 4/29/88)</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.31%</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>6.65%</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>10 years</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>97.06</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>90.13</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.02</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>6.64</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>5 years</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>41.27</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>40.86</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.15</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.09</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>3 years</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>21.91</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>5.03</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>6.83</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>1.65</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>1 year</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>9.89</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.63</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>6 months</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>7.23</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>3.64</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3 align=center>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>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 3/31/13</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 width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Citigroup</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Lipper Flexible</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Barclays</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Non-U.S. World</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Income Funds</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Government/Credit</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Government</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>JPMorgan Global</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>(closed-end)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Bond Index</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>Bond Index</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>High Yield Index&#8224;</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=center><B><FONT size=1 face=sans-serif>category average*</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD>

   <TD width="20%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Life of fund (since 4/29/88)</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>7.16%</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>6.30%</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>6.98%</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>10 years</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>63.78</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>72.15</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>166.95%</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>94.35</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>5.06</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>5.58</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>10.32</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>6.85</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5 years</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>30.69</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>11.92</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>74.38</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>46.12</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>5.50</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>2.28</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>11.76</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>7.84</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3 years</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>19.44</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>10.34</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>39.03</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>27.25</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Annual average</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>6.10</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>3.33</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>11.61</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>8.34</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>1 year</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>4.56</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>&#8211;2.16</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>13.06</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>10.24</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6 months</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>0.21</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>&#8211;6.09</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>6.43</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=center><FONT size=1 face=sans-serif>5.47</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>Index and Lipper results should be compared with 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&#8217;s monthly reinvestment net asset value.</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 3/31/13, there were 5, 5, 5, 4, 3, and 2 funds, respectively, in this Lipper category.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>&#8224; The JPMorgan Global High Yield Index was introduced on 12/31/93, which postdates the fund&#8217;s inception.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>11</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_13"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 3/31/13</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 width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Distributions</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Number</FONT>&nbsp;</TD>

   <TD width="66%" colSpan=2 noWrap align=center><FONT size=1 face=sans-serif>6</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Income</FONT>&nbsp;</TD>

   <TD width="66%" colSpan=2 noWrap align=center><FONT size=1 face=sans-serif>$0.156000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Capital gains</FONT>&nbsp;</TD>

   <TD width="66%" colSpan=2 noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="66%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>$0.156000</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Share value</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>Market Price</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>9/30/12</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>$5.42</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>$5.18</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>3/31/13</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>5.64</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>5.21</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Current rate (end of period)</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>NAV</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=center><B><FONT size=1 face=sans-serif>Market Price</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Current dividend rate*</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>5.53%</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=center><FONT size=1 face=sans-serif>5.99%</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>12</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_14"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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&#8217;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&#8217;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>Fixed-income terms</FONT></B></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>Mortgage-backed security (MBS)</FONT></B><FONT size=2 face=sans-serif>, also known as a mortgage &#8220;pass-through,&#8221; is a type of asset-backed security that is secured by a mortgage or collection of mortgages. The following are types of MBSs:</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>&#8226; Agency &#8220;pass-through&#8221; </FONT></B><FONT size=2 face=sans-serif>has its principal and interest backed by a U.S. government agency, such as the Federal National Mortgage Association (Fannie Mae), Government National Mortgage Association (Ginnie Mae), and Federal Home Loan Mortgage Corporation (Freddie Mac).</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>&#8226; Collateralized mortgage obligation (CMO) </FONT></B><FONT size=2 face=sans-serif>represents claims to specific cash flows from pools of home mortgages. The streams of principal and interest payments on the mortgages are distributed to the different classes of CMO interests in &#8220;tranches.&#8221; Each tranche may have different principal balances, coupon rates, prepayment risks, and maturity dates. A CMO is highly sensitive to changes in interest rates and any resulting change in the rate at which homeowners sell their properties, refinance, or otherwise prepay loans. CMOs </FONT><FONT size=2 face=sans-serif>are subject to prepayment, market, and liquidity risks.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>&#8226; Interest-only (IO) security </FONT></B><FONT size=2 face=sans-serif>is a type of CMO in which the underlying asset is the interest portion of mortgage, Treasury, or bond payments.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>&#8226; Non-agency residential mortgage-backed security (RMBS) </FONT></B><FONT size=2 face=sans-serif>is an MBS not backed by Fannie Mae, Ginnie Mae, or Freddie Mac. One type of RMBS is an Alt-A mortgage-backed security.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>&#8226; Commercial mortgage-backed security (CMBS) </FONT></B><FONT size=2 face=sans-serif>is secured by the loan on a commercial property.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>Yield curve </FONT></B><FONT size=2 face=sans-serif>is a graph that plots the yields of bonds with equal credit quality against their differing maturity dates, ranging from shortest to longest. It is used as a benchmark for other debt, such as mortgage or bank lending rates.</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 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>Barclays 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>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 that is designed to mirror the investable universe of the U.S. dollar global high-yield corporate debt market, including domestic (U.S.) and international (non-U.S.) issues. International issues are composed of both developed and emerging markets.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>13</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_15"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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 </FONT><FONT size=2 face=sans-serif>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&#8217;s category assignment at its discretion. Lipper category averages reflect performance trends for funds within a category.</FONT></P>

<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 2012, 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, 2012, up to 10% of the fund&#8217;s common shares outstanding as of October 7, 2012.</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 Securities and Exchange Commission (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&#8217; 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, 2012, are available in the Individual Investors section of putnam.com, and on the SEC&#8217;s website, www.sec.gov. If </FONT><FONT size=2 face=sans-serif>you have questions about finding forms on the SEC&#8217;s website, you may call the SEC at 1-800-SEC-0330. You may also obtain the Putnam funds&#8217; proxy voting guidelines and procedures at no charge by calling Putnam&#8217;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&#8217;s Forms N-Q on the SEC&#8217;s website at www.sec.gov. In addition, the fund&#8217;s Forms N-Q may be reviewed and copied at the SEC&#8217;s Public Reference Room in Washington, D.C. You may call the SEC at 1-800-SEC-0330 for information about the SEC&#8217;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, 2013, Putnam employees had approximately $377,000,000 and the Trustees had approximately $90,000,000 invested in Putnam mutual funds. These amounts include investments by the Trustees&#8217; and employees&#8217; immediate family members as well as investments through retirement and deferred compensation plans.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>14</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_16"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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&#8217;s financial statements.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The fund&#8217;s portfolio </FONT></B><FONT size=2 face=sans-serif>lists all the fund&#8217;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&#8217;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&#8217;s net investment gain or loss. This is done by first adding up all the fund&#8217;s earnings &#8212; from dividends and interest income &#8212; 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 &#8212; as well as any unrealized gains or losses over the </FONT><FONT size=2 face=sans-serif>period &#8212; is added to or subtracted from the net investment result to determine the fund&#8217;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&#8217;s net assets were affected by the fund&#8217;s net investment gain or loss, by distributions to shareholders, and by changes in the number of the fund&#8217;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&#8217;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&#8217;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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>15</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_17"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=2 face=sans-serif>The fund&#8217;s portfolio </FONT></B><FONT size=2 face=sans-serif>3/31/13 (Unaudited)</FONT></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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)*</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Agency collateralized mortgage obligations (13.5%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Federal Home Loan Mortgage Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3182, Class SP, 27.787s, 2032</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$249,959</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$409,025</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3408, Class EK, 24.975s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>131,192</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>206,137</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 2979, Class AS, 23.528s, 2034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,474</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,911</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3072, Class SM, 23.052s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>195,418</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>305,361</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3072, Class SB, 22.905s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>175,062</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>272,445</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3249, Class PS, 21.604s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,466</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>224,537</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4098, Class MS, IO, 6.497s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,048,802</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>893,935</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3727, Class PS, IO, 6.497s, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,550,560</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>151,628</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3895, Class SM, IO, 6.447s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,938,560</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>529,171</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4048, Class GS, IO, 6.447s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,920,190</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>369,617</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3940, Class PS, IO, 6.447s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,296,341</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>775,914</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3860, Class SP, IO, 6.397s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,949,295</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>599,661</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4032, Class SA, IO, 6.297s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,190,288</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>640,597</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3708, Class SA, IO, 6.247s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,181,708</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>627,758</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4125, Class SH, IO, 5.947s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,455,201</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>405,796</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4112, Class SC, IO, 5.947s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,626,494</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,434,162</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 4105, Class LS, IO, 5.947s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,410,787</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>469,959</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 3922, Class CS, IO, 5.897s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,741,088</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>195,846</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 3632, Class CI, IO, 5s, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>671,018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>38,973</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 3626, Class DI, IO, 5s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>342,391</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,152</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 304, Class C27, IO, 4 1/2s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,892,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>954,858</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4122, Class TI, IO, 4 1/2s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,687,932</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>561,672</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4000, Class PI, IO, 4 1/2s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,245,588</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>293,723</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4019, Class GI, IO, 4 1/2s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,465,939</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,281,687</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 3747, Class HI, IO, 4 1/2s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>508,714</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>43,447</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 304, Class C53, IO, 4s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,349,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>349,414</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4090, Class BI, IO, 4s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>788,955</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>83,101</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 3748, Class NI, IO, 4s, 2034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,735,504</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>47,414</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 3751, Class MI, IO, 4s, 2034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,257,326</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,208</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 304, Class C22, IO, 3 1/2s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,337,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>546,067</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 304, Class C4, IO, 3 1/2s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,414,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>501,291</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4105, Class HI, IO, 3 1/2s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,176,422</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>345,485</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. T-57, Class 1AX, IO, 0.402s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,650,714</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,446</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 4077, Class TO, PO, zero %, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,157,455</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>969,623</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 3326, Class WF, zero %, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,176</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,092</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 06-62, Class PS, 38.675s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>272,480</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>517,402</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 07-53, Class SP, 23.451s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,258</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>267,901</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 08-24, Class SP, 22.535s, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,409</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>258,257</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 05-75, Class GS, 19.637s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>172,862</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>249,597</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 05-83, Class QP, 16.863s, 2034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>217,398</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>297,036</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 12-88, Class SB, IO, 6.466s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,578,165</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>879,788</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-99, Class NS, IO, 6.396s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,215,816</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>389,082</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 11-87, Class HS, IO, 6.296s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,713,197</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>444,720</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 404, Class S13, IO, 6.196s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,552,355</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>531,154</FONT>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>16</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_18"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Agency collateralized mortgage obligations </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-35, Class SG, IO, 6.196s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$2,658,227</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$406,496</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 12-132, Class SB, IO, 5.996s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,947,680</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,238,724</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 09-100, Class SA, IO, 5.996s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,684,945</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>163,229</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 13-18, Class SB, IO, 5.946s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,141,091</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>419,011</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 12-113, Class CS, IO, 5.946s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,764,112</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>342,943</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 12-113, Class SG, IO, 5.896s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,800,610</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>333,401</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-46, Class WS, IO, 5.546s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,705,637</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>337,907</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 374, Class 6, IO, 5 1/2s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>556,038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,848</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-132, Class PI, IO, 5s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,401,647</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>810,123</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 398, Class C5, IO, 5s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>372,220</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>36,887</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-13, Class EI, IO, 5s, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>224,875</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,350</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 378, Class 19, IO, 5s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,322,681</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>152,108</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-30, Class HI, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,752,328</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,540,282</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 409, Class 81, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,603,198</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>795,088</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 409, Class 82, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,714,780</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>850,994</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 366, Class 22, IO, 4 1/2s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>579,263</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>44,719</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-75, Class AI, IO, 4 1/2s, 2027</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,413,946</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>246,778</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-118, Class PI, IO, 4s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,818,293</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>606,307</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-96, Class PI, IO, 4s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,598,510</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>357,919</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 406, Class 2, IO, 4s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,504,314</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,561</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 406, Class 1, IO, 4s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,692,658</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>233,925</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 409, Class C16, IO, 4s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,588,876</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>444,731</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-148, Class CI, IO, 3s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,383,177</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>308,645</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-35, Class IP, IO, 3s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,682,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>459,099</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-23, Class PI, IO, 3s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,601,705</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>411,945</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 03-W10, Class 1, IO, 1.303s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>583,560</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,320</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 99-51, Class N, PO, zero %, 2029</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>24,688</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,738</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 11-56, Class MS, 6.871s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,610,521</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,877,889</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-151, Class SL, IO, 6.497s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,033,255</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>334,409</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-163, Class SI, IO, 6.426s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,550,195</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>488,148</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-35, Class CS, IO, 6.267s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,323,023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>639,672</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-26, Class QS, IO, 6.047s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,375,671</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>443,954</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-120, Class SB, IO, 5.997s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>641,154</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,576</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-20, Class SC, IO, 5.947s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,536,858</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>475,001</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-158, Class SA, IO, 5.847s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,374,804</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>254,229</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-151, Class SA, 5.847s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,366,516</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>252,682</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-61, Class SJ, IO, 5.847s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,272,641</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>506,343</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 11-70, Class SM, IO, 5.687s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,415,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>653,402</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 11-70, Class SH, IO, 5.687s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,481,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>675,775</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-37, Class SG, IO, 5.497s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,648,478</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>458,928</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>IFB Ser. 10-115, Class BS, IO, 5.197s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,245,950</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>689,585</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-22, Class OI, IO, 5s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,572,898</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>672,152</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-3, Class IT, IO, 5s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,193,389</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>612,586</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-6, Class IC, IO, 5s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,961,668</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>540,682</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-146, Class IO, IO, 5s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,935,639</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>520,606</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-6, Class CI, IO, 5s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,937,117</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>382,387</FONT>&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="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>17</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_19"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Agency collateralized mortgage obligations </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-35, Class UI, IO, 5s, 2040</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,710,157</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$329,510</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-24, Class IC, IO, 4 1/2s, 2043</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,976,818</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>374,113</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 11-140, Class BI, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,431,020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,647</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 11-18, Class PI, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>377,629</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,324</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-35, Class QI, IO, 4 1/2s, 2040</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,372,011</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,479,303</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-168, Class PI, IO, 4 1/2s, 2039</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,402,680</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>174,325</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 11-73, Class IP, IO, 4 1/2s, 2039</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,950,825</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>438,652</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-158, Class IP, IO, 4 1/2s, 2039</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,449,227</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>547,744</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 10-98, Class PI, IO, 4 1/2s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,820,360</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>187,716</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 11-70, PO, zero %, 2041</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,627,287</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,841,665</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-36, Class OD, PO, zero %, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,668</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,062</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Structured Asset Securities Corp. IFB Ser. 07-4, Class 1A3, IO,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5.984s, 2045</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,902,696</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>555,141</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>50,217,336</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Commercial mortgage-backed securities (12.3%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Banc of America Commercial Mortgage, Inc. FRB Ser. 05-5,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Class D, 5.229s, 2045</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>600,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>588,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Banc of America Commercial Mortgage, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-1, Class J, 6 1/8s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,989</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,781</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 01-1, Class K, 6 1/8s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>344,016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,412</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-5, Class XW, IO, 0.369s, 2051</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>96,416,461</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,137,521</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Commercial Mortgage Securities, Inc.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-PW17, Class AJ, 5.893s, 2050</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,041,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,959,360</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-PW12, Class AJ, 5.757s, 2038</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>718,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>729,291</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-PWR7, Class D, 5.304s, 2041</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>441,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>397,782</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-PWR7, Class B, 5.214s, 2041</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>697,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>714,124</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-T20, Class C, 5.147s, 2042</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>600,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>585,750</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-PWR9, Class C, 5.055s, 2042</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>401,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>377,782</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Citigroup Commercial Mortgage Trust</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-C5, Class AJ, 5.482s, 2049</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>610,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>607,134</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-C3, Class B, 5.029s, 2043</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,720,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,589,452</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Citigroup Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 04-C1, Class G, 5.365s, 2040</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,939,699</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-GC8, Class D, 4.879s, 2045</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>401,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>394,624</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Citigroup/Deutsche Bank Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-CD5, Class XS, IO, 0.036s, 2044</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>29,804,426</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,624</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 13-CR6, Class D, 4.316s, 2046</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>298,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>266,746</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-C9, Class AJFL, 0.892s, 2049</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,641,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,383,527</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cornerstone Titan PLC 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-CT2A, Class E, 1.789s, 2014 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>141,229</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>190,985</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-CT1A, Class D, 1.561s, 2014 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>444,023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>566,724</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crest, Ltd. 144A Ser. 03-2A, Class E2, 8s, 2038 (Cayman Islands)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$525,387</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>21,541</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CS First Boston Mortgage Securities Corp. 144A Ser. 02-CP5,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Class M, 5 1/4s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>337,944</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,897</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Deutsche Bank-UBS Commercial Mortgage Trust 144A FRB</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 11-LC2A, Class D, 5.445s, 2044</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>719,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>748,708</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif>18</FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_20"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Commercial mortgage-backed securities </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>DLJ Commercial Mortgage Corp. Ser. 98-CF2, Class B4,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6.04s, 2031</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$286,492</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$286,492</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FFCA Secured Lending Corp. 144A Ser. 00-1, Class X, IO,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>1.085s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,483,092</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>54,628</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GE Capital Commercial Mortgage Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-C4, Class AJ, 5.306s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>305,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>280,600</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-C1, Class D, 4.949s, 2048</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,243,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,236,943</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GMAC Commercial Mortgage Securities, Inc. Ser. 04-C3, Class B,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4.965s, 2041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>452,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>384,765</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GMAC Commercial Mortgage Securities, Inc. 144A Ser. 02-C3,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class H, 5.944s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>450,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>449,873</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Greenwich Capital Commercial Funding Corp. FRB Ser. 05-GG3,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class D, 4.986s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>427,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>417,743</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GS Mortgage Securities Corp. II Ser. 05-GG4, Class AJ,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4.782s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>606,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>620,287</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GS Mortgage Securities Corp. II 144A Ser. 05-GG4, Class XC, IO,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>0.747s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,994,446</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>867,914</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GS Mortgage Securities Trust 144A Ser. GC10, Class D,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4.416s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>398,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>366,319</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Guggenheim Structured Real Estate Funding, Ltd. 144A FRB</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-2A, Class E, 2.204s, 2030 (Cayman Islands)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>405,145</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>228,907</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase Commercial Mortgage Securities Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-CB20, Class AJ, 6.08s, 2051</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,545,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,578,265</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-LDP7, Class AJ, 5.871s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,868,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,938,145</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-CB16, Class AJ, 5.623s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>415,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>392,295</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-LDP6, Class AJ, 5.565s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>443,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>430,640</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 04-CBX, Class E, 5.126s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,790,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,599,006</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 04-CBX, Class B, 5.021s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>247,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>243,571</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-LDP2, Class C, 4.911s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>335,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-LDP2, Class B, 4.882s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,900,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,933,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 13-C10, Class D, 4.3s, 2047</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>512,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>463,974</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Chase Commercial Mortgage Securities Corp. 144A</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-CB20, Class B, 6.18s, 2051</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>568,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>526,309</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-CB20, Class X1, IO, 0.134s, 2051</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,634,579</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>554,742</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>LB Commercial Conduit Mortgage Trust 144A Ser. 99-C1,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class G, 6.41s, 2031</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>857,101</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>874,243</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch Mortgage Investors, Inc. Ser. 96-C2, Class JS, IO,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2.395s, 2028</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>93,820</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch Mortgage Trust FRB Ser. 08-C1, Class AJ,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6.459s, 2051</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>395,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>402,940</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Mezz Cap Commercial Mortgage Trust 144A</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 04-C1, Class X, IO, 8.455s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>361,950</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,758</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-C5, Class X, IO, 4.594s, 2049</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,813,879</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,060</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Capital I</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-HQ9, Class C, 5.842s, 2044</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,044,578</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-HQ8, Class B, 5.501s, 2044</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,800,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,661,760</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 04-IQ8, Class C, 5.3s, 2040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,400,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,423,660</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Capital I 144A FRB Ser. 04-RR,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class F7, 6s, 2039</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,434,020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,374,866</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>19</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_21"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Commercial mortgage-backed securities </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley Capital I Trust FRB Ser. 07-T27, Class AJ,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5.651s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$829,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$851,300</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Morgan Stanley ReREMIC Trust 144A FRB Ser. 10-C30A,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class A3B, 5.466s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,215,429</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,252,378</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>STRIPS 144A Ser. 03-1A, Class N, 5s, 2018 (Cayman Islands)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" 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 width="15%" noWrap align=right><FONT size=1 face=sans-serif>551,805</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,771</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Wachovia Bank Commercial Mortgage Trust</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-C26, Class AJ, 5.995s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,552,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,572,021</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-C25, Class AJ, 5.734s, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>528,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>549,014</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-C20, Class B, 5.248s, 2042</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,679,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,662,156</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-C34, IO, 0.341s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,970,478</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,243</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Wells Fargo Royal Bank of Scotland Commercial Mortgage Trust</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>144A FRB Ser. 12-C9, Class D, 4.804s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>689,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>663,808</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>45,598,563</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Residential mortgage-backed securities (non-agency) (19.0%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Adjustable Rate Mortgage Trust FRB Ser. 06-2, Class 1A1,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>3.224s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,047,616</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>927,140</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>American Home Mortgage Assets Ser. 07-5, Class XP, IO, PO,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>zero %, 2047</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,019,637</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,145,494</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Banc of America Funding Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-2, Class 2A13, 6s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>955,596</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>996,209</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-C, Class 07-C, 2.757s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,001,355</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,801,219</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-G, Class 2A5, 0.483s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>510,681</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>434,079</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Banc of America Funding Corp. 144A</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 09-R12A, Class A2, 3.039s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>466,028</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>319,229</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 10-R4, Class 3A3, 1.281s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>554,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Banc of America Mortgage Securities Ser. 05-11,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class 1A10, 6s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>487,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Barclays Capital, LLC Trust</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 4A3, 20.47s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>226,916</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>194,653</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 3A3, 16.917s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>329,153</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>287,229</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 10A2, 16.593s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>657,096</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>611,099</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR10, Class 8A3, 15 3/4s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>181,401</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>96,142</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 2A4, 11.315s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>670,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>669,585</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 9A4, 10.594s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,933</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 3A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>360,797</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>367,111</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 4A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>390,971</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>396,835</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR10, Class 8A2, 4s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>388,434</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>392,319</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 13-RR1, Class 1A2, 2.874s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>660,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>442,497</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR10, Class 9A2, 2.671s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>980,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>793,800</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR10, Class 4A2, 2.639s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>790,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>649,775</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Barclays Capital, LLC Trust 144A</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 9A3, 21.132s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>545,053</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>512,349</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR12, Class 3A3, 20.031s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>428,906</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>353,848</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR12, Class 2A3, 14.228s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>362,751</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>358,217</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 4A3, 13.64s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>418,208</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>288,563</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR12, Class 1A3, 13.286s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,124</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>173,670</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 11-RR4, Class 6A4, 13.206s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,208,866</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>955,004</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR11, Class 5A3, 13.044s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>189,023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,029</FONT>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>20</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_22"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Residential mortgage-backed securities (non-agency) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Barclays Capital, LLC Trust 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 13-RR2, Class 4A2, 9.391s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$590,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$472,000</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 11-RR1, Class 2A14, 9.262s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,667,729</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>833,864</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 13-RR2, Class 3A2, 9.04s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>343,630</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 13-RR2, Class 1A2, 6.015s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,330,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>891,100</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 10-RR12, Class 6A1, 5.999s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>903,661</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>955,622</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 9A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>943,914</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>948,634</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR12, Class 3A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>778,659</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>786,445</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 4A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>560,588</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>564,793</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR12, Class 1A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>223,451</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,686</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 3A2, 4s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,448</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,932</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR12, Class 2A2, 4s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>337,436</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>341,654</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR11, Class 5A2, 4s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>367,239</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>372,747</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR12, Class 5A2, 2.95s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,069,251</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>801,938</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 12-RR12, Class 4A2, 2.859s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>620,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>353,400</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 12-RR11, Class 11A2, 2.6s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>284,347</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>179,139</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 09-RR11, Class 2A2, 2.47s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>850,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>639,889</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 09-RR7, Class 1A7, IO, 1.83s, 2046</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>29,283,171</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,317,743</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 09-RR7, Class 2A7, IO, 1.636s, 2047</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>33,533,492</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,384,932</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Adjustable Rate Mortgage Trust FRB Ser. 06-1,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Class A1, 2.37s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>363,222</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>352,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Asset Backed Securities, Inc. FRB Ser. 04-FR3,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Class M6, 5.079s, 2034</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>44,609</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,796</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bear Stearns Mortgage Funding Trust</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-AR2, Class 1X, IO, 0.7s, 2046</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,707,285</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>183,775</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-AR3, Class 1X, IO, 0.4s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,313,646</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>79,371</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Citigroup Mortgage Loan Trust, Inc. Ser. 2005-WF2, Class AF4,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4.964s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,032,819</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,037,983</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Citigroup Mortgage Loan Trust, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 11-2, Class 3A2, 10.044s, 2037</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>376,940</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 11-12, Class 2A2, 0.574s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>900,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>686,565</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Countrywide Alternative Loan Trust Ser. 07-HY9, Class X, IO,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>0.65s, 2047</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,991,189</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>222,757</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Credit Suisse Commercial Mortgage Trust 144A FRB Ser. 08-4R,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Class 3A4, 2.83s, 2038</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>650,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>561,472</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Granite Mortgages PLC</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 03-2, Class 3C, 3.079s, 2043 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>384,009</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,628</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 03-2, Class 2C1, 2.754s, 2043 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,028,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,130,622</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>GSR Mortgage Loan Trust FRB Ser. 05-AR4, Class 3A5,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2.759s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$725,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>665,601</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Harborview Mortgage Loan Trust FRB Ser. 05-9, Class 2A1C,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>0.653s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>632,851</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>571,148</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>JPMorgan Mortgage Trust FRB Ser. 07-A1, Class 3A4,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>3.03s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>527,356</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>421,072</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Lavender Trust 144A Ser. 10-RR2A, Class A3, 6 1/4s, 2036</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>376,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Merrill Lynch Alternative Note Asset Ser. 07-OAR5, Class X, IO,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PO, 0.8s, 2047</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,153,727</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,919</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Mortgage IT Trust FRB Ser. 05-3, Class A2, 0.554s, 2035</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>517,420</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>434,633</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>21</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_23"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE-BACKED SECURITIES (44.8%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Residential mortgage-backed securities (non-agency) </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nomura Resecuritization Trust 144A FRB Ser. 11-2RA,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class 1A2, 5.29s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$911,159</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$871,342</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>RBSSP Resecuritization Trust 144A FRB Ser. 09-12, Class 7A2,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5.288s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>630,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>475,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Residential Accredit Loans, Inc. Ser. 05-QR1, Class A, 6s, 2034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,616,736</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,787,414</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Structured Asset Mortgage Investments Trust Ser. 07-AR6,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class X2, IO, 0 1/2s, 2047</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,603,483</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>323,763</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Structured Asset Mortgage Investments, Inc. FRB Ser. 04-AR7,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class B1, 1.103s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>557,472</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,942</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>WAMU Mortgage Pass-Through Certificates</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 07-HY6, Class 2A1, 4.725s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,551,898</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,156,354</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 04-AR14, Class B1, 2.441s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>727,673</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>445,700</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-AR17, Class X, IO, PO, 1.63s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,568,785</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>492,599</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 04-AR10, Class X, IO, PO, 1.61s, 2044</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,369,710</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,773</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR1, Class 2A1B, 1.247s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,438,439</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,103,154</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR1, Class 2A1C, 1.247s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,867,584</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,092,536</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR9, Class 1A, 1.177s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,221,479</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,641,613</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR17, Class 1A1, 0.987s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,040,472</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>999,831</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 06-AR11, Class 2XPP, IO, PO, 0.978s, 2046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,076,505</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,340</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR8, Class B1, 0.874s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,407,329</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,131,445</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR11, Class A1C3, 0.714s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,948,172</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,548,797</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR19, Class A1C3, 0.704s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,411,060</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,100,627</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR13, Class A1C3, 0.694s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,479,237</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,516,201</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR17, Class A1C3, 0.684s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>821,302</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>443,503</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR15, Class A1C3, 0.684s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,215,618</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>632,121</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR8, Class 2AC2, 0.664s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,262,427</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,095,154</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR11, Class A1C4, 0.644s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>991,366</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>785,657</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR13, Class A1B2, 0.634s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>922,995</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>803,006</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR17, Class A1B2, 0.614s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>854,002</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>713,092</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR19, Class A1C4, 0.604s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>465,809</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>359,837</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR11, Class A1B3, 0.604s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,490,775</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,304,427</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR8, Class 2AC3, 0.594s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>444,850</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>383,683</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR1, Class A3, 0.564s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>501,840</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>451,656</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR19, Class A1B3, 0.554s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>422,333</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>371,653</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR6, Class 2AB3, 0.474s, 2045</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>432,202</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>376,016</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Wells Fargo Mortgage Backed Securities Trust</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 05-16, Class A18, 6s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>600,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>626,280</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 08-1, Class 4A1, 5 3/4s, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,080,733</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,145,602</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-12, Class A7, 5 1/2s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>322,324</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>336,022</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. 07-5, Class 1A1, 5 1/2s, 2037</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,458,989</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,535,147</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR11, Class A6, 5.165s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>937,546</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>874,102</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR6, Class B1, 5.002s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>397,487</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>356,969</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 05-AR16, Class 4A2, 2.651s, 2035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,026,627</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,007,429</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRB Ser. 06-AR2, Class 2A3, 2.641s, 2036</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>619,313</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>606,926</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>70,409,596</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>

   <TD width="15%" noWrap align=left></TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Total mortgage-backed securities (cost $157,471,596)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$166,225,495</FONT></B>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>22</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_24"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Basic materials (2.6%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ArcelorMittal sr. unsec. bonds 10.35s, 2019 (France)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$125,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$158,221</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ashland, Inc. 144A company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,925</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ashland, Inc. 144A sr. unsec. notes 4 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>182,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ashland, Inc. 144A sr. unsec. unsub. notes 3s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>415,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>421,225</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Atkore International, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>332,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>364,369</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Axiall Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 7/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,263</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Boise Cascade LLC/Boise Cascade Finance Corp. 144A sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 6 3/8s, 2020 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Celanese US Holdings, LLC company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 4 5/8s, 2022 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,275</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Celanese US Holdings, LLC sr. notes 5 7/8s, 2021 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>185,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>201,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cemex Finance, LLC 144A company guaranty sr. bonds</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>380,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>411,350</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Eagle Spinco, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>203,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Edgen Murray Corp. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>103,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ferro Corp. sr. unsec. notes 7 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>283,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>293,613</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FMG Resources August 2006 Pty, Ltd. 144A sr. notes 8 1/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2019 (Australia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,631</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FMG Resources August 2006 Pty, Ltd. 144A sr. notes 7s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2015 (Australia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>202,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>211,090</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Australia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>189,450</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FMG Resources August 2006 Pty, Ltd. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2022 (Australia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,225</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Graphic Packaging International, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 4 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,450</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Grohe Holding GmbH 144A company company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FRN notes 4.203s, 2017 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>313,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>400,826</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HD Supply, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>93,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HD Supply, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>328,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>388,680</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HD Supply, Inc. 144A sr. unsec. notes 7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>163,138</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hexion U.S. Finance Corp. 144A sr. notes 6 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>215,537</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 8 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>139,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hexion U.S. Finance Corp./Hexion Nova Scotia Finance, ULC</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. notes 8 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>81,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>84,038</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Huntsman International, LLC company guaranty sr. unsec. sub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>287,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>322,875</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Huntsman International, LLC company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 4 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,825</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Huntsman International, LLC 144A sr. unsec. notes 4 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,525</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>IAMGOLD Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/4s, 2020 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>64,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>23</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_25"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>INEOS Finance PLC 144A company guaranty sr. notes 9s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$105,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>INEOS Finance PLC 144A company guaranty sr. notes 7 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2020 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>76,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>INEOS Group Holdings, Ltd. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. REGS, 7 7/8s, 2016 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>178,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>230,684</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>JM Huber Corp. 144A sr. unsec. notes 9 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$265,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>299,119</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Louisiana-Pacific Corp. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>174,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>197,925</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>LyondellBasell Industries NV sr. unsec. notes 6s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>LyondellBasell Industries NV sr. unsec. unsub. notes 5s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>415,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>468,950</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,910</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$35,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>35,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Momentive Performance Materials, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>New Gold, Inc. 144A sr. unsec. notes 6 1/4s, 2022 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>87,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>91,385</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Novelis, Inc. company guaranty sr. unsec. notes 8 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>174,763</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Nufarm Australia Ltd. 144A company guaranty sr. notes 6 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2019 (Australia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,335</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Orion Engineered Carbons Bondco GmbH 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9 5/8s, 2018 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>18,913</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Perstorp Holding AB 144A company guaranty sr. notes 8 3/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Sweden)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>211,499</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PetroLogistics LP/Petrologistics Finance Corp. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 6 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PolyOne Corp. 144A sr. unsec. notes 5 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>141,050</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PQ Corp. 144A sr. notes 8 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,450</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Roofing Supply Group, LLC/Roofing Supply Finance, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. notes 10s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>146,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ryerson, Inc./Joseph T Ryerson &amp; Son, Inc. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>137,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,673</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sealed Air Corp. 144A sr. unsec. notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>97,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,851</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sealed Air Corp. 144A sr. unsec. notes 5 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,688</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>SGL Carbon SE company guaranty sr. sub. FRN notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ser. EMTN, 1.476s, 2015 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>152,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>192,620</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>43,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>TPC Group, Inc. 144A company guaranty sr. notes 8 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>151,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Tronox Finance, LLC 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>285,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>276,450</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>USG Corp. sr. unsec. notes 9 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,640</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Verso Paper Holdings, LLC/Verso Paper, Inc. company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. notes 8 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,648</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Weekley Homes, LLC/Weekley Finance Corp. 144A sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>9,581,347</FONT></B>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>24</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_26"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Capital goods (2.0%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ADS Waste Holdings, Inc. 144A sr. notes 8 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$240,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$258,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>American Axle &amp; Manufacturing, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>344,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>379,260</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ARD Finance SA sr. notes Ser. REGS, 11 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(Luxembourg) &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,433</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,215</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ardagh Packaging Finance PLC sr. notes Ser. REGS, 7 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,428</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ardagh Packaging Finance PLC/Ardagh MP Holdings USA, Inc.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A sr. unsec. notes 7s, 2020 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>231,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>B/E Aerospace, Inc. sr. unsec. unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>298,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>329,662</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>B/E Aerospace, Inc. sr. unsec. unsub. notes 5 1/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Berry Plastics Corp. company guaranty notes 9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>86,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>95,998</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Berry Plastics Corp. company guaranty unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>24,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,050</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>BOE Merger Corp. 144A sr. unsec. notes 9 1/2s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,075</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bombardier, Inc. 144A sr. notes 6 1/8s, 2023 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bombardier, Inc. 144A sr. notes 4 1/4s, 2016 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>119,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>123,463</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Briggs &amp; Stratton Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>347,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Consolidated Container Co. LLC/Consolidated Container</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Capital, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>26,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,470</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crown Americas LLC/Crown Americas Capital Corp. IV 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. notes 4 1/2s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,350</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crown Euro Holdings SA 144A sr. notes 7 1/8s, 2018 (France)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>69,501</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Delphi Corp. company guaranty sr. unsec. unsub. notes 5s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>158,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Dematic SA/DH Services Luxembourg Sarl 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 3/4s, 2020 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>208,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Exide Technologies sr. notes 8 5/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>53,243</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>GrafTech International, Ltd. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>199,755</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>KION Finance SA 144A sr. notes 6 3/4s, 2020 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,856</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Kratos Defense &amp; Security Solutions, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>307,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>337,699</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Manitowoc Co., Inc. (The) company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 7/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>198,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>207,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MasTec, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 7/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>69,388</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Milacron LLC/Mcron Finance Corp. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Mueller Water Products, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 8 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>22,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Pittsburgh Glass Works, LLC 144A sr. notes 8 1/2s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>319,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>324,583</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Polypore International, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>123,338</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rexel SA company guaranty sr. unsec. notes 8 1/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2016 (France)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>229,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>319,285</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rexel SA 144A company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/8s, 2019 (France)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$400,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>423,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>25</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_27"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer Lu company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$139,588</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer Lu company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer Lu company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>106,969</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer Lu company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer, Inc./Reynolds Group Issuer, LLC/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Reynolds Group Issuer Lu company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Tenneco, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Tenneco, Inc. company guaranty sr. unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>153,825</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Terex Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>47,981</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Terex Corp. company guaranty sr. unsec. unsub. notes 6s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>215,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>226,555</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Thermadyne Holdings Corp. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>331,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>360,790</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Thermon Industries, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>99,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,890</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>TransDigm, Inc. company guaranty unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>226,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>248,035</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Triumph Group, Inc. 144A sr. unsec. notes 4 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>151,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>7,331,440</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Communication services (4.5%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Bresnan Broadband Holdings, LLC 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes 8s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,120</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cablevision Systems Corp. sr. unsec. unsub. notes 8 5/8s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>224,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,960</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cablevision Systems Corp. sr. unsec. unsub. notes 8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>168,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cablevision Systems Corp. sr. unsec. unsub. notes 7 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,456</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC/CCO Holdings Capital Corp. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 6 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>131,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>138,369</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC/CCO Holdings Capital Corp. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 5 1/4s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>162,525</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC/CCO Holdings Capital Corp. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 5 1/8s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CCO Holdings, LLC/CCO Holdings Capital Corp. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsub. notes 7s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>121,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,378</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CenturyLink, Inc. sr. unsec. unsub. notes 5 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cequel Communications Escrow Capital Corp. 144A sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>41,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cincinnati Bell, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,240</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Cincinnati Bell, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>33,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,835</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>26</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_28"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cincinnati Bell, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$78,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$82,680</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Clearwire Communications, LLC/Clearwire Finance, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 12s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>355,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>382,956</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cricket Communications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>193,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>192,518</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cricket Communications, Inc. company guaranty sr. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>480,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,999</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crown Castle International Corp. sr. unsec. notes 7 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>76,475</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crown Castle International Corp. sr. unsec. notes 5 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>137,363</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Digicel, Ltd. 144A sr. unsec. notes 8 1/4s, 2017 (Jamaica)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>326,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>344,745</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>DISH DBS Corp. company guaranty notes 7 1/8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>97,790</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>DISH DBS Corp. company guaranty notes 6 5/8s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>517,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>549,959</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>DISH DBS Corp. company guaranty sr. unsec. notes 6 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,990</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Equinix, Inc. sr. unsec. notes 7s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>143,975</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Frontier Communications Corp. sr. unsec. notes 9 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,588</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Frontier Communications Corp. sr. unsec. notes 8 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>753,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>856,538</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Frontier Communications Corp. sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 5/8s, 2024</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hughes Satellite Systems Corp. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>214,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>234,865</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hughes Satellite Systems Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>297,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Inmarsat Finance PLC 144A company guaranty sr. notes 7 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>365,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>388,724</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Jackson Holdings SA company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2021 (Bermuda)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Jackson Holdings SA 144A sr. unsec. notes 6 5/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Bermuda)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>84,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/2s, 2017 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>637,812</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>677,356</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/4s, 2017 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>253,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>269,445</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/8s, 2023 (Luxembourg) ##</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>132,113</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA 144A sr. unsec. notes 7 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(Luxembourg) ##</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>359,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>365,283</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat Luxembourg SA 144A sr. unsec. notes 6 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(Luxembourg) ##</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>267,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Kabel Deutschland GmbH 144A sr. bonds 6 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>143,299</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$124,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>139,029</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>143,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>159,445</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>44,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Level 3 Financing, Inc. 144A company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,808</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Lynx I Corp. 144A sr. notes 6s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>235,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>366,890</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>27</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_29"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%" align=right></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Mediacom, LLC/Mediacom Capital Corp. sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$59,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$65,859</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MetroPCS Wireless, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>306,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>335,070</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MetroPCS Wireless, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 5/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>224,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MetroPCS Wireless, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>203,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>NII Capital Corp. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>360,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>323,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>NII Capital Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,535</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>NII Capital Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>46,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>33,120</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>NII International Telecom Sarl 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 11 3/8s, 2019 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,475</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PAETEC Holding Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>156,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>179,010</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Phones4U Finance PLC 144A sr. notes 9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>284,441</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Quebecor Media, Inc. 144A sr. unsec. notes 5 3/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2023 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>183,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Qwest Corp. sr. unsec. notes 7 1/2s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>81,747</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>SBA Telecommunications, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,970</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>SBA Telecommunications, Inc. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes 5 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. notes 8 3/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>801,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>932,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. unsec. notes 6s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>147,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>159,495</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. unsec. unsub. notes 9 1/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>189,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. sr. unsec. unsub. notes 7s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>122,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>134,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sprint Nextel Corp. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>418,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>516,753</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Telenet Finance V Luxembourg SCA 144A bonds 6 3/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2024 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>295,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>397,065</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Telenet Finance V Luxembourg SCA 144A bonds 6 1/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>133,503</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Unitymedia GmbH company guaranty sr. notes Ser. REGS,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 5/8s, 2019 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>293,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>419,709</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2019 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>181,095</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. notes 8 1/8s, 2017 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>84,174</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,703</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. notes 5 1/8s, 2023 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$360,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>446,612</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>UPC Holdings BV bonds 8 3/8s, 2020 (Netherlands)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>361,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>506,492</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Videotron Ltee company guaranty sr. unsec. unsub. notes 5s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>164,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>166,460</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Virgin Media Finance PLC company guaranty sr. unsec. bonds</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 7/8s, 2019 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>83,939</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>West Corp. company guaranty sr. unsec. notes 8 5/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$6,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>6,510</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>28</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_30"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>West Corp. company guaranty sr. unsec. notes 7 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$191,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$203,414</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>WideOpenWest Finance, LLC/WideOpenWest Capital Corp.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. unsec. notes 10 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>329,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>366,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Wind Acquisition Finance SA 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/8s, 2018 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>424,363</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>247,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>282,198</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,810</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Windstream Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>89,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>16,636,903</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Consumer cyclicals (5.0%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Academy, Ltd./Academy Finance Corp. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 9 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>25,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,188</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Affinion Group Holdings, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 5/8s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Affinion Group, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>407,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>321,530</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Affinion Group, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/2s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>218,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>AMC Entertainment, Inc. company guaranty sr. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>173,063</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>American Casino &amp; Entertainment Properties LLC sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 11s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>226,688</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ashtead Capital, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>87,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Autonation, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>255,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>290,063</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Autonation, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>59,675</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Beazer Homes USA, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>64,950</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Beazer Homes USA, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>229,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>233,580</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Bon-Ton Department Stores, Inc. (The) company guaranty notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 5/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,324</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Brookfield Residential Properties, Inc. 144A company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. notes 6 1/2s, 2020 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>235,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Building Materials Corp. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Building Materials Corp. 144A sr. notes 6 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>196,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Burlington Coat Factory Warehouse Corp. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 10s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Burlington Holdings, LLC/Burlington Holding Finance, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. notes 9s, 2018 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Caesars Entertainment Operating Co., Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>177,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>29</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_31"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Caesars Entertainment Operating Co., Inc. sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$154,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$163,818</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Caesars Entertainment Operating Co., Inc. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 9s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>503,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cedar Fair LP/Canada&#8217;s Wonderland Co./Magnum Management</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Corp. company guaranty sr. unsec. notes 9 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>78,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cedar Fair LP/Canada&#8217;s Wonderland Co./Magnum Management</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Corp. 144A company guaranty sr. unsec. notes 5 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>99,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cenveo Corp. company guaranty sr. notes 8 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Choice Hotels International, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 5 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>83,156</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chrysler Group, LLC/CG Co-Issuer, Inc. company guaranty notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>305,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>340,456</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cinemark USA, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>44,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CityCenter Holdings LLC/CityCenter Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty notes 10 3/4s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>319,905</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>353,495</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>126,056</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>262,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>251,848</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Worldwide Holdings, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>211,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,231</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Worldwide Holdings, Inc. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 6 1/2s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>142,425</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Cumulus Media Holdings, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 7 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>266,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>273,315</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FelCor Lodging LP company guaranty sr. notes 6 3/4s, 2019&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>300,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FelCor Lodging LP 144A sr. notes 5 5/8s, 2023&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,938</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ford Motor Credit Co., LLC sr. unsec. notes 5s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>424,042</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ford Motor Credit Co., LLC sr. unsec. unsub. notes 5 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>410,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>468,654</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Gray Television, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>133,438</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Great Canadian Gaming Corp. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 6 5/8s, 2022 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>260,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>267,115</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Grupo Televisa, S.A.B sr. unsec. notes 6s, 2018 (Mexico)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$226,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>263,231</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hanesbrands, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>190,531</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Igloo Holdings Corp. 144A sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>103,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Interactive Data Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>208,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>236,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Isle of Capri Casinos, Inc. company guaranty sr. unsec. sub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>141,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Isle of Capri Casinos, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>356,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>387,150</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Isle of Capri Casinos, Inc. 144A sr. unsec. notes 5 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2016 (Denmark)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>271,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>357,803</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Jarden Corp. company guaranty sr. unsec. sub. notes Ser. 1,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>67,793</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>30</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_32"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Jeld-Wen Escrow Corp. 144A sr. notes 12 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$310,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$364,249</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Jo-Ann Stores Holdings, Inc. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>9 3/4s, 2019 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>78,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>K Hovnanian Enterprises, Inc. 144A company guaranty notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>9 1/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,813</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>K Hovnanian Enterprises, Inc. 144A sr. notes 7 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lamar Media Corp. company guaranty sr. notes 9 3/4s, 2014</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>107,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lamar Media Corp. company guaranty sr. sub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 7/8s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>59,538</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lear Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4 3/4s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lender Processing Services, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 5 3/4s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>208,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lennar Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Limited Brands, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>300,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>339,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Limited Brands, Inc. sr. notes 5 5/8s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Macy&#8217;s Retail Holdings, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 5.9s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>83,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>96,387</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Mashantucket Western Pequot Tribe 144A bonds Ser. A, 8 1/2s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2015 (In default) &#8224;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>340,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Masonite International Corp., 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2021 (Canada)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>123,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,530</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MGM Resorts International company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 5/8s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>335,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>371,850</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MGM Resorts International company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,688</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MGM Resorts International company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>122,788</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MGM Resorts International company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>42,050</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MGM Resorts International 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MTR Gaming Group, Inc. company guaranty notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>11 1/2s, 2019 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>525,213</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>544,907</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Navistar International Corp. sr. notes 8 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>280,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>284,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" 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 width="15%" noWrap align=right><FONT size=1 face=sans-serif>290,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>303,050</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>New Academy Finance Co., LLC/New Academy Finance Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>144A sr. unsec. notes 8s, 2018 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>41,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nexstar Broadcasting, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>89,675</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nielsen Finance, LLC/Nielsen Finance Co. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>27,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>29,970</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nielsen Finance, LLC/Nielsen Finance Co. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>94,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>93,883</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nortek, Inc. company guaranty sr. unsec. notes 10s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>290,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>324,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nortek, Inc. company guaranty sr. unsec. notes 8 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>113,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,430</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Owens Corning company guaranty sr. unsec. notes 9s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>92,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>117,760</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" 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 width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>31</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_33"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Penske Automotive Group, Inc. 144A company guaranty sr. sub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$166,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PETCO Animal Supplies, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Petco Holdings, Inc. 144A sr. unsec. notes 8 1/2s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>72,363</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Pinnacle Entertainment, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 5/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>58,369</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Realogy Corp. 144A company guaranty sr. notes 7 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>54,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A sr. notes 9 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>59,950</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>RSI Home Products, Inc. 144A company guaranty notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>137,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sabre Holdings Corp. sr. unsec. unsub. notes 8.35s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>152,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>167,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sabre, Inc. 144A sr. notes 8 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>324,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>351,540</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Schaeffler Finance BV 144A company guaranty sr. notes 8 3/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2019 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>450,026</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sealy Mattress Co. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 7/8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$76,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,371</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sinclair Television Group, Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>69,475</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sinclair Television Group, Inc. 144A sr. notes 6 1/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>73,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sirius XM Radio, Inc. 144A sr. unsec. notes 5 1/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Six Flags Entertainment Corp. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes 5 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Spectrum Brands Escrow Corp. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 5/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,875</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Spectrum Brands Escrow Corp. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Spectrum Brands, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,663</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Tempur-Pedic International, Inc. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes 6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Toys R Us Property Co., LLC company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 3/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>206,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>221,708</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 7/8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>107,950</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>116,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>116,580</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC 144A sr. notes Ser. B, 6.308s, 2016 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>49,592</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>45,625</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC/Travelport, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,476</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>TRW Automotive, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>404,687</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>TRW Automotive, Inc. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Univision Communications, Inc. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 8 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>99,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>106,920</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Univision Communications, Inc. 144A sr. notes 6 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>214,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>356,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>392,935</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>32</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_34"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>YCC Holdings, LLC/Yankee Finance, Inc. sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/4s, 2016 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$139,219</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Yonkers Racing Corp. 144A sr. notes 11 3/8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>375,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>18,570,594</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Consumer staples (2.0%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Anheuser-Busch InBev Worldwide, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 9 3/4s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,400,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>748,887</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Avis Budget Car Rental, LLC/Avis Budget Finance, Inc.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. unsub. notes 8 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,438</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Avis Budget Car Rental, LLC/Avis Budget Finance, Inc. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. unsub. notes 5 1/2s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,813</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Burger King Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>184,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>211,369</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CKE, Inc. 144A sr. unsec. notes 10 1/2s, 2016 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,981</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,980</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Claire&#8217;s Stores, Inc. company guaranty sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>124,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,820</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Claire&#8217;s Stores, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Claire&#8217;s Stores, Inc. 144A sr. notes 9s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>300,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>338,999</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Constellation Brands, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/4s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,985</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Constellation Brands, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>98,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Corrections Corp. of America 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 5/8s, 2023&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,188</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Corrections Corp. of America 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 1/8s, 2020&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Dean Foods Co. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,685</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>DineEquity, Inc. company guaranty sr. unsec. notes 9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>131,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Dole Food Co., Inc. 144A sr. notes 8s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>87,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,480</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Elizabeth Arden, Inc. sr. unsec. unsub. notes 7 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>183,356</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Enterprise Inns PLC sr. unsub. mtge. notes 6 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>(United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>152,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>228,280</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ESAL GmbH 144A company guaranty sr. unsec. notes 6 1/4s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2023 (Austria)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>199,970</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hawk Acquisition Sub, Inc. 144A sr. notes 4 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,280</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HDTFS, Inc. company guaranty sr. unsec. notes 6 1/4s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,550</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hertz Corp. (The) company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>71,744</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hertz Corp. (The) company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>79,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hertz Holdings Netherlands BV 144A sr. bonds 8 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2015 (Netherlands)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>156,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>211,139</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>JBS USA, LLC/JBS USA Finance, Inc. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$67,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>73,198</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>JBS USA, LLC/JBS USA Finance, Inc. 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>350,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>367,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Landry&#8217;s Holdings II, Inc. 144A sr. unsec. notes 10 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,988</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Libbey Glass, Inc. company guaranty sr. notes 6 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>199,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>214,423</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Post Holdings, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>98,438</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>33</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_35"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Prestige Brands, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$215,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$234,350</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Revlon Consumer Products Corp. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 5 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. notes 7 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>315,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>324,056</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>321,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>336,649</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>235,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>265,256</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rite Aid Corp. company guaranty sr. unsub. notes 8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,150</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Smithfield Foods, Inc. sr. unsec. unsub. notes 6 5/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>158,413</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Spectrum Brands Holdings, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>436,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>United Rentals North America, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 5/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>144,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,560</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>United Rentals North America, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>421,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>479,940</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>United Rentals North America, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 6 1/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>42,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Wells Enterprises, Inc. 144A sr. notes 6 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>72,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,960</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Wok Acquisition Corp. 144A sr. unsec. notes 10 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>27,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,890</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>7,299,697</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Energy (6.6%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Access Midstream Partners, LP/ACMP Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 4 7/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>224,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,640</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Access Midstream Partners, LP/ACMP Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 5 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>143,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Access Midstream Partners, LP/ACMP Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 6 1/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,513</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Alpha Natural Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>117,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Alpha Natural Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,120</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Anadarko Petroleum Corp. sr. notes 5.95s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>283,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>48,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>43,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Arch Coal, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>166,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,815</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Atlas Pipeline Partners LP/Atlas Pipeline Finance Corp. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 6 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,550</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Atwood Oceanics, Inc. sr. unsec. unsub. notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>54,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Aurora USA Oil &amp; Gas Inc., 144A sr. notes 9 7/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,113</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Carrizo Oil &amp; Gas, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 5/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>296,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>324,120</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chaparral Energy, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>161,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chesapeake Energy Corp. company guaranty sr. unsec. bonds</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,577</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chesapeake Energy Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$440,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>497,199</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chesapeake Energy Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 3/4s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,688</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>34</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_36"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Concho Resources, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$245,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Concho Resources, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 1/2s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,063</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Concho Resources, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 1/2s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>91,520</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Connacher Oil and Gas, Ltd. 144A notes 8 3/4s, 2018 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>141,753</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Connacher Oil and Gas, Ltd. 144A notes 8 1/2s, 2019 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>59,175</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CONSOL Energy, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>138,438</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CONSOL Energy, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>710,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>766,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Continental Resources, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>345,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>366,563</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crosstex Energy LP/Crosstex Energy Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 8 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>365,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>395,113</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Crosstex Energy LP/Crosstex Energy Finance Corp. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. notes 7 1/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Denbury Resources, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>132,455</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Denbury Resources, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>33,829</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>EXCO Resources, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>378,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>360,045</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ferrellgas LP/Ferrellgas Finance Corp. sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>98,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>101,185</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Forbes Energy Services Ltd. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>FTS International Services, LLC/FTS International Bonds, Inc.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. unsec. unsub. notes 8 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>131,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>137,223</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Gazprom OAO Via Gaz Capital SA 144A sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/4s, 2019 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,055,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,652,203</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Gazprom OAO Via Gaz Capital SA 144A sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8.146s, 2018 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>176,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>212,853</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Gazprom Via OAO White Nights Finance BV notes 10 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2014 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>230,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>248,959</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Goodrich Petroleum Corp. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>195,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>201,825</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Gulfport Energy Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>327,050</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Halcon Resources Corp. 144A sr. unsec. notes 8 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>379,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>408,373</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hercules Offshore, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 1/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hiland Partners LP/Hiland Partners Finance Corp. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. notes 7 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>92,863</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Key Energy Services, Inc. company guaranty unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>121,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>126,143</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Kodiak Oil &amp; Gas Corp. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,150</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Laredo Petroleum, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 3/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>71,175</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>35</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_37"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Laredo Petroleum, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$188,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$212,440</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Lone Pine Resources Canada, Ltd. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 10 3/8s, 2017 (Canada)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>71,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MEG Energy Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2021 (Canada)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>242,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>257,730</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>MEG Energy Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 3/8s, 2023 (Canada)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>108,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>112,320</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Milagro Oil &amp; Gas, Inc. company guaranty notes 10 1/2s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>175,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>National JSC Naftogaz of Ukraine govt. guaranty unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2014 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>275,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>282,156</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Northern Oil and Gas, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>166,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Oasis Petroleum, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Offshore Group Investment, Ltd. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2019 (Cayman Islands)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>212,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Offshore Group Investment, Ltd. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/8s, 2023 (Cayman Islands)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>153,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Peabody Energy Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 3/8s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>234,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>266,760</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Peabody Energy Corp. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,235</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Pertamina Persero PT 144A sr. unsec. notes 4 7/8s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Indonesia)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>925,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>962,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>PetroBakken Energy, Ltd. 144A sr. unsec. notes 8 5/8s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2020 (Canada)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>317,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>323,340</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petrobras International Finance Co. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 7/8s, 2019 (Brazil)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>440,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>535,326</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petrobras International Finance Co. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 3/8s, 2021 (Brazil)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>625,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>674,371</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petrohawk Energy Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>10 1/2s, 2014</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,456</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8s, 2013 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>501,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 1/4s, 2017 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,500,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,290,435</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA sr. unsec. notes 4.9s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2014 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>620,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>597,072</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA sr. unsec. sub. bonds 5s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2015 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,120,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,035,586</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 1/2s, 2017 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>945,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>919,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 12 3/4s, 2022 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>190,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>214,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos de Venezuela SA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2013 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,675</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Petroleos Mexicanos company guaranty unsec. unsub. notes 8s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2019 (Mexico)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,855,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,374,399</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Plains Exploration &amp; Production Co. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 6 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>154,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>36</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_38"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Range Resources Corp. company guaranty sr. sub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$165,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Range Resources Corp. company guaranty sr. unsec. sub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 5s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>76,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Rosetta Resources, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>124,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,710</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Sabine Pass LNG LP 144A sr. notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>78,938</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Samson Investment Co. 144A sr. unsec. notes 9 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>415,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>440,938</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>SandRidge Energy, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>124,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,960</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Shelf Drilling Holdings Ltd. 144A sr. notes 8 5/8s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>174,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>SM Energy Co. sr. unsec. notes 6 5/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>91,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>SM Energy Co. sr. unsec. unsub. notes 6 1/2s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Suburban Propane Partners LP/Suburban Energy Finance Corp.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. notes 7 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>143,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Unit Corp. company guaranty sr. sub. notes 6 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>178,075</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>WPX Energy, Inc. sr. unsec. unsub. notes 5 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>480,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>502,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>24,522,327</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Financials (3.3%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>ACE Cash Express, Inc. 144A sr. notes 11s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>119,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,108</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Air Lease Corp. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>92,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Air Lease Corp. sr. unsec. notes 6 1/8s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>178,613</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. notes 6 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>156,562</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 8.3s, 2015</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>72,150</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>565,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>689,300</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Banco do Brasil SA 144A unsec. sub. notes 5 7/8s, 2023 (Brazil)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>161,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Banco do Brasil SA 144A unsec. sub. notes 5 7/8s, 2022 (Brazil)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>790,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>844,919</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Boparan Holdings, Ltd. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>unsub. notes 9 7/8s, 2018 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>253,627</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CB Richard Ellis Services, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,760</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CBRE Services, Inc. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 5s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,923</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. unsec. notes 5s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>395,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>421,776</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. sr. unsec. unsub. notes 5 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>148,163</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. 144A company guaranty notes 6 5/8s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>205,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>233,700</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>CIT Group, Inc. 144A company guaranty notes 5 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>181,088</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Community Choice Financial, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>10 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>161,075</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>E*Trade Financial Corp. sr. unsec. unsub. notes 6 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>344,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>363,780</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Hub International Ltd. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>68,088</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Icahn Enterprises LP/Icahn Enterprises Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 8s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>411,949</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>International Lease Finance Corp. sr. unsec. notes 6 1/4s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>International Lease Finance Corp. sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 7/8s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>215,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>37</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_39"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>International Lease Finance Corp. sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 7/8s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$76,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$79,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>International Lease Finance Corp. sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>69,913</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>International Lease Finance Corp. sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>3 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>179,550</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>iStar Financial, Inc. sr. unsec. notes 7 1/8s, 2018&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MPT Operating Partnership LP/MPT Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 6 7/8s, 2021&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>81,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>MPT Operating Partnership LP/MPT Finance Corp. company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. unsub. notes 6 3/8s, 2022&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>117,975</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>National Money Mart Co. company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10 3/8s, 2016 (Canada)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,688</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Nationstar Mortgage, LLC/Nationstar Capital Corp. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. notes 7 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Nationstar Mortgage, LLC/Nationstar Capital Corp. 144A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>company guaranty sr. unsec. unsub. notes 6 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>213,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>222,053</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Nuveen Investments, Inc. 144A sr. unsec. notes 9 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>180,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>188,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Nuveen Investments, Inc. 144A sr. unsec. notes 9 1/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>190,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>196,175</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Onex USI Acquisition Corp. 144A sr. unsec. notes 7 3/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>214,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>212,930</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PHH Corp. sr. unsec. unsub. notes 9 1/4s, 2016</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>116,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>PHH Corp. sr. unsec. unsub. notes 7 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>146,738</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Russian Agricultural Bank OJSC Via RSHB Capital SA 144A sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 5.298s, 2017 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,750,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,911,423</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sberbank of Russia Via SB Capital SA 144A sr. notes 6 1/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>363,165</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sberbank of Russia Via SB Capital SA 144A sr. notes 4.95s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>500,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>532,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2015 (India)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>163,251</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukreximbank Via Biz Finance PLC sr. unsec. unsub. bonds</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 3/8s, 2015 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>203,588</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2018 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>979,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,079,348</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>VTB Bank OJSC Via VTB Capital SA 144A sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/4s, 2035 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>113,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>122,031</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>12,250,434</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Health care (2.0%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Acadia Healthcare Co., Inc. 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 1/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>103,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>AmSurg Corp. 144A company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>5 5/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>134,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>141,035</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Aviv Healthcare Properties LP company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>139,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,425</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Biomet, Inc. 144A sr. unsec. notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>233,475</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Capella Healthcare, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>173,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Capsugel FinanceCo SCA 144A company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>316,891</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CDRT Holding Corp. 144A sr. unsec. notes 9 1/4s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$205,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>212,175</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>38</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_40"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CHS/Community Health Systems, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$167,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CHS/Community Health Systems, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes 8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ConvaTec Healthcare E SA 144A sr. notes 7 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,697</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>ConvaTec Healthcare E SA 144A sr. unsec. notes 10 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$428,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>477,219</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Emergency Medical Services Corp. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>220,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>241,450</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Endo Health Solutions, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 7s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>138,938</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Fresenius Medical Care US Finance II, Inc. 144A company</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 5 5/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>181,088</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HCA, Inc. sr. notes 6 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>675,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>761,063</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>HCA, Inc. sr. unsec. notes 7 1/2s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>63,319</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Health Net, Inc. sr. unsec. bonds 6 3/8s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>325,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>347,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hologic, Inc. company guaranty sr. unsec. unsub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>53,188</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>IASIS Healthcare, LLC/IASIS Capital Corp. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 8 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>206,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>216,558</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>IMS Health, Inc. 144A sr. unsec. notes 6s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>91,740</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Jaguar Holding Co. I 144A sr. unsec. notes 9 3/8s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>91,269</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Jaguar Holding Co.II/Jaguar Merger Sub, Inc. 144A sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 9 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>166,388</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Kinetic Concepts, Inc./KCI USA, Inc. company guaranty notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>168,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>182,280</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Kinetic Concepts, Inc./KCI USA, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 12 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>126,560</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Multiplan, Inc. 144A company guaranty sr. notes 9 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>205,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>227,805</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Omega Healthcare Investors, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 3/4s, 2022&nbsp;</FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>85,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>93,713</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Priory Group No. 3 PLC 144A company guaranty sr. notes 7s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (United Kingdom)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>341,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>534,226</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Rottapharm Ltd. 144A sr. unsec. notes 6 1/8s, 2019 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>154,737</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Service Corporation International sr. notes 7s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>86,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sky Growth Acquisition Corp. 144A company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>207,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>218,903</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Stewart Enterprises, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>185,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>197,488</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Surgical Care Affiliates, Inc. 144A sr. sub. notes 10s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>322,788</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Surgical Care Affiliates, Inc. 144A sr. unsec. notes 8 7/8s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,841</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>122,352</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Teleflex, Inc. company guaranty sr. unsec. sub. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>173,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. company guaranty sr. notes 6 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>222,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>198,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>222,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Tenet Healthcare Corp. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>4 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>49,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. notes 7s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,325</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>39</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_41"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. notes 6 7/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$80,578</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Valeant Pharmaceuticals International 144A sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>6 3/4s, 2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,213</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>VPI Escrow Corp. 144A sr. unsec. notes 6 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>31,650</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>7,663,686</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Technology (1.0%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Avaya, Inc. 144A company guaranty notes 10 1/2s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>107,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>101,918</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Avaya, Inc. 144A company guaranty sr. notes 7s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>241,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>235,578</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>12 1/4s, 2015 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>129,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>133,354</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. sr. unsec. notes 11 1/4s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>283,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>292,198</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ceridian Corp. 144A sr. notes 8 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>64,075</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>CyrusOne LP/CyrusOne Finance Corp. 144A company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. unsub. notes 6 3/8s, 2022</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>47,138</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Epicor Software Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>8 5/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>80,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>86,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Fidelity National Information Services, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. notes 7 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,153</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>12 5/8s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>412,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>446,504</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. 144A company guaranty notes 8 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>231,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>240,240</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>83,813</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. 144A company guaranty sr. notes 7 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,694</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>First Data Corp. 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>11 1/4s, 2021</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>140,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Freescale Semiconductor, Inc. company guaranty sr. unsec.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>43,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>48,805</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Freescale Semiconductor, Inc. 144A company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>10 1/8s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>368,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>407,560</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Infor US, Inc. company guaranty sr. unsec. notes 9 3/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,356</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Iron Mountain, Inc. company guaranty sr. unsec. sub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 8s, 2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>470,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>493,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>SunGard Data Systems, Inc. 144A company guaranty sr. sub.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 6 5/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>118,738</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>161,479</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Syniverse Holdings, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/8s, 2019</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>188,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>206,330</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Techem Energy Metering Service GmbH 144A sr. sub. bonds</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2020 (Germany)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>273,357</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>3,880,790</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Transportation (0.4%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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 width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>528,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>595,132</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Air Medical Group Holdings, Inc. company guaranty sr. notes</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>9 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$178,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>196,468</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Swift Services Holdings, Inc. company guaranty sr.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>notes 10s, 2018</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>440,825</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Watco Cos LLC/Watco Finance Corp. 144A company guaranty</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>sr. unsec. notes 6 3/8s, 2023</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>70,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>72,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Western Express, Inc. 144A sr. notes 12 1/2s, 2015</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>42,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,660</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>1,335,098</FONT></B>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>40</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_42"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>CORPORATE BONDS AND NOTES (31.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Utilities and power (1.7%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>AES Corp. (VA) sr. unsec. unsub. notes 8s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$475,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$558,719</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>AES Corp. (VA) sr. unsec. unsub. notes 7 3/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>156,600</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Calpine Corp. 144A company guaranty sr. notes 7 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>164,459</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Calpine Corp. 144A sr. notes 7 1/4s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>383,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>405,980</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Dynegy Holdings Escrow, LLC escrow bonds 7 3/4s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>401,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>501</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>El Paso Natural Gas Co. debs. 8 5/8s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>247,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>339,529</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Energy Future Intermediate Holding Co., LLC/EFIH Finance, Inc.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>sr. notes 10s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>296,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>335,590</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Energy Future Intermediate Holding Co., LLC/EFIH Finance, Inc.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>144A notes 11 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>95,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Energy Future Intermediate Holding Co., LLC/EFIH Finance, Inc.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>144A sr. notes 10s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>595,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>669,374</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Energy Transfer Equity LP company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>300,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>345,750</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>EP Energy, LLC/Everest Acquisition Finance, Inc. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. notes 6 7/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>EP Energy, LLC/Everest Acquisition Finance, Inc. company</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>guaranty sr. unsec. notes 7 3/4s, 2022</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>50,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,250</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>EP Energy/EP Energy Finance, Inc. sr. unsec. notes 9 3/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>295,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>340,725</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>EPE Holdings, LLC/EP Energy Bond Co., Inc. 144A sr. unsec.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 8 1/8s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>105,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>109,200</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FirstEnergy Corp. sr. unsec. unsub. notes 4 1/4s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,740</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GenOn Energy, Inc. sr. unsec. notes 9 7/8s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>278,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>318,310</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>GenOn Energy, Inc. sr. unsec. notes 9 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>45,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>52,988</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ipalco Enterprises, Inc. 144A sr. notes 7 1/4s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>115,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>129,088</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Majapahit Holding BV 144A company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 3/4s, 2020 (Indonesia)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>785,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>964,717</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>NGPL PipeCo, LLC 144A sr. notes 9 5/8s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>84,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>NRG Energy, Inc. company guaranty sr. unsec. notes</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 7/8s, 2021</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>595,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>661,938</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>NV Energy, Inc. sr. unsec. notes 6 1/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>132,853</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Regency Energy Partners company guaranty sr. unsec. unsub.</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>notes 5 1/2s, 2023</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Texas Competitive/Texas Competitive Electric Holdings Co., LLC</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>144A company guaranty sr. notes 11 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>90,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>67,275</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>6,278,361</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>

   <TD width="15%" noWrap align=left></TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Total corporate bonds and notes (cost $109,788,788)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$115,350,677</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>U.S. GOVERNMENT AND AGENCY</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE OBLIGATIONS (29.7%)*</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>U.S. Government Guaranteed Mortgage Obligations (5.5%)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association Pass-Through Certificates</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>6 1/2s, November 20, 2038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$595,012</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$675,036</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, May 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,331,250</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, April 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,353,125</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, April 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,135,234</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>20,494,645</FONT></B>&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="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>41</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_43"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="59%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>U.S. GOVERNMENT AND AGENCY</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>MORTGAGE OBLIGATIONS (29.7%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>U.S. Government Agency Mortgage Obligations (24.2%)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Federal Home Loan Mortgage Corporation Pass-Through Certificates</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, April 1, 2043</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$7,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$7,186,484</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association Pass-Through Certificates</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, May 1, 2043</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>29,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>29,825,821</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>3s, TBA, April 1, 2043</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>51,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>52,589,767</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>89,602,072</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="84%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="84%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Total U.S. government and agency mortgage obligations (cost $109,887,479)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$110,096,717</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>FOREIGN GOVERNMENT AND AGENCY</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>BONDS AND NOTES (7.6%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=4 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 width="59%" noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. bonds 7s, 2017 (Argentina)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,520,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,219,800</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. bonds Ser. VII, 7s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2013 (Argentina)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>197,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>195,227</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. bonds FRB 0.448s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2013 (Argentina)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,431,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>176,013</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Argentina (Republic of) sr. unsec. unsub. bonds 7s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2015 (Argentina)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,501,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,634,592</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Brazil (Federal Republic of) unsec. notes 10s, 2017 (Brazil)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>776,558</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Brazil (Federal Republic of) unsub. notes 10s, 2014 (Brazil)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>990</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>508,392</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Chile (Republic of) notes 5 1/2s, 2020 (Chile)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>CLP</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>170,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>389,515</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Croatia (Republic of) 144A sr. unsec. unsub. notes 6 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2021 (Croatia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$265,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>285,008</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Croatia (Republic of) 144A unsec. notes 6 1/4s, 2017 (Croatia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>225,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>241,031</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Export-Import Bank of Korea 144A sr. unsec. unsub. notes 5.1s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2013 (India)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>INR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>22,600,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>403,070</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ghana (Republic of) 144A unsec. notes 8 1/2s, 2017 (Ghana)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$690,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>791,064</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Hungary (Government of) sr. unsec. unsub. notes 4 1/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Hungary)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>390,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>370,582</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>International Bank for Reconstruction &amp; Development sr. disc.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>unsec. unsub. notes Ser. GDIF, 5 1/4s, 2014 (Supra-Nation)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>RUB</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,750,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>309,027</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ireland (Republic of) unsec. bonds 5 1/2s, 2017 (Ireland)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,523,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,164,058</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Portugal (Republic of) sr. unsec. unsub. bonds 4.35s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Portugal)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$443,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>550,211</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Russia (Federation of) 144A sr. unsec. unsub. bonds 7 1/2s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2030 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,891,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,335,385</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Russia (Federation of) 144A unsec. notes 3 1/4s, 2017 (Russia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,600,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,729,974</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Serbia (Republic of) 144A sr. unsec. bonds 4 7/8s, 2020 (Serbia)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>197,601</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Spain (Kingdom of) sr. unsec. bonds 5 1/2s, 2017 (Spain)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>443,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>609,280</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Sri Lanka (Republic of) 144A notes 7.4s, 2015 (Sri Lanka)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$200,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>213,374</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Turkey (Republic of) sr. unsec. notes 7 1/2s, 2017 (Turkey)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,205,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,439,974</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) Financing of Infrastructural</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Projects State Enterprise 144A govt. guaranty notes 8 3/8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2017 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>175,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>177,406</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A bonds 7 3/4s, 2020 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>385,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>400,015</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A notes 9 1/4s, 2017 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,340,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,443,084</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A sr. unsec. bonds 7.95s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2014 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>300,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>306,730</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A sr. unsec. notes 7.8s,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>2022 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>250,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>254,375</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>42</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_44"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>FOREIGN GOVERNMENT AND AGENCY</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>BONDS AND NOTES (7.6%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

&nbsp;</FONT></TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine (Government of) 144A sr. unsec. unsub. notes 7.65s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2013 (Ukraine)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,715,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,723,404</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) unsec. notes 10 3/4s, 2013 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,985,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,017,673</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Venezuela (Republic of) 144A unsec. bonds 13 5/8s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>2018 (Venezuela)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,285,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,484,136</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="84%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Total foreign government and agency bonds and notes (cost $27,589,839)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$28,346,559</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>SENIOR LOANS (1.4%)*</FONT></B><B><SUP><FONT size=1 face=sans-serif>c</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" 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 width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ardent Medical Services, Inc. bank term loan FRN 6 3/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$139,650</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$141,745</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Burlington Coat Factory Warehouse Corp. bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. B1, 5 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>24,089</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>24,364</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Caesars Entertainment Operating Co., Inc. bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. B6, 5.454s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>896,966</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>830,365</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Charter Communications Operating, LLC bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. C, 3.47s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>145,618</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>146,083</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Chesapeake Energy Corp. bank term loan FRN Ser. B,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 3/4s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>230,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>236,859</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Clear Channel Communications, Inc. bank term loan FRN Ser. B,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>3.854s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>429,181</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>379,960</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Emergency Medical Services Corp. bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Ser. B, 4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>149,459</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,953</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Frac Tech International, LLC bank term loan FRN Ser. B,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>8 1/2s, 2016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>194,909</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>184,757</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Golden Nugget, Inc. bank term loan FRN Ser. B, 3.21s, 2014 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>101,325</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>97,829</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Golden Nugget, Inc. bank term loan FRN Ser. DD, 3.21s, 2014 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>57,675</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,685</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>H.J. Heinz Co. bank term loan FRN Ser. B2, 3 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>150,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>151,275</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Intelsat SA bank term loan FRN 3.205s, 2014 (Luxembourg)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>460,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>459,569</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>iStar Financial, Inc. bank term loan FRN 4 1/2s, 2017 </FONT><B><SUP><FONT size=1 face=sans-serif>R</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>119,530</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>120,426</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Motor City Casino bank term loan FRN 6s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>228,339</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>230,051</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Navistar, Inc. bank term loan FRN Ser. B, 7s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,813</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,494</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Neiman Marcus Group, Inc. (The) bank term loan FRN 4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>161,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Nexeo Solutions, LLC bank term loan FRN Ser. B, 5s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,200</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,421</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Plains Exploration &amp; Production Co. bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Class B, 4s, 2019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>165,059</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Quintiles Transnational Holdings, Inc. bank term loan FRN</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>7 1/2s, 2017 &#8225;&#8225;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,350</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Servicemaster Co. bank term loan FRN 4.46s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>66,932</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>67,497</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Springleaf Financial Funding Co. bank term loan FRN Ser. B,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>5 1/2s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,703</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>SRAM Corp. bank term loan FRN 8 1/2s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>60,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Texas Competitive Electric Holdings Co., LLC bank term loan</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>FRN 4.733s, 2017</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>640,516</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>454,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Thomson Learning bank term loan FRN Ser. B, 2.71s, 2014</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>124,551</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>95,671</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC bank term loan FRN Ser. B, 5.056s, 2015</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>114,066</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>113,425</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Travelport, LLC bank term loan FRN Ser. S, 5.061s, 2015</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>35,934</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>35,732</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Tronox, Ltd. bank term loan FRN Ser. B, 4 1/2s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>135,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>136,639</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>Univision Communications, Inc. bank term loan FRN Ser. C1,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>4 3/4s, 2020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>97,824</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>98,362</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>West Corp. bank term loan FRN Ser. B8, 4 1/4s, 2018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>54,913</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,737</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Total senior loans (cost $5,133,091)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$5,005,436</FONT></B>&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="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>43</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_45"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="49%"></TD>

   <TD width="10%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>PURCHASED SWAP OPTIONS OUTSTANDING (0.5%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed right % to receive or (pay)/</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Floating rate index/Maturity date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>date/strike</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

&nbsp;</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>(1.53)/3 month USD-LIBOR-BBA/Jan-18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.53</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$71,221,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$689,419</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>(1.5725)/3 month USD-LIBOR-BBA/Jan-18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.5725</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>71,221,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>647,400</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>(1.555)/3 month USD-LIBOR-BBA/Jan-18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.555</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>71,221,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>655,945</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Total purchased swap options outstanding (cost $2,080,793)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$1,992,764</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>CONVERTIBLE PREFERRED STOCKS (0.2%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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 width="49%" noWrap align=left><FONT size=1 face=sans-serif>ArcelorMittal Ser. MTUS, $1.50 cv. pfd. (France) &#8224;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$147,097</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>General Motors Co. Ser. B, $2.375 cv. pfd.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,156</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>351,728</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>United Technologies Corp. $3.75 cv. pfd.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,100</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>125,685</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Total convertible preferred stocks (cost $663,052)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$624,510</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>PREFERRED STOCKS (0.1%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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 width="49%" noWrap align=left><FONT size=1 face=sans-serif>Ally Financial, Inc. 144A 7.00% cum. pfd.</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>353</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$349,095</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>M/I Homes, Inc. $2.438 pfd. &#8224;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,100</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>102,910</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Total preferred stocks (cost $302,913)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$452,005</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>CONVERTIBLE BONDS AND NOTES (0.1%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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 width="59%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>iStar Financial, Inc. cv. sr. unsec. unsub. notes 3s, 2016&nbsp;</FONT><B><FONT size=1 face=sans-serif><SUP>R</SUP></FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$100,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$117,563</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>Navistar International Corp. cv. sr. unsec. sub. notes 3s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>111,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>113,289</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>Steel Dynamics, Inc. cv. sr. notes 5 1/8s, 2014</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>155,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>173,988</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Total convertible bonds and notes (cost $369,021)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$404,840</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>COMMON STOCKS (0.1%)*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Shares</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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 width="49%" noWrap align=left><FONT size=1 face=sans-serif>Tribune Co. &#8224;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,337</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$189,708</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>Tribune Co. Class 1C&nbsp;</FONT><B><FONT size=1 face=sans-serif><SUP>F</SUP></FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>291,353</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,622</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>Trump Entertainment Resorts, Inc. &#8224;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>94</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>376</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Total common stocks (cost $162,984)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$192,706</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>WARRANTS (&#8212;%)*&#8224;</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Strike</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>price</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Warrants</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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><FONT size=1 face=sans-serif></FONT><FONT size=1 face=sans-serif></FONT></TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>Charter Communications, Inc. Class A</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>11/30/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$46.86</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,175</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>Total warrants (cost $60)</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$1,175</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><B><FONT size=1 face=sans-serif>SHORT-TERM INVESTMENTS (15.1%)*</FONT></B>&nbsp;</TD>

   <TD width="35%" colSpan=3 noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount/shares</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=5 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 width="49%" noWrap align=left><FONT size=1 face=sans-serif>Putnam Short Term Investment Fund 0.08%&nbsp;</FONT><B><FONT size=1 face=sans-serif><SUP>L</SUP></FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>45,810,219</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$45,810,219</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>SSgA Prime Money Market Fund 0.02%&nbsp;</FONT><B><FONT size=1 face=sans-serif><SUP>P</SUP></FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,010,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,010,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills with an effective yield of 0.13%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>March 6, 2014 # &#8710;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$572,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>571,276</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills with effective yields ranging from 0.14%</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>to 0.15%, February 6, 2014 #</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,662,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,659,832</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" colSpan=2 noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills with an effective yield of 0.13%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="49%" noWrap align=left><FONT size=1 face=sans-serif>January 9, 2014 # &#8710;</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>842,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>841,136</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>44</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_46"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>SHORT-TERM INVESTMENTS (15.1%)* </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal amount/shares</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=3 noWrap align=left><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

&nbsp;</FONT></TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills with an effective yield of 0.14%,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>December 12, 2013 #</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,211,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$1,209,809</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>U.S. Treasury Bills with effective yields ranging from 0.10%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><FONT size=1 face=sans-serif>to 0.13%, October 17, 2013 # &#8710;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,789,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,786,340</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Total short-term investments (cost $55,888,612)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$55,888,612</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>TOTAL INVESTMENTS</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="69%" noWrap align=left><B><FONT size=1 face=sans-serif>Total investments (cost $469,338,228)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$484,581,496</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>Key to holding&#8217;s currency abbreviations</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&nbsp;</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 width="5%" noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>BRL</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>CLP</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>CZK</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>INR</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>PLN</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>RUB</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>Key to holding&#8217;s abbreviations</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&nbsp;</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 width="5%" noWrap align=left><FONT size=1 face=sans-serif>EMTN</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Euro Medium Term Notes</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>FRB</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Floating Rate Bonds: the rate shown is the current interest rate at the close of the reporting period</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>FRN</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Floating Rate Notes: the rate shown is the current interest rate at the close of the reporting period</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>IFB</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Inverse Floating Rate Bonds, which are securities that pay interest rates that vary inversely to changes&nbsp;<FONT size=1 face=sans-serif>in the market interest rates. As interest rates rise, inverse floaters produce less current income. The rate</FONT></FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>shown is the current interest rate at the close of the reporting period.</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>IO</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Interest Only</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>JSC</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Joint Stock Company</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>OAO</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Open Joint Stock Company</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>OJSC</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Open Joint Stock Company</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>PO</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>Principal Only</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="5%" noWrap align=left><FONT size=1 face=sans-serif>TBA</FONT>&nbsp;</TD>

   <TD width="94%" noWrap align=left><FONT size=1 face=sans-serif>To Be Announced Commitments</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>Notes to the fund&#8217;s portfolio</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Unless noted otherwise, the notes to the fund&#8217;s portfolio are for the close of the fund&#8217;s reporting period, which ran from October 1, 2012 through March 31, 2013 (the reporting period). Within the following notes to the portfolio, references to &#8220;ASC 820&#8221; represent 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>and references to &#8220;OTC&#8221;, if any, represent over-the-counter.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* Percentages indicated are based on net assets of $370,651,315.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>&#8224; Non-income-producing security.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>&#8225;&#8225; 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># This security, in part or in entirety, was 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>&#8710; </FONT><FONT size=1 face=sans-serif>This security, in part or in entirety, was pledged and segregated with the custodian for collateral on certain derivative contracts at the close of the reporting period.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>45</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_47"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>## Forward commitment, in part or in entirety (Note 1).</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>c </FONT></SUP></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><SUP><FONT size=1 face=sans-serif>F </FONT></SUP></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 ASC 820 based on the securities&#8217; valuation inputs.</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>L </FONT></SUP></B><FONT size=1 face=sans-serif>Affiliated company (Note 6). 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><SUP><FONT size=1 face=sans-serif>P </FONT></SUP></B><FONT size=1 face=sans-serif>Security was pledged, or purchased with cash that was pledged, to the fund for collateral on certain derivatives contracts. The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period (Note 1).</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>R </FONT></SUP></B><FONT size=1 face=sans-serif>Real Estate Investment Trust.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the close of the reporting period, the fund maintained liquid assets totaling $111,590,956 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&#8217;s.</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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="100%"></TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><B><FONT size=1 face=sans-serif>DIVERSIFICATION BY COUNTRY</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>Distribution of investments by country of risk at the close of the reporting period, excluding collateral received, if any (as a percentage of Portfolio Value):</FONT></P>

<P style="MARGIN: 0px"><FONT size=1 face=Arial></FONT>&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="23%"></TD>

   <TD width="23%" align=right></TD>

   <TD width="8%"></TD>

   <TD width="23%"></TD>

   <TD width="23%" align=right></TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>United States</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>85.8%</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Ireland</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.7%</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Russia</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>2.5</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Brazil</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.7</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Venezuela</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>1.7</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Germany</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.6</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Argentina</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>1.3</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Mexico</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Luxembourg</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>1.2</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Canada</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.5</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Ukraine</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>1.0</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>Other</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>2.7</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%">&nbsp;</TD>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="23%" noWrap align=left><FONT size=1 face=sans-serif>United Kingdom</FONT>&nbsp;</TD>

   <TD width="23%" noWrap align=right><FONT size=1 face=sans-serif>0.8</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="23%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="23%" noWrap align=right><B><FONT size=1 face=sans-serif>100.0%</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="46%" colSpan=2>

   <HR SIZE=1 noShade>

</TD>

   <TD width="8%"></TD>

   <TD width="46%" colSpan=2>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/13 (aggregate face value $182,108,247) (Unaudited)</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&nbsp;</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 width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Bank of America N.A.</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$927,708</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$925,034</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$(2,674)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>707,934</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>705,092</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,842)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,075,230</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,064,722</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,508</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>927,804</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>932,590</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,786</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,920,525</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,936,356</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,831</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Peruvian New Sol</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,073,016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,086,639</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(13,623)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,630,917</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,644,894</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,977</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>46</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_48"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/13 (aggregate face value $182,108,247) (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 width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$2,190,057</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$2,181,783</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$8,274</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>808,626</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>819,260</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,634)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,679,992</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,677,624</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,368)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,605,011</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,661,273</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>56,262</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,100,443</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,089,024</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,419</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,333,221</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,354,382</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>21,161</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Indonesian Rupiah</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>823,316</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>823,356</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(40)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>931,537</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>993,970</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>62,433</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>658,974</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>659,364</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(390)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>690,794</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>659,894</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,900</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,255,300</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,235,118</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,182</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,255,300</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,226,107</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(29,193)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>886,806</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>896,718</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,912</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>430,418</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>432,302</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,884)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>962,793</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>978,643</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(15,850)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>962,793</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>962,390</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(403)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,394,067</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,406,106</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(12,039)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>503,289</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>507,607</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,318</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>86,753</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>87,184</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(431)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>394,648</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>400,773</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,125)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,745,385</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,714,790</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,595</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,084,541</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,104,018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(19,477)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,084,541</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,111,544</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>27,003</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,669,967</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,637,642</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(32,325)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,280,033</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,339,811</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>59,778</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>943,827</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,032,535</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,708</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>292,241</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>310,890</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(18,649)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>944,623</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>953,186</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(8,563)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,805,956</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,815,397</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,441</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>86,753</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>88,097</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,344)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>86,753</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>87,032</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>279</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Thai Baht</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>846,837</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>829,308</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,529</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>467,099</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>473,634</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,535)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,252,728</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,229,782</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>22,946</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>644,904</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>653,201</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(8,297)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,277,048</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,254,073</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(22,975)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>521,946</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>524,215</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,269</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,092,323</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,081,215</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,108</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chinese Yuan</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>676,652</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>673,400</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,252</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>30,029</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,804</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,225)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>47</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_49"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/13 (aggregate face value $182,108,247) (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 width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$169,426</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$161,142</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$8,284</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,814,988</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,784,937</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,051</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,814,988</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,802,755</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(12,233)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,310,435</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,255,376</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>55,059</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>12,706</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>206</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>923,489</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>929,219</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,730)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>923,489</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>932,876</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,387</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Philippine Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>566,769</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>570,655</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(3,886)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>61,682</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,701</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(19)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,722,976</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,734,775</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(11,799)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>460,075</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>488,956</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(28,881)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>67,334</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>64,851</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,483)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>821,944</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>826,236</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,292</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>158,451</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>160,849</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,398)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>581,849</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>588,106</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,257)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,290,925</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,285,796</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,129</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,084,541</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,111,454</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(26,913)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,084,541</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,111,938</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>27,397</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,136,550</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,135,672</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>878</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,136,550</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,122,974</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(13,576)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>974,320</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>964,274</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,046)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,451,218</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,472,318</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>21,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>556,763</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>580,920</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>24,157</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>706,939</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>672,758</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>34,181</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,206,368</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,199,796</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,572)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>450,758</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>461,035</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,277)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>986,038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>987,061</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,023)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>986,038</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>978,845</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,193)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>197,663</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>216,020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(18,357)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,809,164</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,823,878</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(14,714)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,806,272</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,815,580</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,308</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>103,040</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>104,231</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,191)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>302,250</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>302,016</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>234</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>302,250</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>299,774</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,476)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>929,544</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>911,015</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(18,529)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,609,511</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,662,100</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>52,589</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>918,733</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>916,793</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,940</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>918,733</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>929,747</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,014</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>898,243</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>915,348</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,105</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>48</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_50"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/13 (aggregate face value $182,108,247) (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 width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="51%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>HSBC Bank USA, National Association</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$324,273</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$324,025</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$248</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>324,273</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>320,329</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(3,944)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>20,960</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,523</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,437)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,817,132</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,842,538</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>25,406</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Indian Rupee</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>366,161</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>370,299</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,138</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,390,548</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,405,391</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,843</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>126,999</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>127,008</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(9)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>126,999</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>128,356</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,357</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Philippine Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>275,072</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>277,955</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,883)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,341,318</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,351,344</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,026)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>560,255</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>585,567</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(25,312)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,352,121</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,364,499</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12,378</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,005,008</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,005,420</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(412)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,461,599</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,443,147</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>18,452</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>918,794</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>929,761</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,967)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,113,615</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,099,992</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(13,623)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,869,028</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,849,307</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,721</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,869,028</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,880,059</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,031</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>978,026</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>963,951</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,075</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chinese Yuan</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>676,636</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>673,805</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,831</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>495,838</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>524,041</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,203</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,842,346</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,940,446</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>98,100</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Malaysian Ringgit</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>658,942</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>657,963</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>979</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,016,954</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>974,505</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>42,449</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>553,708</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>552,028</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,680</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>108,684</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>110,990</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,306)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>277,929</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>279,874</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,945</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>759,440</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>774,560</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(15,120)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>759,440</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>758,425</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,015)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,354,654</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,385,033</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(30,379)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,357,920</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,375,377</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,457</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>32,501</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>36,001</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(3,500)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>887,522</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>888,492</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(970)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>887,522</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>883,508</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(4,014)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>State Street Bank and Trust Co.</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,771,641</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,762,350</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(9,291)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Brazilian Real</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>147,270</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>152,902</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,632)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>921,634</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>910,461</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,173</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>921,634</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>920,916</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(718)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,725,453</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,747,113</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>21,660</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,224,480</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,211,316</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,164</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Colombian Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,065,411</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,083,346</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(17,935)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>49</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_51"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD CURRENCY CONTRACTS at 3/31/13 (aggregate face value $182,108,247) (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 width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>Delivery</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Aggregate</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Currency</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>type</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>face value</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>State Street Bank and Trust Co. </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$295,778</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$299,376</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$(3,598)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>295,778</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>301,486</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,708</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,153,163</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,185,629</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>32,466</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,756,136</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,744,472</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11,664</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,756,136</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,821,811</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>65,675</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>425,997</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>402,302</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,695</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Polish Zloty</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>385,413</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>393,078</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,665)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>South Korean Won</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>54,970</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>82,937</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(27,967)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>682,793</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>693,110</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,317)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>847,356</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>862,586</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,230</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>177,241</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>182,897</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,656)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>UBS AG</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,357,840</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,330,501</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>27,339</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>927,557</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>931,216</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,659</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>899,235</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>908,089</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,854</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,662,510</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,648,607</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,903</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Chilean Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,662,510</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,656,533</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,977)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>272,824</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>276,159</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(3,335)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Czech Koruna</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>272,824</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>277,996</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5,172</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,187,150</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2,222,178</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>35,028</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,238,186</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,330,810</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>92,624</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>418,770</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>395,492</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>23,278</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>923,489</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>929,251</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,762)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Norwegian Krone</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>923,489</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>923,414</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(75)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Philippine Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>288,397</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>290,841</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,444)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Russian Ruble</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>39,770</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>40,581</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(811)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,012,485</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,013,044</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(559)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Singapore Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,012,485</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,005,133</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,352)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swedish Krona</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>887,583</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>905,633</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(18,050)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Swiss Franc</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,622,456</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,640,552</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>18,096</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Taiwan Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>525,929</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>533,709</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,780)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Turkish Lira</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>820,926</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>822,334</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,408)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="39%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>WestPac Banking Corp.</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Australian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,547,924</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,541,871</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>6,053</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>British Pound</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,840,533</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,820,945</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,588</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,409,569</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,435,407</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>25,838</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Euro</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>6/19/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>493,658</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>506,295</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(12,637)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,236,799</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,211,387</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>25,412</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Yen</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>5/15/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,236,799</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,252,590</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>15,791</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mexican Peso</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>307,484</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>299,178</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,306</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Buy</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,255,467</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,235,433</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,034</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>New Zealand Dollar</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Sell</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif>4/17/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,255,467</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,225,405</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(30,062)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="19%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$975,498</FONT></B>&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="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>50</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_52"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FUTURES CONTRACTS OUTSTANDING at 3/31/13 (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 width="32%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Number of</FONT></B>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>

   <TD width="17%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Australian Government Treasury</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Bond 10 yr (Long)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$379,815</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$4,969</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Australian Government Treasury</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Bond 3 yr (Short)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>46</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>5,218,697</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(18,904)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Canadian Government Bond</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>10 yr (Long)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>26</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,455,746</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>77,448</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Euro-Bobl 5 yr (Short)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,758,232</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(19,447)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Euro-Bund 10 yr (Short)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>932,482</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(14,309)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Euro-Dollar 90 day (Long)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,138</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>283,561,150</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(87,494)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Government Bond</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>10 yr (Short)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>16,997,504</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(77,601)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>Japanese Government Bond</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>10 yr Mini (Long)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>618,134</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,000</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><FONT size=1 face=sans-serif>U.K. Gilt 10 yr (Short)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4</FONT>&nbsp;</TD>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>721,921</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(29,062)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$(161,400)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>WRITTEN SWAP OPTIONS OUTSTANDING at 3/31/13 (premiums $1,857,356) (Unaudited)</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&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 width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed Obligation % to receive or (pay)/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Floating rate index/Maturity date</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>date/strike</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>1.51/6 month EUR-EURIBOR_Reuters/Jan-18</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.51</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$53,653,000</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$497,244</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>1.47/6 month EUR-EURIBOR_Reuters/Jan-18</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.47</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>53,653,000</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>530,256</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>1.474/6 month EUR-EURIBOR_Reuters/Jan-18</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jan-16/1.474</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>53,653,000</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>513,062</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>$1,540,562</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>FORWARD PREMIUM SWAP OPTION CONTRACTS OUTSTANDING at 3/31/13 (Unaudited)</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&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 width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed right or obligation % to receive or (pay)/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Floating rate index/Maturity date</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>date/strike</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.9/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$16,999,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$2,039</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(2.4)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,999,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(121,033)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.4/3 month USD-LIBOR-BBA/Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,267,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,111</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.4/3 month USD-LIBOR-BBA/Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,267,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,421</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.4/3 month USD-LIBOR-BBA/Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,887,271</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,500</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.9/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,060,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(3,811)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.83375/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/1.83375</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,050)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>51</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_53"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD PREMIUM SWAP OPTION CONTRACTS OUTSTANDING at 3/31/13 (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="54%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed right or obligation % to receive or (pay)/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Floating rate index/Maturity date</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>date/strike</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.83/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/1.83</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$(10,372)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.82875/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/1.82875</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(10,545)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(2.4)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,060,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(131,995)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.39)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.39</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,156,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(141,638)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.386/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.386</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,095,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>101,394</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.4/3 month USD-LIBOR-BBA/Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,267,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>73,903</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.876/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.876</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,178,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,754</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.33375/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/2.33375</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,483</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.33/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/2.33</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,840</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.32875/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/2.32875</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,286,500</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,667</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.9/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,060,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(2,407)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.4075)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.4075</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>37,078,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(75,268)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(2.4)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>20,060,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(128,785)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.37)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.37</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,156,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(134,222)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.38)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.38</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>74,156,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(138,672)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.395/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.395</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,095,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>100,249</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.38/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.38</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,095,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>96,239</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.4/3 month USD-LIBOR-BBA/Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>17,267,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>77,011</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.425/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.425</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,548,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>54,806</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.87/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.87</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,178,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>28,754</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.865/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.865</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>61,178,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>26,918</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.8975/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.8975</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,589,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,212</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>52</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_54"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>FORWARD PREMIUM SWAP OPTION CONTRACTS OUTSTANDING at 3/31/13 (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="54%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="15%" align=right></TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Counterparty</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed right or obligation % to receive or (pay)/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Contract</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Floating rate index/Maturity date</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>date/strike</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=4 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.91/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/1.91</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$16,035,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$4,490</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.9/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,152,603</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(11,574)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(2.4)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,152,603</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(55,027)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.37625)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.37625</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>37,078,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(66,740)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.42125)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-18 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/1.42125</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>37,078,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(70,819)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.44/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.44</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,548,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>52,705</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.386/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/2.386</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9,548,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>47,835</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>2.41/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Apr-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Apr-13/2.41</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>16,035,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,913</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.9/3 month USD-LIBOR-BBA/May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,589,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>14,071</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>0.876/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>May-16 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>May-13/0.876</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>30,589,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,765</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(1.9)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Written)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10,635,532</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(14,145)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>1.9/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/1.90</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>6,683,668</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(5,213)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>(2.4)/3 month USD-LIBOR-BBA/</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><FONT size=1 face=sans-serif>Jun-23 (Purchased)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Jun-13/2.40</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>6,683,668</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(43,377)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="54%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>$(225,613)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>TBA SALE COMMITMENTS OUTSTANDING at 3/31/13 (proceeds receivable $50,510,703) (Unaudited)</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&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 width="47%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Principal</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Settlement</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Agency</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>Value</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>Federal National Mortgage Association, 3s, April 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$38,000,000</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4/11/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$39,184,532</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association, 3s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>April 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8,000,000</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4/18/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>8,353,125</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>Government National Mortgage Association, 3s,</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><FONT size=1 face=sans-serif>April 1, 2043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>3,000,000</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4/18/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,135,234</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="47%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><B><FONT size=1 face=sans-serif>$50,672,891</FONT></B>&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="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>53</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_55"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (Unaudited)</FONT></B></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="10%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Bank of America N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$11,224,500 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$128,409</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$30,083</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>16,247,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(161,195)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(18,872)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,831,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.33%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(43,754)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>BA-CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$4,289,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/4/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.0615%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>38,260</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,573,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7,272</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>173</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,392,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(23,925)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(8,137)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,271,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>46,511</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>17,857</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,064,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(29,183)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/43</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(14,817)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,522,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/28/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.96125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>11,246</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>629,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(409)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>270</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>55,989,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(777,444)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(286,980)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,138,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12/7/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.87%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>53,334</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>21,333,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10/16/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.747%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(502,192)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>41,668,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/3/17</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.41727%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>261,185</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EONIA-OIS-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>COMPOUND</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,737,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.755%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(130,772)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,570,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.7425%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>36,499</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,130,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.748%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>44,987</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,735,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/15/31</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.6%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(600,437)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,801,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/25/42</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.8425%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(83,222)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,199,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/25/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.885%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(46,470)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,064,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/12/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.03%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(96,243)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>54</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_56"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$10,296,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.42%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$17,553</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>25,667,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(35,913)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$4,393,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/26/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.038%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(21,171)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,846,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/08/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.063%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(33,899)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,700,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/21/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.068%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(46,481)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>8,029,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(7,763)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>908</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,083,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(186,684)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(98,357)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>802,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(6,256)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/43</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(674)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>11,760,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(31,327)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,280)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CZK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>26,013,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/17/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CZK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.41%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>17,347</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>PRIBOR-PRBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,851,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.10%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>128,796</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>PLN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,211,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/17/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.84%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month PLN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(26,498)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>WIBOR-WIBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>18,934,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/2/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.285%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>44,180</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>9,208,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12/20/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.045%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>22,981</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>22,456,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.345%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(17,032)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$12,580,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/9/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.515%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>10,295</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,328,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/11/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.50%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,173</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>7,647,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/11/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.88%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>170</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,000,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/11/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.88%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(12,140)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,425,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/7/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.54%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>16,871</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,977,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/9/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.93%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(4,648)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>15,295,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/9/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.9125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(25,906)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>55</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_57"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="20%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" colSpan=2 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$3,267,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/7/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.94%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(441)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>12,572,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/7/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.93%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(32,918)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>3,182,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/06/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.05%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(24,625)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>3,403,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/12/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.0645%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(29,132)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>2,746,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.058%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(21,456)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>7,617,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/04/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.9275%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,267</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>20,761,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(305,587)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(123,720)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,980,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/08/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.01875%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4,363</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,980,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/11/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.065%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>12,323</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>7,617,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/11/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.9875%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(17,709)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>22,143,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/20/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.968125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(20,647)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>6,307,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/04/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.5025%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,816)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,996,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/04/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.975%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,377)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>5,617,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/05/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.952%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>21,925</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>33,352,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(36,927)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(907)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>74,908,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(245,580)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(60,557)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>9,445,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/06/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.495%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,713)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>2,970,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/06/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.9575%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(10,143)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>11,425,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/06/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.915%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>11,186</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,220,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>13,932</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/43</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,441</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>80,087,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1,009,665</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>308,103</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>72,525,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>75,989</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,338)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>6,246,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/08/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.5175%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(286)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>56</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_58"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$7,617,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/08/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.955%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(6,960)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,246,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/11/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.535%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,645</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,393,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.10125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>98,336</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,827,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/20/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.045%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>21,102</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>18,336,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/20/16</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.521465%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,008)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,588,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12/5/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-BBR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3.82%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(22,951)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BBSW</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,176,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/26/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-BBR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>4.07%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>10,173</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BBSW</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,217,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/07/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-BBR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>4.0325%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,948</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BBSW</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,336,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.4525%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(147,458)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>BA-CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>9,284,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.34%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>45,908</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,289,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.185%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,796</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,287,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/27/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.20%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(26,975)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,440,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/08/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.1075%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,903</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>13,940,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>6/28/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.85%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(193,176)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,788,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/4/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.89%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(214,354)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,087,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/15/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.919%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>105,888</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>7,841,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.7525%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>89,749</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,021,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.729%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>8,705</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,162,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>01/31/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.11%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(40,747)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,174,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.9675%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,227</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,948,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.975%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>48,717</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>33,670,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/21/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-TIIE-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6.895%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>283,546</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>57</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_59"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$31,834,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/15/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.405%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$47,454</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>9,396,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.41%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(14,433)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$7,426,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>19,003</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>661</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>44,215,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>356,766</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(30,558)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>682,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,547)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/43</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,200</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>321,513,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(368,740)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(21,506)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,677,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(139,260)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(80,769)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>33,670,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/17/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-TIIE-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6.95%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>284,307</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$13,171,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>261,102</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>145,724</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,164,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/4/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.06625%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>48,376</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,413,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.0675%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(44,396)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,521,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/28/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.94%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>20,328</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,614,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/07/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.9775%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9,021</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>27,788,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>35,988</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,977</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>16,035,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(351,166)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(210,700)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>19,191,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>123,615</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/43</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,954)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>AUD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>18,221,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/5/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month AUD-BBR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3.97%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(60,238)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BBSW</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,254,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.385%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>20,360</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,868,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.34%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>19,127</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,254,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/26/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.27%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,217)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,816,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/15/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.4025%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(46,639)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>BA-CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,824,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/21/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.1825%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(29,139)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>58</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_60"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" colSpan=3 noWrap align=left><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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$2,257,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.1075%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(4,775)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,523,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/04/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.1225%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(15,409)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,773,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/07/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.1025%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>8,590</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CHF</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,440,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/08/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CHF-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.11%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>6,742</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>6,343,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>10/18/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.818%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(204,061)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>180,124,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/6/17</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 year EUR-EONIA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.102%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>390,207</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>OIS-COMPOUND</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/30/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 year EUR-EONIA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.11%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>18,105</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>OIS-COMPOUND</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/30/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.309%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(99,665)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/31/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 year EUR-EONIA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.11%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>18,099</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>OIS-COMPOUND</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/31/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.314%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(104,798)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/3/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 year EUR-EONIA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.086%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,465)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>OIS-COMPOUND</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>43,654,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/3/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.283%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(68,689)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,166,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/07/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.895%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(101,280)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,487,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/22/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.9135%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>181,556</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>21,680,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/4/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.89%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(684,619)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,101,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/05/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.873%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(61,835)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>25,939,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/22/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.59%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(68,086)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,276,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/07/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.741%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(36,313)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,646,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.736%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>34,180</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>59</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_61"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" colSpan=3 noWrap align=left><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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$2,735,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/23/31</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3.1175%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$272,409</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>938,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/31/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.11%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>32,881</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,578,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/06/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.11125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(54,420)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,377,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.18625%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(60,353)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,885,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/05/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.0275%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>75,460</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,194,884,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.811%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(181,376)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,037,874,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/1/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.805%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(155,862)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>607,968,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/4/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.7835%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(76,593)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,027,691,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.8026%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>145,107</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,396,574,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/12/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.7525%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>113,127</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>SEK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>38,174,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/18/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month SEK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.4025%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>54,765</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>STIBOR-SIDE</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$9,068,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/05/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.0475%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(68,496)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,160,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/11/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.0225%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(14,604)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>9,807,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/28/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>0.92%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4,231</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,285,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/01/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.955%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>7,376</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,415,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>4,897</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.40%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>129</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>15,651,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.104%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>152,175</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>12,041,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(31,251)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(1,510)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>38,510,500 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(401,069)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(63,717)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,470,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/21/21</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.3911%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(72,869)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>BA-CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>7,265,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>5/2/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.6575%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>60,763</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>5,635,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.3825%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>49,611</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>60</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_62"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$4,028,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$(222)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.34%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$19,696</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CAD</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>10,253,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/26/18</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3 month CAD-BA-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.65%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(4,671)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>CDOR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CZK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>26,013,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/16/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CZK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.44%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>21,115</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>PRIBOR-PRBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>CZK</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>26,013,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/21/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month CZK-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.44%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>20,787</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>PRIBOR-PRBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,129,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/14/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.758%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(72,556)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>1,893,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/30/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.803%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>74,971</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-REUTERS</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,537,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/21/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.8725%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month EUR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(127,716)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>EURIBOR-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>Telerate</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,626,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/10/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.1075%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>97,338</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,018,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/15/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.0125%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>45,665</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>3,970,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/25/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.1475%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(148,944)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,560,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>12/6/22</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1.856%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(11,988)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,603,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/20/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.226%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(228,014)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>22,719,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>02/20/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.668%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>36,365</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,705,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>03/06/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month GBP-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>2.022%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>50,268</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>2,402,400,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/19/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>0.705%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>244,680</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>JPY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>511,900,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>2/19/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6 month JPY-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1.3975%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>371,757</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>19,054,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/11/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.82%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(153,689)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>24,639,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>9/14/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.82%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(199,047)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,810,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/16/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-TIIE-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6.99%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>42,884</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>24,320,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/30/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.3833%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(138,670)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>66,197,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>7/30/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.3833%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(377,449)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>TIIE-BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>24,320,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>8/19/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-TIIE-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6.615%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>169,367</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>61</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_63"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC INTEREST RATE SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="10%"></TD>

   <TD width="15%"></TD>

   <TD width="15%"></TD>

   <TD width="10%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>made by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>MXN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$37,740,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>11/4/20</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>1 month MXN-TIIE-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6.75%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$292,115</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>BANXICO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>PLN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,211,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/16/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.855%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month PLN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(29,221)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>WIBOR-WIBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>PLN</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>4,211,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>1/21/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.81%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6 month PLN-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(23,065)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>WIBOR-WIBO</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="35%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>Royal Bank of Scotland PLC (The)</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=right><FONT size=1 face=sans-serif>$2,163,000 </FONT><B><SUP><FONT size=1 face=sans-serif>E</FONT></SUP></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(28,658)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>06/19/23</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>2.00%</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3 month USD-</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,710)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>LIBOR-BBA</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left></TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>$(1,867,918)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><SUP><FONT size=1 face=sans-serif></FONT></SUP></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><SUP><FONT size=1 face=sans-serif>E </FONT></SUP></B><FONT size=1 face=sans-serif>Extended effective date.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (Unaudited)</FONT></B></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$454,599</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$1,995</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>658,656</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/42</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,151)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>824,264</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,618</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>701,556</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,078</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,320,575</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(11,099)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>9,386,319</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(44,892)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>592,562</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,834)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,002,821</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(14,612)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>301,326</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,437</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,022,666</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(4,891)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>62</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_64"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$33,894</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(162)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>605,311</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,656</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,631,868</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>15,937</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,535,627</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(12,127)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,202,622</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>595</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,622,507</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(12,761)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,308,658</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>10,131</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>716,656</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,795</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>121,236</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(268)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>664,802</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,235)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>5,320,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/7/16</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(2.63%)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(94,090)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>311,735</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,368</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,065,491</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,012)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,520,087</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,555</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>705,383</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>6,290</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,805,026</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(13,415)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>63</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_65"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$402,277</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$1,263</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Ginnie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae II pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,815,934</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>7,969</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,188,384</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(10,649)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,788,287</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>14,460</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,106,897</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(5,386)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>774,304</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,703)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,016,112</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,642)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>603,100</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,260</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>352,061</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,545</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,305,506</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,244)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,763,971</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>16,162</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>9,950,714</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>43,667</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>650,722</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,803</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,172,463</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9,534</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>398,270</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,748</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,291,185</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,668</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>64</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_66"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" 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 width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$936,043</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$4,109</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>4,238,380</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>18,493</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>123,529</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(318)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>122,896</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(598)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>6,636,066</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(32,291)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>4,289,205</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(11,039)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>4,739,976</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>23,065</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,063,639</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>7,885</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>4,751,570</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>20,732</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>730,755</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,188</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,899,821</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9,086</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A.</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,412,191</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>6,197</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,026,557</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,282</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,642,184</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>11,595</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,438,160</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,878)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>65</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_67"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Citibank, N.A. </FONT></B><I><FONT size=1 face=sans-serif>cont.</FONT></I>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$2,281,396</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$9,954</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,856,020</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(15,173)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(3.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>548</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,560,630</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(13,352)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>7,207</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,210,623</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>5.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>5,313</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>5.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>15,739,668</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>140,360</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,934,917</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>35,090</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>746,838</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,572)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,246,483</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(5,961)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,328,608</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,465)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,527,405</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>3.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>22,538</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>3.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,577,702</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>12,328</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,328,608</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,465)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Goldman Sachs International</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>508,411</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,432)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>419,046</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>207</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,660,030</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>821</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>66</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_68"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=2 noWrap align=left><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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$3,040,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3/1/16</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.47%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$20,642</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,280,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3/3/16</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.45%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,156</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>599,368</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(1,326)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>809,951</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,874)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>815,456</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,558)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,635,018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/42</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(7,821)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,635,018</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/42</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(7,821)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,349,129</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(5,886)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>407,451</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(1,778)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,757,691</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(13,189)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,370,372</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,554)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>5,222,685</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(22,787)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>4,789,215</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(20,896)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>912,920</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(4,442)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>342,947</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(1,669)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>8,916,874</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(38,905)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>67</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_69"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=2 noWrap align=left><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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$2,245,965</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(9,799)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>748,591</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,580)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,192,595</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(10,486)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>734,202</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>363</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>763,570</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>378</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,505,948</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(7,202)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>45,505</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(101)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>934,481</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(4,077)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>7,121,855</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/40</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(38,495)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>802,666</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>397</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>479,434</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>237</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,605,332</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/39</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>794</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,611,537</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(7,031)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>327,834</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(725)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>8,493,970</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(40,624)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,828,986</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(13,530)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>68 </FONT></FONT></TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_70"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="17%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=2 noWrap align=left><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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>$580,290</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(2,775)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>644,375</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,136)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,162,667</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(15,126)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,333,556</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,378)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,957,549</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(14,145)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,250,553</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,085)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>773,084</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,762)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>22,918</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>6.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(51)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>59,455</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(289)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>158,437</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/38</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(6.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic MBX Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(771)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>6.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,431,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/3/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.3225%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>7,136</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>3,431,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/4/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.35%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>12,214</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,189,673</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(10,472)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,428,226</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,831)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>2,736,654</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(13,088)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=right><FONT size=1 face=sans-serif>1,952,999</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,341)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>69</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_71"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="6%"></TD>

   <TD width="11%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=3 noWrap align=left><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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>$4,067,872</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(19,455)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,431,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/5/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.355%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,209</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,431,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/5/22</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.66%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>USA Non Revised</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>13,003</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Consumer Price</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Index-Urban (CPI-U)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,814,571</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/42</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(18,248)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,778,019</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>18,069</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,764,579</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>18,005</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>559,836</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,677</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>559,836</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.00%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>2,677</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>1,522,960</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>(1,904)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(4.50%) 1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4,930</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>2,141,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3/30/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(3.0925%)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>51,985</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>2,141,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/2/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(3.085%)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>44,698</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>4,282,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9/20/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.6625%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(291,351)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>2,141,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9/21/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.66%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(146,099)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>2,141,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>4/3/17</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>(3.09%)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>43,820</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" colSpan=3 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>$5,255,333</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(25,134)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=right><FONT size=1 face=sans-serif>3,487,142</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.50% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(15,215)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.50% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>70</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_72"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/13 (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="6%"></TD>

   <TD width="11%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD>

   <TD width="8%"></TD>

   <TD width="20%"></TD>

   <TD width="15%"></TD>

   <TD width="12%"></TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Termination</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>received (paid) by</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>received by</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="17%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Notional amount</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=right><B><FONT size=1 face=sans-serif>received (paid)</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>fund per annum</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left><B><FONT size=1 face=sans-serif>or paid by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="32%" 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 width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left><FONT size=1 face=sans-serif>3,005,469</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1/12/41</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4.00% (1 month</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Synthetic TRS Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(14,374)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>USD-LIBOR)</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>4.00% 30 year Fannie</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Mae pools</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><FONT size=1 face=sans-serif>GBP</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=left><FONT size=1 face=sans-serif>1,941,000</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>9/12/14</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>2.825%</FONT>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>GBP Non-revised UK</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(47,878)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left><FONT size=1 face=sans-serif>Retail Price Index</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=8>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="6%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>$(485,430)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif>OTC CREDIT DEFAULT CONTRACTS OUTSTANDING at 3/31/13 (Unaudited)</FONT></B></P>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="20%"></TD>

   <TD width="10%"></TD>

   <TD width="8%"></TD>

   <TD width="5%"></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 width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Termi-</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Notional</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>nation</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>(paid) by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Referenced debt*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Rating***</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>(paid)**</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="30%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Bank of America N.A.</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA CMBX</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BBB&#8211;/P</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>$8,497</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$141,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>5/11/63</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>300 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$(1,233)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>BBB Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA CMBX</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BBB&#8211;/P</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>13,739</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>201,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>5/11/63</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>300 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(133)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>BBB Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA CMBX</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BBB&#8211;/P</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>17,409</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>282,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>5/11/63</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>300 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(2,054)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>BBB Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA CMBX</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BBB&#8211;/P</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>16,587</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>291,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>5/11/63</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>300 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,497)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>BBB Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Barclays Bank PLC</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Irish Gov&#8217;t, 4.50%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>(35,493)</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>443,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(100 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(21,939)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4/18/2020</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Obrigacoes Do</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>(72,281)</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>443,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(100 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(22,153)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Tesouro, 5.45%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>9/23/13</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="30%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>Credit Suisse International</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>66,840</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,671,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>12/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,192)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 19 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>51,120</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,704,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6/20/18</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,789)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 20 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>49,086</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>1,671,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6/20/18</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(3,167)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 20 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Spain Gov&#8217;t, 5.50%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>(52,226)</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>443,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(100 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(18,582)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>7/30/2017</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Deutsche Bank AG</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Republic of</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>B3</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>82,442</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>705,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>3/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>500 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(293,044)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Argentina, 8.28%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>12/31/33</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Smurfit Kappa</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>B+</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>425,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>715 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>19,691</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Funding, 7 3/4%,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>4/1/15</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Virgin Media</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BB&#8211;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>400,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>535 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>12,670</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Finance PLC,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>8 3/4%, 4/15/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" 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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>71</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_73"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>OTC CREDIT DEFAULT CONTRACTS OUTSTANDING at 3/31/13 (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="20%"></TD>

   <TD width="10%"></TD>

   <TD width="8%"></TD>

   <TD width="5%"></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 width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>Upfront</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Fixed payments</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>premium</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>Termi-</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Unrealized</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Swap counterparty/</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>received</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>Notional</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>nation</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>(paid) by fund</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>appreciation/</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Referenced debt*</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left><B><FONT size=1 face=sans-serif>Rating***</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=right><B><FONT size=1 face=sans-serif>(paid)**</FONT></B>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>amount</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>date</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=left><B><FONT size=1 face=sans-serif>per annum</FONT></B>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>(depreciation)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="30%" colSpan=2 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 width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Virgin Media</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>BB&#8211;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=center><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$400,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>9/20/13</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>477 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$11,130</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Finance PLC,</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>8 3/4%, 4/15/14</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="30%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>JPMorgan Chase Bank N.A.</FONT></B>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>B+/P</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>(41,958)</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>$2,582,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>12/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>500 bp</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>70,557</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 19 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>133,680</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,342,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>12/20/17</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(6,383)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 19 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>100,110</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>3,408,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6/20/18</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(9,708)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 20 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>DJ CDX NA HY</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=right><FONT size=1 face=sans-serif>208,057</FONT>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>6,896,000</FONT>&nbsp;</TD>

   <TD width="8%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>6/20/18</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=left><FONT size=1 face=sans-serif>(500 bp)</FONT>&nbsp;</TD>

   <TD width="12%" noWrap align=right><FONT size=1 face=sans-serif>(7,581)</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Series 20 Index</FONT>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=9>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="10%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left>&nbsp;</TD>

   <TD width="5%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="8%" noWrap align=left></TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=left>&nbsp;</TD>

   <TD width="12%" noWrap align=right><B><FONT size=1 face=sans-serif>$(282,407)</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><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"><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"><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. The Moody&#8217;s, Standard &amp; Poor&#8217;s or Fitch ratings are believed to be the most recent ratings available at March 31, 2013. Securities rated by Putnam are indicated by &#8220;/P.&#8221; Securities rated by Fitch are indicated by &#8220;/F.&#8221;</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>72</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_74"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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&#8217;s investments. The three levels are defined as follows:</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Level 1: 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: 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: 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&#8217;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="20%"></TD>

   <TD width="20%"></TD>

   <TD width="20%"></TD>

   <TD width="20%" colSpan=2></TD>

   <TD width="20%" colSpan=2></TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=center></TD>

   <TD width="15%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Valuation inputs</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Investments in securities:</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Level 1</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 2</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 3</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Common stocks:</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=left>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Consumer cyclicals</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$189,708</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$376</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$2,622</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Total common stocks</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>189,708</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>376</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>2,622</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>&nbsp;</FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif></FONT></TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Convertible bonds and notes</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$404,840</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Convertible preferred stocks</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>125,685</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>498,825</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Corporate bonds and notes</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>115,350,677</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Foreign government and agency bonds and notes</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>28,346,559</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Mortgage-backed securities</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>166,225,495</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Preferred stocks</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>452,005</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Purchased swap options outstanding</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>1,992,764</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Senior loans</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>5,005,436</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>U.S. Government and Agency Mortgage Obligations</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>110,096,717</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Warrants</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>1,175</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Short-term investments</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>47,820,219</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>8,068,393</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Totals by level</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$48,135,612</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$436,443,262</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$2,622</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left></TD>

   <TD width="20%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" colSpan=2 noWrap align=left></TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left></TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="10%" noWrap align=center></TD>

   <TD width="15%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Valuation inputs</FONT></B>&nbsp;</TD>

   <TD width="15%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Other financial instruments:</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Level 1</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 2</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>Level 3</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Forward currency contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$975,498</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Futures contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>(161,400)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Written swap options outstanding</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(1,540,562)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Forward premium swap option contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(225,613)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>TBA sale commitments</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(50,672,891)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Interest rate swap contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(816,874)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Total return swap contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(455,001)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Credit default contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>(828,016)</FONT>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Totals by level</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif></FONT></B></TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$(161,400)</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$(53,563,459)</FONT></B>&nbsp;</TD>

   <TD width="20%" colSpan=2 noWrap align=right><B><FONT size=1 face=sans-serif>$&#8212;</FONT></B>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>At the start and close of the reporting period, Level 3 investments in securities were not considered a significant portion of the fund&#8217;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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>73</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_75"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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>3/31/13 (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 vAlign=bottom>

   <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 $423,528,009)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$438,771,277</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><FONT size=1 face=sans-serif>Affiliated issuers (identified cost $45,810,219) (Note 6)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>45,810,219</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 $4,348) (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>4,348</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>4,600,579</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>1,554,503</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>51,348,886</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 variation margin (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>65,605</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 premium swap option contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>946,080</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>1,719,885</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 OTC swap contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>6,500,445</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 OTC swap contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>3,366,580</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>554,688,407</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>LIABILITIES</FONT></B>&nbsp;</TD>

   <TD noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <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>Payable to custodian</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>299,183</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>2,158,122</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>110,875,571</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>663,981</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>22,318</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>30,821</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>Payable for Trustee compensation and expenses (Note 2)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>145,439</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>1,339</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>1,647,094</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 OTC swap contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>9,136,200</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 OTC swap contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>2,830,716</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>744,387</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 premium swap option contracts (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>1,171,693</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 $1,857,356) (Notes 1 and 3)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>1,540,562</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 $50,510,703) (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>50,672,891</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>Collateral on certain derivative contracts, at value (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>2,010,000</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>86,775</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>184,037,092</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD 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 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>$370,651,315</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 vAlign=bottom>

   <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>Paid-in capital (Unlimited shares authorized) (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$496,993,586</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>(1,232,375)</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>(138,419,182)</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 appreciation of investments and assets and liabilities in foreign currencies</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>13,309,286</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 &#8212; Representing net assets applicable to capital shares outstanding</FONT></B>&nbsp;</TD>

   <TD noWrap align=right><B><FONT size=1 face=sans-serif>$370,651,315</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>COMPUTATION OF NET ASSET VALUE</FONT></B>&nbsp;</TD>

   <TD noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD colSpan=2 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 per share </FONT></B><FONT size=1 face=sans-serif>($370,651,315 divided by 65,690,624 shares)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$5.64</FONT>&nbsp;</TD></TR>

<TR>

   <TD colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>The accompanying notes are an integral part of these financial statements.</FONT></P>

<P style="MARGIN: 0px"><FONT size=1 face=Arial></FONT>&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>74</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_76"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 3/31/13 (Unaudited)</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="85%"></TD>

   <TD width="14%"></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 vAlign=bottom>

   <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 $19,137) (including interest income of $21,598</FONT>&nbsp;</TD>

   <TD noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><FONT size=1 face=sans-serif>from investments in affiliated issuers) (Note 6)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$10,960,898</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 (net of foreign tax of $390)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>21,940</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>10,982,838</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>EXPENSES</FONT></B>&nbsp;</TD>

   <TD noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <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>Compensation of Manager (Note 2)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>1,335,404</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>91,178</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>39,739</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>18,514</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>6,181</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>208,493</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>1,699,509</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <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>(200)</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>1,699,309</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD 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 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>9,283,529</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>5,540,599</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>2,195,454</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>(252,320)</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 foreign currency transactions (Note 1)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>1,698,309</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>1,659,637</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>Net unrealized appreciation of assets and liabilities in foreign currencies during the period</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>2,044,909</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 appreciation of investments, futures contracts, swap contracts, written options,</FONT>&nbsp;</TD>

   <TD noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><FONT size=1 face=sans-serif>and TBA sale commitments during the period</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>2,432,951</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>15,319,539</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD 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 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>$24,603,068</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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>75</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_77"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>INCREASE IN NET ASSETS</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Six months ended 3/31/13*</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Year ended 9/30/12</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Operations:</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Net investment income</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$9,283,529</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$17,477,759</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Net realized gain (loss) on investments</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>and foreign currency transactions</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>10,841,679</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>(55,786,049)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Net unrealized appreciation of investments and assets</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>and liabilities in foreign currencies</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>4,477,860</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>65,845,452</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Net increase in net assets resulting from operations</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>24,603,068</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>27,537,162</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Distributions to shareholders (Note 1):</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>From ordinary income</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Net investment income</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>(10,247,737)</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>(5,888,390)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>From return of capital</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>(16,380,731)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>Total increase in net assets</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>14,355,331</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>5,268,041</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>NET ASSETS</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Beginning of period</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>356,295,984</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>351,027,943</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" 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</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>of net investment income of $1,232,375 and</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>$268,167, respectively)</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$370,651,315</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$356,295,984</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><B><FONT size=1 face=sans-serif>NUMBER OF FUND SHARES</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="59%" noWrap align=left><FONT size=1 face=sans-serif>Shares outstanding at beginning and end of period</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>65,690,624</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>65,690,624</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>* </FONT><FONT size=1 face=sans-serif>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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>76</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_78"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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="33%" align=left></TD>

   <TD width="11%" align=center></TD>

   <TD width="11%" align=center></TD>

   <TD width="11%" align=center></TD>

   <TD width="11%" align=center></TD>

   <TD width="11%" align=center></TD>

   <TD width="11%" align=center></TD></TR>

<TR vAlign=bottom>

   <TD width="44%" colSpan=2 noWrap align=left><B><FONT size=1 face=sans-serif>PER-SHARE OPERATING PERFORMANCE</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left></TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>Six months ended **</FONT></B>&nbsp;</TD>

   <TD width="55%" colSpan=5 noWrap align=center><B><FONT size=1 face=sans-serif>Year ended</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="33%" align=left></TD>

   <TD width="11%" align=center>&nbsp;</TD>

   <TD width="55%" colSpan=5 align=center>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>3/31/13</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9/30/12</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9/30/11</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9/30/10</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9/30/09</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9/30/08</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Net asset value, beginning of period</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.42</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.34</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.83</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.94</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.88</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$7.13</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><I><FONT size=1 face=sans-serif>Investment operations:</FONT></I>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Net investment income </FONT><B><SUP><FONT size=1 face=sans-serif>a</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.14</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.27</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.35</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.58</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.34</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.49 </FONT><B><SUP><FONT size=1 face=sans-serif>f</FONT></SUP></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Net realized and unrealized</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>gain (loss) on investments</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.24</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.15</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.38)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.39</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.24</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(1.28)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Total from investment operations</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.38</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.42</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.03)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.97</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.58</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.79)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><I><FONT size=1 face=sans-serif>Less distributions:</FONT></I>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>From net investment income</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.16)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.09)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.46)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(1.08)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.54)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.49)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>From return of capital</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>(.25)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Total distributions</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.16)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.34)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.46)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(1.08)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.54)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(.49)</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Increase from shares repurchased</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>&#8212;</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>&#8212;</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>&#8212;</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>&#8212;</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.02</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>.03</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Net asset value, end of period</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.64</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.42</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.34</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.83</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.94</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.88</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Market value, end of period</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.21</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.18</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.05</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$6.28</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.99</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$5.39</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Total return at market value (%) </FONT></B><B><SUP><FONT size=1 face=sans-serif>b</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>3.64 *</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>9.56</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(13.01)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>25.33</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>24.66</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>(8.92)</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>&nbsp;</FONT></B></TD>

   <TD width="11%" noWrap align=center></TD>

   <TD width="11%" noWrap align=center></TD>

   <TD width="11%" noWrap align=center></TD>

   <TD width="11%" noWrap align=center></TD>

   <TD width="11%" noWrap align=center></TD>

   <TD width="11%" noWrap align=center></TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>RATIOS AND SUPPLEMENTAL DATA</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="99%" colSpan=7 noWrap align=left><B><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></B></TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>Net assets, end of period</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=1 face=sans-serif>(in thousands)</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$370,651</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$356,296</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$351,028</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$381,355</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$383,388</FONT></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><B><FONT size=1 face=sans-serif>$391,973</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Ratio of expenses to average</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>net assets (%) </FONT><B><SUP><FONT size=1 face=sans-serif>c</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.47 *</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.96</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.94</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.94 </FONT><B><SUP><FONT size=1 face=sans-serif>d</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>1.02 </FONT><B><SUP><FONT size=1 face=sans-serif>d</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>.96 </FONT><B><SUP><FONT size=1 face=sans-serif>f</FONT></SUP></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Ratio of net investment income</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD>

   <TD width="11%" noWrap align=center>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>to average net assets (%)</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>2.55 *</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>4.94</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>5.97</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>9.82 </FONT><B><SUP><FONT size=1 face=sans-serif>d</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>7.05 </FONT><B><SUP><FONT size=1 face=sans-serif>d</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>7.29 </FONT><B><SUP><FONT size=1 face=sans-serif>f</FONT></SUP></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Portfolio turnover (%) </FONT><B><SUP><FONT size=1 face=sans-serif>e</FONT></SUP></B>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>96 *</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>157</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>171</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>88</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>223</FONT>&nbsp;</TD>

   <TD width="11%" noWrap align=center><FONT size=1 face=sans-serif>159</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=7 align=left>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>* Not annualized.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>** Unaudited.</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>a </FONT></SUP></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><SUP><FONT size=1 face=sans-serif>b </FONT></SUP></B><FONT size=1 face=sans-serif>Total return assumes dividend reinvestment.</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>c </FONT></SUP></B><FONT size=1 face=sans-serif>Includes amounts paid through expense offset arrangements (Note 2).</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>d </FONT></SUP></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><SUP><FONT size=1 face=sans-serif>e </FONT></SUP></B><FONT size=1 face=sans-serif>Portfolio turnover excludes TBA roll transactions.</FONT></P>

<P style="TEXT-ALIGN: left"><B><SUP><FONT size=1 face=sans-serif>f </FONT></SUP></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>

   <TD colSpan=2>

   <HR SIZE=1 noShade>

</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></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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>77</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_79"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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>3/31/13 (Unaudited)</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Within the following Notes to financial statements, references to &#8220;State Street&#8221; represent State Street Bank and Trust Company, references to &#8220;the SEC&#8221; represent the Securities and Exchange Commission, references to &#8220;Putnam Management&#8221; represent Putnam Investment Management, LLC, the fund&#8217;s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC and references to &#8220;OTC&#8221;, if any, represent over-the-counter. Unless otherwise noted, the &#8220;reporting period&#8221; represents the period from October 1, 2012 through March 31, 2013.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Putnam Master Intermediate Income Trust (the fund) is a Massachusetts business trust, which is registered under the Investment Company Act of 1940, as amended, as a closed-end management investment company and is authorized to issue an unlimited number of shares. The investment objective of the fund 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.</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&#8217;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&#8217;s management team expects the risk of material loss to be remote.</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>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.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>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 under Accounting Standards Codification ASC 820 Fair Value Measurements and Disclosures (ASC 820). If no sales are reported, as in the case of some securities that are traded OTC, 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>Investments in open-end investment companies (excluding exchange traded funds), if any, which can be classified as Level 1 or Level 2 securities, are based on their net asset value. The net asset value of such investment companies equals the total value of their assets less their liabilities and divided by the number of their outstanding shares.</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 Management. 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 would generally be classified as Level 1 securities, will be transferred to Level 2 of the fair value hierarchy when they are valued at fair value. 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&#8217;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</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>78</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_80"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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>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>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, net of any applicable withholding taxes, is recorded on the accrual basis. Dividend income, net of any 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 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. 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>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>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&#8217;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.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Options contracts </FONT></B><FONT size=1 face=sans-serif>The fund uses options contracts to isolate prepayment risk.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>79</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_81"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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. OTC traded options are valued using prices supplied by dealers. Forward premium swap option contracts include premiums that do not settle until the expiration date of the contract. The delayed settlement of the premiums are factored into the daily valuation of the option contracts.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Written option contracts outstanding at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average contract amount, see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Futures contracts </FONT></B><FONT size=1 face=sans-serif>The fund uses futures contracts to gain exposure to interest rates and to manage exposure to market risk.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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&#8217;s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. Risks may exceed amounts recognized on the 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 &#8220;variation margin.&#8221;</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Futures contracts outstanding at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average number of contracts, see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>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.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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. 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 when the contract matures or by delivery of the currency. 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.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Forward currency contracts outstanding at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average contract amount, see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Interest rate swap contracts </FONT></B><FONT size=1 face=sans-serif>The fund entered into OTC and/or centrally cleared 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.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>An OTC 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&#8217;s books. An upfront payment made by the fund is recorded as an asset on the fund&#8217;s books. OTC and centrally cleared interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers. Any change is recorded as an unrealized gain or loss on OTC interest rate swaps. Daily fluctuations in the value of centrally cleared interest rate swaps are recorded as a receivable or payable for variation margin on the Statement of assets and liabilities. Payments, including upfront premiums, received or made are recorded as realized gains or losses at the closing of the contract. Certain OTC and centrally cleared interest rate swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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, in the case of OTC interest rate contracts, or the central clearing agency or a clearing member defaults, in the case of centrally cleared interest rate swap contracts, on its respective obligation to perform under the contract. The fund&#8217;s maximum risk of loss from counterparty risk or central clearing risk, is the fair value of the contract. This risk may be mitigated for OTC interest rate swap contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared interest rate swap contracts</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>80</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_82"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>through the daily exchange of mark to market margin. There is minimal counterparty risk with respect to centrally cleared interest rate swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default. Risk of loss may exceed amounts recognized on the Statement of assets and liabilities.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Interest rate swap contracts outstanding at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average notional amount see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Total return swap contracts </FONT></B><FONT size=1 face=sans-serif>The fund entered into OTC 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 or industries, and to hedge inflation in specific regions or countries.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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. OTC 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 OTC 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&#8217;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.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>OTC total return swap contracts outstanding at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average notional amount, see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Credit default contracts </FONT></B><FONT size=1 face=sans-serif>The fund entered into OTC credit default contracts to hedge credit risk, to gain exposure on individual names and/or baskets of securities, and to hedge market risk.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In an OTC 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 is recorded as a liability on the fund&#8217;s books. An upfront payment made by the fund is recorded as an asset on the fund&#8217;s books. Periodic payments received or paid by the fund are recorded as realized gains or losses. The OTC 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 OTC 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&#8217;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 OTC credit default contract.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>OTC credit default contracts outstanding, including their respective notional amounts at period end, if any, are listed after the fund&#8217;s portfolio. For the fund&#8217;s average notional amount, see Note 5.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Master agreements </FONT></B><FONT size=1 face=sans-serif>The fund is a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements (Master Agreements) with certain counterparties that govern OTC derivative and foreign exchange contracts entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties&#8217; general obligations, representations, agreements, collateral requirements, events of default and</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>81</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_83"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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&#8217;s custodian and with respect to those amounts which can be sold or repledged, are presented in the fund&#8217;s portfolio. Collateral posted to the fund which cannot be sold or repledged totaled $166,605 at the close of the reporting period.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Collateral pledged by the fund is segregated by the fund&#8217;s custodian and identified in the fund&#8217;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&#8217;s net position with each counterparty.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Termination events applicable to the fund may occur upon a decline in the fund&#8217;s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties may occur upon a decline in the counterparty&#8217;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&#8217;s counterparties to elect early termination could impact the fund&#8217;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 $2,066,548 on open derivative contracts subject to the Master Agreements. Collateral posted by the fund for these agreements totaled $2,167,505.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>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&#8217;s other assets. Unsettled TBA purchase commitments are valued at fair value of the underlying securities, according to the procedures described under &#8220;Security valuation&#8221; 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>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 &#8220;cover&#8221; 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 &#8220;Security valuation&#8221; 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&#8217;s portfolio.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>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 SEC. This program allows the fund to lend to other Putnam funds that permit such transactions. Interfund lending transactions are subject to each fund&#8217;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>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.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>82</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_84"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>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 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&#8217;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>The fund may also 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&#8217;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"><FONT size=1 face=sans-serif>At September 30, 2012, the fund had a capital loss carryover of $95,760,219 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="25%"></TD>

   <TD width="25%"></TD>

   <TD width="25%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="100%" colSpan=4 noWrap align=center><B><FONT size=1 face=sans-serif>Loss carryover</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Short-term</FONT></B>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Long-term</FONT></B>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Expiration</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>$1,369,084</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>$1,272,753</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>$2,641,837</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>*</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>7,342,291</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>N/A</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>7,342,291</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>September 30, 2015</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>11,586,218</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>N/A</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>11,586,218</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>September 30, 2016</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>28,970,279</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>N/A</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>28,970,279</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>September 30, 2017</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>45,219,594</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>N/A</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>45,219,594</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>September 30, 2018</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>* Under the 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 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>Pursuant to federal income tax regulations applicable to regulated investment companies, the fund has elected to defer certain capital losses of $46,268,746 recognized during the period between November 1, 2011 and September 30, 2012 to its fiscal year ending September 30, 2013.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>The aggregate identified cost on a tax basis is $476,817,358, resulting in gross unrealized appreciation and depreciation of $13,110,991 and $5,346,853, respectively, or net unrealized appreciation of $7,764,138.</FONT></P>

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>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&#8217;s fiscal year. Reclassifications are made to the fund&#8217;s capital accounts to reflect income and gains available for distribution (or available capital loss carryovers) under income tax regulations.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust </FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>83</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_85"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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 (including assets, but excluding liabilities, attributable to leverage for investment purposes) 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="10%" align=left></TD>

   <TD width="35%"></TD>

   <TD width="9%"></TD>

   <TD width="10%"></TD>

   <TD width="35%"></TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.75%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the first $500 million,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.48%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.65%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $500 million,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.47%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.60%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $500 million,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.46%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.55%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.45%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.525%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.44%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.505%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.43%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $8.5 billion and</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.49%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of the next $5 billion,</FONT>&nbsp;</TD>

   <TD width="9%" noWrap align=left><FONT size=1 face=sans-serif></FONT></TD>

   <TD width="10%" noWrap align=left><FONT size=1 face=sans-serif>0.42%</FONT>&nbsp;</TD>

   <TD width="35%" noWrap align=left><FONT size=1 face=sans-serif>of any excess thereafter.</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="45%" colSpan=2 align=left>

   <HR SIZE=1 noShade>

</TD>

   <TD width="9%">&nbsp;</TD>

   <TD width="45%" colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><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 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&#8217;s assets are provided by State Street. Custody fees are based on the fund&#8217;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, Inc., an affiliate of Putnam Management, provided investor servicing agent functions to the fund. Putnam Investor Services, Inc. was paid a monthly fee for investor servicing at an annual rate of 0.05% of the fund&#8217;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 Putnam Investor Services, Inc. and State Street whereby Putnam Investor Services, Inc. and State Street&#8217;s fees are reduced by credits allowed on cash balances. For the reporting period, the fund&#8217;s expenses were reduced by $200 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 $277, 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&#8217;s average annual attendance and retainer fees for the three years ended December 31, 2005. The retirement benefit is payable during a Trustee&#8217;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 and TBA transactions aggregated $306,917,715 and $314,623,638, respectively. There were no purchases or proceeds from sales of long-term U.S. government securities.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>84</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_86"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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%"></TD>

   <TD width="25%"></TD>

   <TD width="25%"></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Written swap option</FONT></B>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>Written swap option</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>contract amounts</FONT></B>&nbsp;</TD>

   <TD width="25%" noWrap align=right><B><FONT size=1 face=sans-serif>premiums</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="100%" colSpan=4 noWrap align=left><FONT size=1 face=sans-serif>

   <HR SIZE=1 noShade>

</FONT></TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>Written options outstanding at the</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>235,097,225</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>$18,902,333</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>beginning of the reporting period</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=left>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>Options opened</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>1,053,297,703</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>1,857,356</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>160,959,000</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>1,857,356</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>Options exercised</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>(86,158,000)</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>(64,645)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>Options closed</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>(688,521,625)</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>(20,695,044)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>Written options outstanding at the end of</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>USD</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>513,715,303</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="25%" noWrap align=left><FONT size=1 face=sans-serif>the reporting period</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>EUR</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>160,959,000</FONT>&nbsp;</TD>

   <TD width="25%" noWrap align=right><FONT size=1 face=sans-serif>1,857,356</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=4>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><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 average volume of activity for the reporting period for any derivative type that was held during the period is listed below and was as follows:</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="67%"></TD>

   <TD width="32%"></TD></TR>

<TR vAlign=bottom>

   <TD noWrap align=left><FONT size=1 face=sans-serif>Purchased swap option contracts (contract amount)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$519,600,000</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 swap option contracts (contract amount)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$342,800,000</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>Futures contracts (number of contracts)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>600</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>Forward currency contracts (contract amount)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$291,400,000</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>OTC interest rate swap contracts (notional)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$2,195,400,000</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>Centrally cleared interest rate swap contracts (notional)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$2,200,000</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>OTC total return swap contracts (notional)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$275,900,000</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>OTC credit default swap contracts (notional)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>$15,000,000</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>Warrants (number of warrants)</FONT>&nbsp;</TD>

   <TD noWrap align=right><FONT size=1 face=sans-serif>300</FONT>&nbsp;</TD></TR>

<TR>

   <TD colSpan=2>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><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 width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="40%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Asset derivatives</FONT></B>&nbsp;</TD>

   <TD width="40%" colSpan=2 noWrap align=center><B><FONT size=1 face=sans-serif>Liability derivatives</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives not</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>accounted for as</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Statement of</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Statement of</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>hedging instruments</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>assets and</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>assets and</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>liabilities location</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Market value</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>liabilities location</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>Market value</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Credit contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Receivables</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$253,332</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>$1,081,348</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Foreign exchange</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Receivables</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,719,885</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>744,387</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Equity contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Investments,</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>1,175</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Payables</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Investments,</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Receivables,</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Payables,</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Net assets&nbsp; &#8212;</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Net assets&nbsp; &#8212;</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Unrealized</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>Unrealized</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><FONT size=1 face=sans-serif>Interest rate contracts</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>appreciation</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>11,057,919*</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>depreciation</FONT>&nbsp;</TD>

   <TD width="20%" noWrap align=right><FONT size=1 face=sans-serif>12,264,605*</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="20%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$13,032,311</FONT></B>&nbsp;</TD>

   <TD width="20%" noWrap align=left>&nbsp;</TD>

   <TD width="20%" noWrap align=right><B><FONT size=1 face=sans-serif>$14,090,340</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="100%" colSpan=5>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>* Includes cumulative appreciation/depreciation of futures contracts as reported in the fund&#8217;s portfolio. Only current day&#8217;s variation margin is reported within the Statement of assets and liabilities.</FONT></P>

<P style="MARGIN: 0px"><FONT size=1 face=Arial></FONT>&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>85</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_87"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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="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 width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>not accounted</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>for as hedging</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Forward</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>instruments</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>currency</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Options</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Warrants</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Futures</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Swaps</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Credit</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$485,990</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$485,990</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Foreign</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>exchange</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>1,684,287</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>1,684,287</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Equity</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>8,540</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>8,540</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Interest rate</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(1,026,804)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(252,320)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>1,709,464</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>430,340</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(1,026,804)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$8,540</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(252,320)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$1,684,287</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$2,195,454</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$2,609,157</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><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>

<P style="MARGIN: 0px"><STRONG><FONT size=1 face=Arial></FONT></STRONG>&nbsp;</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 width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>Derivatives</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>not accounted</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>for as hedging</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Forward</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>instruments</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>currency</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>under ASC 815</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Options</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Warrants</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Futures</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>contracts</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Swaps</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Credit</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$(776,737)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>$(776,737)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Foreign</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>exchange</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>2,041,185</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>2,041,185</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Equity</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(6,787)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(6,787)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>Interest rate</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD>

   <TD width="14%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><FONT size=1 face=sans-serif>contracts</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(495,619)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(62,331)</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>196,007</FONT>&nbsp;</TD>

   <TD width="14%" noWrap align=right><FONT size=1 face=sans-serif>(361,943)</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" noWrap align=left><B><FONT size=1 face=sans-serif>Total</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(495,619)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(6,787)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(62,331)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$2,041,185</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$(580,730)</FONT></B>&nbsp;</TD>

   <TD width="14%" noWrap align=right><B><FONT size=1 face=sans-serif>$895,718</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="98%" colSpan=7>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><B><FONT size=1 face=sans-serif></FONT></B>&nbsp;</P>

<P style="MARGIN: 0px"><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 2012, 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, 2013 (based on shares outstanding as of October 7, 2012). 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, 2012 (based on shares outstanding as of October 7, 2011). Repurchases are made when the fund&#8217;s shares are trading at less than net asset value and in accordance with procedures approved by the fund&#8217;s Trustees. For the reporting period, the fund did not repurchase any of its outstanding common shares.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>At the close of the reporting period, Putnam Investments, LLC owned approximately 765 shares of the fund (0.001% of the fund&#8217;s shares outstanding), valued at $4,007 based on net asset value.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>86</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_88"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=1 face=sans-serif>Note 6: Transactions with affiliated issuers</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Transactions during the reporting period with Putnam Money Market Liquidity Fund and Putnam Short Term Investment Fund, which are under common ownership or control, were as follows:</FONT></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 width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>Market value at</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>Market value</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>the beginning</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>at the end of</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>of the reporting</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>Investment</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>the reporting</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><B><FONT size=1 face=sans-serif>Name of affiliates</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>period</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>Purchase cost</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>Sale proceeds</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>income</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>period</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="96%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><FONT size=1 face=sans-serif>Putnam Money Market</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><FONT size=1 face=sans-serif>Liquidity Fund*</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>$6,987,387</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>$93,701,638</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>$100,689,025</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>$18,125</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>$&#8212;</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="96%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><FONT size=1 face=sans-serif>Putnam Short Term</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD>

   <TD width="16%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><FONT size=1 face=sans-serif>Investment Fund*</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>63,185,031</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>17,374,812</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>3,473</FONT>&nbsp;</TD>

   <TD width="16%" noWrap align=right><FONT size=1 face=sans-serif>45,810,219</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="96%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="16%" noWrap align=left><B><FONT size=1 face=sans-serif>Totals</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>$6,987,387</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>$156,886,669</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>$118,063,837</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>$21,598</FONT></B>&nbsp;</TD>

   <TD width="16%" noWrap align=right><B><FONT size=1 face=sans-serif>$45,810,219</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="96%" colSpan=6>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>* Management fees charged to Putnam Money Market Liquidity Fund and Putnam Short Term Investment 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&#8217;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: Market, credit and other risks</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. Investments in foreign securities involve certain risks, including those related to economic instability, unfavorable political developments, and currency fluctuations. The fund may invest in higher yielding, lower rated bonds that may 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&#8217;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"><B><FONT size=1 face=sans-serif>Note 9: New accounting pronouncement</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>In January 2013, ASU 2013-01 </FONT><I><FONT size=1 face=sans-serif>&#8220;Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities&#8221; </FONT></I><FONT size=1 face=sans-serif>replaced ASU No. 2011-11 </FONT><I><FONT size=1 face=sans-serif>&#8220;Disclosures about Offsetting Assets and Liabilities&#8221;</FONT></I><FONT size=1 face=sans-serif>. The updates create new disclosure requirements requiring entities to disclose both gross and net information for derivatives and other financial instruments that are either offset in the Statement of assets and liabilities or subject to an enforceable master netting arrangement or similar agreement. The disclosure requirements are effective for annual reporting periods beginning on or after January 1, 2013 and interim periods within those annual periods. Putnam Management is currently evaluating the application of ASU 2013-01 and its impact, if any, on the fund&#8217;s financial statements.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>87</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_89"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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 31, 2013 annual 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 width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=right><B><FONT size=1 face=sans-serif>Votes for</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=right><B><FONT size=1 face=sans-serif>Votes withheld</FONT></B>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Liaquat Ahamed</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,497,546</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,557,383</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Ravi Akhoury</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,490,831</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,564,098</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Jameson A. Baxter</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,513,463</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,541,467</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Barbara M. Baumann</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,686,670</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,368,260</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Charles B. Curtis</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,535,812</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,519,117</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Robert J. Darretta</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,605,208</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,449,722</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Katinka Domotorffy</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,526,355</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,528,575</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>John A. Hill</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,551,098</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,503,832</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Paul L. Joskow</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,557,717</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,497,212</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Elizabeth T. Kennan</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,428,295</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,626,634</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Kenneth R. Leibler</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,672,050</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,382,879</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Robert E. Patterson</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,573,978</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,480,951</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>George Putnam, III</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,660,315</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,394,614</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,717,792</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,337,138</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=1 face=sans-serif>W. Thomas Stephens</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>56,540,045</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=right><FONT size=1 face=sans-serif>2,514,884</FONT>&nbsp;</TD></TR>

<TR>

   <TD width="99%" colSpan=3>

   <HR SIZE=1 noShade>

</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif></FONT>&nbsp;</P>

<P style="MARGIN: 0px"><FONT size=1 face=sans-serif>All tabulations are rounded to the nearest whole number.</FONT></P>

<P style="MARGIN: 0px"><FONT size=1 face=Arial></FONT>&nbsp;</P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>88</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_90"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<P style="TEXT-ALIGN: left"><B><FONT size=4 face=sans-serif>The Putnam family of funds</FONT></B></P>

<P style="TEXT-ALIGN: left"><FONT size=2 face=sans-serif>The following is a list of Putnam&#8217;s open-end mutual funds offered to the public. </FONT><I><FONT size=2 face=sans-serif>Investors should carefully consider the investment objective, risks, charges, and expenses of a fund before investing. For a prospectus, or a summary prospectus if available, containing this and other information for any Putnam fund or product, call your financial advisor at 1-800-225-1581 and ask for a prospectus. Please read the prospectus carefully before investing.</FONT></I></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="50%"></TD>

   <TD width="50%"></TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Growth</FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Income</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Growth Opportunities Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>American Government Income Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>International Growth Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Diversified Income Trust</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Multi-Cap Growth Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Floating Rate Income Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Small Cap Growth Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Income Trust</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Voyager Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>High Yield Advantage Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif></FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif></FONT><FONT size=2 face=sans-serif>High Yield Trust</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Blend</FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Income Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Asia Pacific Equity Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Money Market Fund*</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Capital Opportunities Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Short Duration Income Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Capital Spectrum Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>U.S. Government Income Trust</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Emerging Markets Equity Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Equity Spectrum Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Tax-free income</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Europe Equity Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>AMT-Free Municipal Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Equity Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Tax Exempt Income Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>International Capital Opportunities Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Tax Exempt Money Market Fund*</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>International Equity Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Tax-Free High Yield Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Investors Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Multi-Cap Core Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><I><FONT size=2 face=sans-serif>State tax-free income funds:</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Research Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Arizona, California, Massachusetts, Michigan,</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif></FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif></FONT><FONT size=2 face=sans-serif>Minnesota, New Jersey, New York, Ohio,</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Value</FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>and Pennsylvania.</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Convertible Securities Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Equity Income Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Absolute Return</FONT></B>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>George Putnam Balanced Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Absolute Return 100 Fund<SUP>&#174;</SUP></FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>The Putnam Fund for Growth and Income</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Absolute Return 300 Fund<SUP>&#174;</SUP></FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>International Value Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Absolute Return 500 Fund<SUP>&#174;</SUP></FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Multi-Cap Value Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Absolute Return 700 Fund<SUP>&#174;</SUP></FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Small Cap Value Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>* </FONT><B><FONT size=2 face=sans-serif>An investment in a money market fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the fund seeks to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in the fund.</FONT></B></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT></FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>89</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<A name="page_91"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="50%"></TD>

   <TD width="50%"></TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Global Sector</FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><I><FONT size=2 face=sans-serif>Putnam RetirementReady</FONT></I><FONT size=2 face=sans-serif><SUP>&#174;</SUP> </FONT><I><FONT size=2 face=sans-serif>Funds </FONT></I><FONT size=2 face=sans-serif>&#8212; portfolios</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Consumer Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>with automatically adjusting allocations to</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Energy Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>stocks, bonds, and money market instruments,</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Financials Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>becoming more conservative over time.</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Health Care Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Industrials Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2055 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Natural Resources Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2050 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Sector Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2045 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Technology Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2040 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Telecommunications Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2035 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Global Utilities Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2030 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif></FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif></FONT><FONT size=2 face=sans-serif>RetirementReady 2025 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><B><FONT size=2 face=sans-serif>Asset Allocation</FONT></B>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2020 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><I><FONT size=2 face=sans-serif>Putnam Global Asset Allocation Funds </FONT></I><FONT size=2 face=sans-serif>&#8212;</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>RetirementReady 2015 Fund</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>portfolios with allocations to stocks, bonds,</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>and money market instruments that are</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><I><FONT size=2 face=sans-serif>Putnam Retirement Income Lifestyle</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>adjusted dynamically within specified ranges</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><I><FONT size=2 face=sans-serif>Funds&nbsp;</FONT></I><FONT size=2 face=sans-serif>&#8212; portfolios with managed</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>as market conditions change.</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>allocations to stocks, bonds, and money</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>market investments to generate</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Dynamic Asset Allocation Balanced Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>retirement income.</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Dynamic Asset Allocation</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Conservative Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Retirement Income Fund Lifestyle 1</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Dynamic Asset Allocation Growth Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Retirement Income Fund Lifestyle 2</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Dynamic Risk Allocation Fund</FONT>&nbsp;</TD>

   <TD width="50%" noWrap align=left><FONT size=2 face=sans-serif>Retirement Income Fund Lifestyle 3</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="50%" noWrap align=left>&nbsp;</TD>

   <TD width="50%" noWrap align=left>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>A short-term trading fee of 1% may apply to redemptions or exchanges from certain funds within the time period specified in the fund's prospectus.</FONT></P>

<P style="TEXT-ALIGN: left"><FONT size=1 face=sans-serif>Check your account balances and the most recent month-end performance in the Individual Investors section at putnam.com.</FONT></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>90</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>



<!--$$/page=--><A name="page_92"></A><BR>

<DIV style="PADDING-LEFT: 0%; 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"><FONT size=2 face=sans-serif>Founded over 75 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 width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Investment Manager</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Trustees</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert R. Leveille</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Putnam Investment</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Jameson A. Baxter, </FONT><I><FONT size=2 face=sans-serif>Chair</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Management, LLC</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Liaquat Ahamed</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Chief Compliance Officer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>One Post Office Square</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Ravi Akhoury</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Boston, MA 02109</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Barbara M. Baumann</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Michael J. Higgins</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Charles B. Curtis</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and Treasurer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Investment Sub-Manager</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert J. Darretta</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Putnam Investments Limited</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Katinka Domotorffy</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Janet C. Smith</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>57&#8211;59 St James&#8217;s Street</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>John A. Hill</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President,</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>London, England SW1A 1LD</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Paul L. Joskow</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Principal Accounting Officer,</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Elizabeth T. Kennan</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>and Assistant Treasurer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Marketing Services</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Kenneth R. Leibler</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Putnam Retail Management</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert E. Patterson</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Susan G. Malloy</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>One Post Office Square</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>George Putnam, III</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Boston, MA 02109</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Assistant Treasurer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>W. Thomas Stephens</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Custodian</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>James P. Pappas</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>State Street Bank</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Officers</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>and Trust Company</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert L. Reynolds</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>President</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Mark C. Trenchard</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><B><FONT size=2 face=sans-serif>Legal Counsel</FONT></B>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Ropes &amp; Gray LLP</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Jonathan S. Horwitz</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>BSA Compliance Officer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Executive Vice President,</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Principal Executive Officer, and</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Judith Cohen</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Compliance Liaison</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Clerk, and</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Associate Treasurer</FONT></I>&nbsp;</TD></TR>

<TR>

   <TD width="33%">&nbsp;</TD>

   <TD width="33%"><FONT size=2 face=sans-serif>Steven D. Krichmar</FONT>&nbsp;</TD>

   <TD width="33%">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Nancy E. Florek</FONT>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Principal Financial Officer</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President, Proxy</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Manager, Assistant Clerk, and</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><FONT size=2 face=sans-serif>Robert T. Burns</FONT>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Associate Treasurer</FONT></I>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Vice President and</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD width="33%" noWrap align=left>&nbsp;</TD>

   <TD width="33%" noWrap align=left><I><FONT size=2 face=sans-serif>Chief Legal Officer</FONT></I>&nbsp;</TD>

   <TD width="33%" noWrap align=left>&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="97%"></TD>

   <TD width="2%"></TD></TR>

<TR vAlign=bottom>

   <TD width="97%" noWrap align=right><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD>

   <TD width="2%" noWrap align=right><FONT size=1 face=sans-serif>91</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>





<P><A name="page_93"></A></P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P>&nbsp;</P>

<P><BR>&nbsp;</P>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<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&#8217;s NAV.</FONT></B></P>

<DIV align=left>

<TABLE style="WIDTH: 80%" border=0 cellSpacing=0>



<TR>

   <TD width="2%"></TD>

   <TD width="97%"></TD></TR>

<TR vAlign=bottom>

   <TD width="2%" noWrap align=left><FONT size=1 face=sans-serif><FONT size=1 face=sans-serif>92</FONT></FONT>&nbsp;</TD>

   <TD width="97%" noWrap align=left><FONT size=1 face=sans-serif>Master Intermediate Income Trust</FONT>&nbsp;</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>

<HR align=center SIZE=2 width="100%" noShade>




<!--$$/page=-->
<A name="page_94"></A><BR>

<a name="_bclPageBorder94"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
</DIV>

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



<!--$$/page=-->
<A name="page_95"></A><BR>

<a name="_bclPageBorder95"></a><DIV STYLE="WIDTH: 100%; PADDING-RIGHT: 0%; PADDING-LEFT: 0%">
<IMG src="masterintermediatex95x1.jpg" border=0>
<BR>
</DIV>











































	<font face=sans-serif size=2>


<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 2. Code of Ethics:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not Applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 3. Audit Committee Financial Expert:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not Applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 4. Principal Accountant Fees and Services:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not Applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 5.  Audit Committee</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not Applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 6. Schedule of Investments:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>The registrant&#8217;s schedule of investments in unaffiliated issuers is included in the report to shareholders in Item 1 above.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 7. Disclosure of Proxy Voting Policies and Procedures For Closed-End Management Investment Companies:</u>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 8. Portfolio Managers of Closed-End Management Investment Companies</u>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(a) Not applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(b) There have been no changes to the list of the registrant&#8217;s identified portfolio managers included in the registrant&#8217;s report on Form N-CSR for the most recent completed fiscal year.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 9. Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers:</u>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0  cellpadding=0><tr>
     <td width=5%></td>
     <td width=35%></td>
     <td width=15%></td>
     <td width=15%></td>
     <td width=15%></td>
     <td width=15%></td>
</tr>

<tr valign=bottom><td></td>	<td>Registrant Purchase of Equity Securities</td>			<td></td>	<td></td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td></td>	<td>Maximum</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td>Total Number</td>	<td>Number (or</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td>of Shares</td>	<td>Approximate</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td>Purchased</td>	<td>Dollar Value)</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td>as Part</td>	<td>of Shares</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td>of Publicly</td>	<td>that May Yet Be</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td>Total Number</td>	<td>Average</td>	<td>Announced</td>	<td>Purchased</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td>of Shares</td>	<td>Price Paid</td>	<td>Plans or</td>	<td>under the Plans</td></tr>
<tr valign=bottom><td></td>	<td>Period</td>	<td>Purchased</td>	<td>per Share</td>	<td>Programs*</td>	<td>or Programs**</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td></td>	<td></td></tr>
<tr height=24 valign=bottom><td></td>	<td>October 1 &#8211; October 7, 2012</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>October 8 &#8211; October 31, 2012</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>November 1 &#8211; November 30, 2012</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>December 1 &#8211; December 31, 2012</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>January 1 &#8211; January 31, 2013</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>February 1 &#8211; February 28, 2013</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr height=24 valign=bottom><td></td>	<td>March 1 &#8211; March 31, 2013</td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>&#8212; </td>	<td>6,569,062</td></tr>
<tr valign=bottom><td></td>	<td></td>	<td></td>	<td></td>	<td></td>	<td></td></tr></table><br>

<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>

<br>
<table width=95% border=0 cellspacing=0 cellpadding=1>
<tr valign=top><td width=5% align= right>*&nbsp;&nbsp;</td>
<td width=95%>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 fund to repurchase of up to 10% of its fund&#8217;s outstanding common shares over the two-years ending October 5, 2007. The Trustees have subsequently renewed the program on an annual basis. The program renewed by the Board in September 2011, which remained in effect between October 8, 2011 and October 7, 2012, allowed the fund to repurchases up to a total of 6,569,062 of its shares. The program renewed by the Board in September 2012, which will remain in effect between October 8, 2012 and October 7, 2013, allows the fund to repurchases up to a total of 6,569,062 of its shares.
</td></tr></table>


<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>

<br>
<table width=95% border=0 cellspacing=0 cellpadding=1>
<tr valign=top><td width=5% align= right>**&nbsp;&nbsp;</td>
<td width=95%>Information prior to October 7, 2012 is based on the total number of shares eligible for repurchase under the program, as amended through September 2011.  Information from October 8, 2012 forward is based on the total number of shares eligible for repurchase under the program, as amended through September  2012.
</td></tr></table>


<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 10. Submission of Matters to a Vote of Security Holders:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Not applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 11. Controls and Procedures:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(a) The registrant&#8217;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&#8217;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&#8217;s rules and forms.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(b) Changes in internal control over financial reporting: Not applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Item 12. Exhibits:</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(a)(1) Not applicable
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(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.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>(b) The certifications required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, are filed herewith.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>SIGNATURES</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>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.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>Putnam Master Intermediate Income Trust</u>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>By (Signature and Title):
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>/s/Janet C. Smith</u><br>Janet C. Smith<br>Principal Accounting Officer<br>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Date: May 24, 2013
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>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.
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>By (Signature and Title):
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>/s/Jonathan S. Horwitz</u><br>Jonathan S. Horwitz<br>Principal Executive Officer<br>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Date: May 24, 2013
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>By (Signature and Title):
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td><u>/s/Steven D. Krichmar</u><br>Steven D. Krichmar<br>Principal Financial Officer<br>
</td></tr></table><br>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>Date: May 24, 2013
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>
<table width=95% border=0 cellspacing=0 cellpadding=1><tr>
<td width=5%></td>
<td width=95%></td>
</tr>
<tr><td></td><td>
</td></tr></table>




























</BODY>
</HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>b_074certifications.htm
<DESCRIPTION>EX-99.CERT
<TEXT>

<html>

	<head>
		<TITLE>b_074certifications.htm</TITLE>
	</head>
	<body>
	<font face=sans-serif size=2>

<br><br>

<table width=95% border=0 cellspacing=0 cellpadding=1>
<tr>
<td width=5%></td>
<td width=95%></td>
</tr>	<tr><td></td><td><u>Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Jonathan S. Horwitz, the Principal Executive Officer of the funds listed on Attachment A, certify that:</td></tr>
<tr><td></td><td><br>1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:</td></tr>
<tr><td></td><td><br>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;</td></tr>
<tr><td></td><td><br>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;</td></tr>
<tr><td></td><td><br>4. The registrant&#8217;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:</td></tr>
<tr><td></td><td><br><br>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;</td></tr>
<tr><td></td><td><br><br>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;</td></tr>
<tr><td></td><td><br><br>c) evaluated the effectiveness of the registrant&#8217;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</td></tr>
<tr><td></td><td><br><br>d) disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td></tr>
<tr><td></td><td><br>5. The registrant&#8217;s other certifying officer and I have disclosed to each registrant&#8217;s auditors and the audit committee of each registrant&#8217;s board of directors (or persons performing the equivalent functions):</td></tr>
<tr><td></td><td><br><br>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&#8217;s ability to record, process, summarize, and report financial information; and</td></tr>
<tr><td></td><td><br><br>b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant&#8217;s internal control over financial reporting.</td></tr>
<tr><td></td><td><br>Date: May 23, 2013</td></tr>


<tr><td></td><td><br>/s/ Jonathan S. Horwitz</td></tr>
<tr><td></td><td>_______________________</td></tr>
<tr><td></td><td>Jonathan S. Horwitz</td></tr>
<tr><td></td><td>Principal Executive Officer</td></tr>

<tr><td></td><td><br><br><br><u><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><u>Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Steven D. Krichmar, the Principal Financial Officer of the funds listed on Attachment A, certify that:</td></tr>
<tr><td></td><td><br>1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:</td></tr>
<tr><td></td><td><br>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;</td></tr>
<tr><td></td><td><br>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;</td></tr>
<tr><td></td><td><br>4. The registrant&#8217;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:</td></tr>
<tr><td></td><td><br><br>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;</td></tr>
<tr><td></td><td><br><br>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;</td></tr>
<tr><td></td><td><br><br>c) evaluated the effectiveness of the registrant&#8217;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</td></tr>
<tr><td></td><td><br><br>d) disclosed in this report any change in the registrant&#8217;s internal control over financial reporting that occurred during the registrant&#8217;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#8217;s internal control over financial reporting; and</td></tr>
<tr><td></td><td><br>5. The registrant&#8217;s other certifying officer and I have disclosed to each registrant&#8217;s auditors and the audit committee of each registrant&#8217;s board of directors (or persons performing the equivalent functions):</td></tr>
<tr><td></td><td><br><br>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&#8217;s ability to record, process, summarize, and report financial information; and</td></tr>
<tr><td></td><td><br><br>b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant&#8217;s internal control over financial reporting.</td></tr>
<tr><td></td><td><br>Date: May 23, 2013</td></tr>
<tr><td></td><td><br>/s/ Steven D. Krichmar</td></tr>
<tr><td></td><td>_______________________</td></tr>
<tr><td></td><td>Steven D. Krichmar</td></tr>
<tr><td></td><td>Principal Financial Officer</td></tr>


<tr><td></td><td align=center><br><br><br><br><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><font size=+2><b>Attachment A</b></font></td></tr>
<tr><td></td><td align=center><br>Period (s) ended March 31, 2013</td></tr>


<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Master Intermediate Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam California Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam American Government Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam International Growth Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam U.S. Government Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Liquidity Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Diversified Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Balanced Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Growth Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Conservative Fund</td></tr>




</table>
			</body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.906 CERT
<SEQUENCE>3
<FILENAME>c_074noscertification.htm
<DESCRIPTION>EX-99.906 CERT
<TEXT>

<html>

     <head>
          <TITLE>c_074noscertification.htm</TITLE>
     </head>
     <body>
     <font face=sans-serif size=2>

<br><br>

<table width=95% border=0 cellspacing=0 cellpadding=1>
<tr>
<td width=5%></td>
<td width=95%></td>
</tr>     <tr><td></td><td><u>Section 906 Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Jonathan S. Horwitz, the Principal Executive Officer of the Funds listed on Attachment A, certify that, to my knowledge:</td></tr>
<tr><td></td><td><br>1. The form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2013   fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and</td></tr>

<tr><td></td><td><br>2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2013 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.</td></tr>

<tr><td></td><td><br>Date: May 23, 2013</td></tr>

<tr><td></td><td><br>/s/ Jonathan S. Horwitz</td></tr>
<tr><td></td><td>______________________</td></tr>
<tr><td></td><td>Jonathan S. Horwitz</td></tr>
<tr><td></td><td>Principal Executive Officer</td></tr>


<tr><td></td><td><br><br><br><u><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><u>Section 906 Certifications<br><br></u></td></tr>
<tr><td></td><td>I, Steven D. Krichmar, the Principal Financial Officer of the Funds listed on Attachment A, certify that, to my knowledge:</td></tr>
<tr><td></td><td><br>1. The form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2013   fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and</td></tr>

<tr><td></td><td><br>2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended March 31, 2013 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.</td></tr>

<tr><td></td><td><br>Date: May 23, 2013</td></tr>

<tr><td></td><td><br>/s/ Steven D. Krichmar</td></tr>
<tr><td></td><td>______________________</td></tr>
<tr><td></td><td>Steven D. Krichmar</td></tr>
<tr><td></td><td>Principal Financial Officer</td></tr>






<tr><td></td><td align=center><br><br><br><br><br><br><br><br><br><hr weight=2 noshade><br><br><br><br><br><font size=+2><b>Attachment A</b></font></td></tr>
<tr><td></td><td align=center><br><font size=+2><b>N-CSR</b></font></td></tr>
<tr><td></td><td align=center><br>Period (s) ended March 31, 2013</td></tr>


<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Master Intermediate Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam California Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam American Government Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Income Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam International Growth Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam U.S. Government Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Money Market Liquidity Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Tax Exempt Money Market Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Diversified Income Trust</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Balanced Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Growth Fund</td></tr>
<tr><td></td><td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Putnam Dynamic Asset Allocation Conservative Fund</td></tr>

</table>
               </body>
</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>4
<FILENAME>masterintermediatex1x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex1x1.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_\``$0@#
M:0(^`P$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<48IV*,5XIZ8S%)BGXI,4#&XI,4[%&*0#<4F*?BDQ0,;28I
MV*,4@&XI,4[%&*`&TF*?BDQ2&-Q1BG8HH`9BC%.Q1BD`W%&*=BDQ0,;BC%.Q
M1BD`W%)BGXI,4`-HQ3L48I`-Q28I^*3%`#<48IV*,4`-Q28I^*3%%QC<48IV
M*,4@&XHQ3L48HN`W%)BGXI,47`;13L48HN`W%&*=BC%%P&XHQ3L48HN,;BDQ
M3Z,4K@,Q1BG8HQ1<!N*,4[%%,!N**=10`W%&*=10`W%&*=10(;BC%.HQ2N`F
M*,4N*,47`2EQ2XHQ1<!,48I<4N*+@-I<4N*,47`3%+BEQ12N`E+BEQ1BBX"8
MHIV*,4K@6\4F*?BD(KI,AN*3%/Q28H`;BDQ3L48I`,Q1BG$48H&,Q1BGXI,4
M@&$48I^*,4@&8I,4_%&*!C,48IV*,4@&XI,4_%)B@8W%&*=B@BD`S%&*=BC%
M%P&XI,4_%&*0#,48I^*3%`QN*,4[%&*`&8HQ3\4F*0#<48IV*,47`;BDQ3\4
MF*0#<48IV*,4#&XI,4_%&*+@,Q1BGXHQ1<!F*,4ZC%%P&XHQ3L48HN`W%&*=
MBC%(!F*,4[%&*`&XHQ3J,4[@-HI<48HN`F*,4N*,47`3%&*7%&*+@)BC%+BC
M%`"8IDLL<*[I9$C4G&6(`S4N*JWUO)/]G$9*[9=Q88X&TCO]:J-F[,3;2T)8
MY8I<>7(C[@2-K`Y`ZT":(J6$J$!=Q(8<#U^E0/#-%/%,BF?;&R$9"GD@Y[#M
M5(Z7<+#($(\P6ZQ@YX;A@P_45I&$'NR'*2Z&G]HA\WRO.C\S^YN&?RISRQQE
M1)(B%N`&8#-4'MIV-U%]GR)MNV0L,+\H&>N>"*EOK:9I`\",7V;=V5*GV8'M
M].:7)&Z5PYGV+?F1@$F1<!MI.>A]/K0)8BBN)$VN0%;<,$^U5S:$ZBDVWY-N
MYL'C>,`''T)_(53ATJ2.WMB=Q:-HV,61A#D;C^7]?6DHP:U8.4NQIQSPR2&.
M.:-W'558$C\*<LL3LRI(C%>H#`XK*BLKLR;2'0!I,,Q7"AMV",<YY'7WJPMM
M*_D+]F6#R0<L&'S?*1@8[<]\=*<H06S$I2?0OJ5=0RD,I&00<@BG8JMIPE2U
MBAF@>(QQJN2RD$@8XP35O%8R5G8T3NAN*7%+BEQ4W`MXI,4Z@UUF(W%)BG48
MI#&XI,4ZDI`-HQ3J,4#&48IV**0#,44[%&*0QM!%+BBD`W%&*7%%`Q,4E.HQ
M0`W%&*=BDQ2`3%)BG44AC<4F*=BB@!N*,4[%)2`2C%+1B@!,4E.HQ2`;BC%.
MQ10,;1BG4F*`$Q28IV*,4@&XHQ3L48H`9BC%.HI7`;BC%.HQ1<!N*,4[%&*`
M&T8IV*2@8W%%.Q1BBX#:,4N*,47`3%)BG48HN`W%&*=BC%,!M%.Q1BE<!M&*
M=BC%,!M+2T8HN`E&*7%&*5P$I:6BBX"44[%:)BM5D@A:`DR(IWASP3[5I"FY
M];$2ERF;BBKDEND=K(V,NDVS=GMBI[G3@94%N,*3AAG.T]<U7U>;6G]7)]K$
MS:*N7\,44D8A^ZR9SG.:JXK*I%PDXLN,N970E%+BEQ6=QELTE.Q28KM,1N*3
M%/I*0#<48IV*2@8VBG4F*0#:,4[%)BD,;BBG48I`-I*=1B@8VBG8I,4@$HI<
M48H`;13L48I`-HI:*0QN*,4[%&*`&8HQ3\4F*0QM&*=BC%%P&XHIV**5P&XH
MQ3J,4`,Q1BG8HQ2`;BC%.Q12`;BC%.Q1B@8S%&*?BDQ2N`W%&*=11<!N*,4Z
MC%%P&8HQ3\48HN`S%&*=BC%%QC,48I^*3%%P&XI,4_%)BBX#:*=BC%.X#:*=
MBC%%P&T4[%&*+@-HQ3L48HN`W%+BEQ1BD`E%.Q1BBXA,5?EO0OE^2L9*Q@;R
MO(-4L48JX59034>I,HJ6Y/YJFQ:,MF0R[OTJ2YNSY\I@?Y)%`/Y55Q1BG[>5
MK+^M_P#,7(KW)KJ1)%A"'.V,*>.]08I:6LYR<W=E)65A,44N*7%0,M44M%=Y
MB-Q28IU%(!M&*6C&3@#)I`-Q1BI?(E_YY/\`]\FD\F7_`)YO_P!\FGRR[!S(
MBQ1BG$$'!I*@8W%&*6B@8F*3%.HI`-Q1BG4E(!*2G4E`Q**6BD`E%+24@$HI
M:*!B44M%(!**6DQ2&%)BEHH`3%&*6C%(!,48I<48H`;BC%.Q28I`)BC%+BBE
M<!,48I:*`&T4[%&*5QC:*=BC%%P&T8IV**+@-Q12T8HN`VBG8HQ1<!N*3%.Q
M10`W%&*7%&*+@)BDQ3J*8#<48IU%`#<4N*6EH`;BEQ1S2XI7`3%&*7%&*`$I
M:6BD`F*,4M%`"4M%%`!1BEHI`6Z2EI*[S`*2EHI#$IT7^M3_`'A3:=%_K4_W
MA3C\2$]C3GF$*!B"<G'%0"_3/*-BG:A_J%_WOZ&LZN[$5YPG:)A3IQE&[-22
M..ZAR.IZ-Z5E$$$@]16I9(R0?-QDY%5(3F_R.A8FIKQY^23T;'3?+S+HBK15
M_4O^6?X_TJG%_KD_WA7)4I\D^2YM&7-'F(ZM:>BO.P=0PV]",]Q5G4?]0O\`
MO?T-%C.K(L0!W*,GTKHA14*RBV9RJ.5.Z15OU5)P%4*-O0#%5:UYKI(7VL&)
MQG@51#B2]5QG!<=?K48BG%3TEN]ATY/EU16I_E2$9\ML>N*U[@QJ@>49"G('
MO44-ZDL@3:5)Z9JGA81ERRF+VTFKI&515_4857;(HQDX-06DRPR%G&01Z<US
MRH\E3DD_F:*=X\R1$(92,B-S_P`!-,92IPP(/O6B=1&>(SCZU/\`N[R#IP?S
M!K98>G/2G*[(=64=9+0QL48J:$%;I%/4.!^M:EP8U0/*,A3D#WK*EA_:1<F[
M6*G5Y6E8R/)D*[A&V/7%,Q6M!>I-)LVE2>F:=*D$+&X=>1_.M?JD91YH2TZD
M^V:=I(RO)DQGRWQZ[34=:T-\DL@0J5)Z9J'4X5&V51@DX-14PT?9N=.5[#C5
M?-RR5C/Q12T5Q&XE%+12&)12T4`)1112`3%&*6BD`E%+10`E%+12`2BEHI`)
M28IU%,!N*6EHI`-Q12T8H`3%)3J3%`Q*0T[%%`#:,4ZDI@)BC%+11<!*6BBB
MX!1112`**6B@!*6BB@`HHHH`*,444`&**6DH$6Z#117>8B4444`)3HO]:G^\
M*;3XO]:G^\*(_$@>QIRF,+^]V[<_Q"H_,M5Y'ECZ"FZA_J%_WOZ&L^N^O7<)
MV21STZ?-&]RY<7@92L6>>K&H+3_CY3ZU#3X7\N96/0'FN3VLIU%*1MR*,6D6
MM2_Y9_C_`$JI%_KD_P!X5ISPK<1@9QW!J"*T6%Q)(X.#P/>NBM0G*KS+8RA4
MBH6ZCM1_U"_[W]#4&G?Z]O\`=_J*GU'_`%"_[W]#5?3V`N,'NN!14?\`M*''
M^$PU#_CX_P"`BH(/^/B/_>'\ZOW5H9I`RL!Q@YJFJ>7>(F<X<<_C6->G*-7F
M:T;+A).%D6]2_P!2O^]5"'_7)_O"K^I?ZE?]ZJ$/^N3_`'A1BOX_W!2_AE_4
MO^/=?][^AJ&SM%E7S),[<\#UJ?4O^/=?][^AI;!U:WV9Y7.171*$9XFTNQDF
MU2T(GELT.WR]WN!5BU:%D;R1@9Y%4FL)@V%VD>N:NVL(AC*9!;.6IT/:.?O1
M27H%3EY='<S\?\3#_MK_`%JUJ?\`J5_WOZ55_P"7_P#[:_UJWJ7^I7_>_I7/
M#^%4+E\<2A;_`/'Q'_O#^=7M3_U"_P"]_2J-O_Q\1_[X_G5[4_\`4K_O?TJ:
M/^[S*G_$B4(?]='_`+P_G6AJ?_'NO^^/Y&L^'_71_P"\/YUH:G_Q[K_O_P!#
M2H?P*@5/XD3,HHHK@-PHHHH`****0Q*,4M%(!,48I:*`$Q1BBEI`)BC%+12`
M3%&*6B@!,44M%`"448I:`&T4N**0"4F*=24QB8HI:,4`)1BEHH`2BEHH`2BE
MHH`2BEHH`2BEHH`2BEI*`"BBB@`I**#3L`44E%,"Y1117:8B4444@"@'!R.M
M%%`Q6D=QAG9A[FF4M)2;;W`****D"2.>6,81R!Z=::\TDA!9R2.GM3:2JYY6
MM?0.57O8<TCN,,[,/0G--!(.1P:**AMO49-]KGQCS#^0J(LQ;=D[LYSWI**<
MIRENP44MD*\CN,,[,/<YIHX.0<$445+;>HQS2.XPSLP]"<TBNR-N4D'U%)12
MYG>]PLB8W<Y&/,/Y"HUED7.UV&>3@TRBFZDWNV)12V0NX[MV3NSG/>E:1W&'
M=F'N<TVBINQV`$@@@X([TYI'<8=V8>YS3:*5W:P6`<'(."*<TCN,.[,/0G--
MHI7:5@L&*,444AABC%%%(`Q1BBBD`8HQ11B@`Q28I:*0"8I<448I`&*,444`
M&*,444`&*,444`&*,444`&*2EHH`3%&*6DQ0,3%&*6B@!,44M%`"44M%`#:*
M=10`VBEHH`2BBBG8`I*6DHL`444E.P!FBDHI@%%)246&7J**2NPQ"BBBD,*`
M"S!1W.*2G1?ZU/\`>%"U8GL2R6<B(6)4@>AJO6U]:S+J'R9>/NMR*ZL3AU37
M-'8RI5.;1D%65LI64'*C/8FBSA\R3<P^5?U-:-/#X937-,52JXNR,6DHJ:.U
MED`(7`/<FN*,92=HJYNVEN0T5:-A,!U4_C5>1&C;:X(-$Z4X:R0E*+V8VDI\
M<;R-M1234_V";'5?IFB-*<U>*&YQ6[*M.5'?.Q6;'H,TZ2&2+[ZD>_:KMA$\
M8<N,!L8YJZ5!SJ<K5B9S48W1GL"IPP(/H:2KES;3/<.RID'H<BJA!!(/45G5
MIRIR::T*C)20E%6([*9QG`4?[1I)+.6,9(#`>E'L:EN;E8<\;VN0445*EM,Z
M!U3*GOD5G&,I.T5<;:6Y%14T-K+,,J`!ZFHF4JQ4]0<4.$DE)K1@I)NPVK$M
MG)#&78J0/0U!6K??\>K?4?SK>A2C.$Y/HO\`,B<VI)+J9-%21Q/*VU!DXSUI
MPM9C)LV_-C/6N=4YR5TBW)+=D-%6FL9E7/RM[`U7P<X[T3I3A\2L"DI;"K&[
MC*HS#U`S32,'!X(K4LHGBA*N,'=GK526UF+NVSC)/45T3PDHTXR2=WY&<:J<
MFBM12@$G`&35A;&9AD[5^IKFA2G4^%7-)24=RMBBII;66(989'J*BJ9PE!VD
MK`I)["8HQ4SVTL:[G3`^HIWV27RC(0%`&<'K5>QJ7MRL7/'N5Z*EC@EE7<BY
M&<=13H[660G``P<9-*-*I*UHO4'-+J045/+:R1#<0"/4416LLHR``/4T_85.
M;EY7<7/&U[D%%6);66)=Q`([D5!4SIR@[25AJ2>PE%2Q022_<7CU[5*;"8#J
MI]@:J-"I-7C'03G%:-E6BG,C(Q5@01V-`4DX`R36=G>Q5QE.C7?(JYQN(%65
ML9F&3M7V)I%MY(9X]XXW#D=.M;K#U$TY1=B?:1Z,+JU$"!@Y.3CI206;3Q[P
MX'..E6=1_P!2O^]4%N;KR_W/W<^W7\:Z:E*E#$./*VK;(SC*3A>Y6==CLN<[
M213:<^[>V_[V3GZU,EE,XSM"CW-<2IRG)J"-N9):LKT8JTUA,!QM/T-5F4HQ
M5@01V-.=&</B5@4U+9@L;OG8C-CK@9I&4J2&!!'8UI:?$\8<NN`V,<U#=6LT
MEP[(F0>AR*Z'A)*DII.[Z6,U57,T4J2E/!(/45/'8SR#.`H_VC7/"E.;M%7-
M')+<K458ELIHE+$!@.I6JU.5.4':2L"DGL%%)034V*"DHI#18!:2BDS3&!HI
M**!EZBDS1FN@R"BDHI`+3HO]:G^\*93HO]:G^\*<?B0/8T+UBD:,IP0X_D:<
MP6[M^.,]/8TS4/\`4+_O?T-5;2?RI,,?D;K[5Z-2JHUG"6S.6,;PNMT7'9;2
MWP.O0>YI;,DVX).22?YU0N9O.DS_``C@5>L?^/9?J?YTZ553K6CLD$X<L+O<
MRZL1W4JQB-`#COC)J!%WNJ^IQ6G(R6D(VK[#WKBP\).\^:R1M4:T5KE9;JX1
M@9`2O?*XJ>_0-;[^ZGK4`U"3/**15F\.;-CTZ?S%=4)1E2FN:^G4R::DG:PS
M3@/)8CJ6YJO+-=1N2Q(Y].*B@N'@;*\@]0:O)?1/PX*_7D5G3J0G34.;E:*E
M%QDW:Y3GN7G558`8ZX[U<L9VE5@P`"``8J*]MD$?FQ@#'4#I1IG_`"U_#^M%
M/VD,0HS>_P#D$N5T[I"SWDD<S(JK@>HIEC&))6D8=.GUJ*\_X^G^O]*LZ:1Y
M;CN#FIA)U,1RS>B;')*-.Z&W5VZR%(S@+U-.L[II&\N3DXX-+->>5*R&$'!Z
MYZ_I3/[0':$?]]?_`%JT]K&-7F=3Y69/*W&RB0WL0CG^48##-7;/FT0?7^=4
M;FX^T%3MVX]\U>L^+1/Q_G4X9P>(DX;6_P`@J7]FK[D<UXL)\N-0=O'L*SV.
MYBQ[G-!R3D]:*X:U>55Z[&\(*.PE:M]_QZM]1_.LNM2^_P"/9OJ*Z,+_``JO
MI_F9U?BB5=._U[?[O]14]W<F%@J`;B,DFH-._P!>W^[_`%%&H?\`'P/]T5<)
MRAA+Q[DM)U=2>SN6F8H^,@9!%5[Y0ESD=P#2Z?\`\?!_W32ZA_KU_P!W^II3
MG*>%YI;IC24:ED6K69IHRS``@XXJM+>R!G3:N,D=#4NG_P"H;_>_H*HR_P"M
M?_>-56K5%0A)/5DPC'G:L6]/B&#*1SG`ID]Y(9"(SM4>W6K%B<VX'H34;7NU
MBIA&0<=?_K53Y84()3Y;^0:N;TN/M)S.K))@D?J*I7$8BF91TZBK(OP.D7_C
MW_UJKW$OG2;MNWC&,YK#$5*<Z2CS7DO(J$9*5[61J.%*Y;H.:HS7N\,BK\I&
M,FK-X2+9L>U9F*WQU>4)<D>J(HP35V:&G_ZAO][^@J*>[=9"L>`%..G6I=/_
M`-0W^]_051E'[U_]XU%6K*GAX<KL5&*<W<TK>3SX<L!Z$56GNW60K'@!>.E2
MZ?\`ZAO][^@JE+_K7_WC55Z\U0A)/5BA!<[1HV\OGQ98#/0BL[RLW!C'][%7
M;#_5-_O5`AQ?$G^^:FM^\ITG/J$?=E*Q9GD%M"`@YZ"JB7DJMECN'<8J[<3>
M2H;9N!..O2J_VX?\\1^?_P!:M<1)1J6]IRVZ69,%=?#<DO(Q)!Y@ZCG/M3-/
MB&TR$<YP*9)>[XV3R\9&.M6+$YMP/0FB#I5<2I1UT_$'S1IV9!<7KARL7`'&
M<=:=;71D<1R@$GH<53=2KE3U!I]LI:X0#US7)#$UG5U?78U=./*6M1_U*_[U
M+IW^H;_>_H*-1_U*_P"]1IW^H;_>_H*[?^8SY&7_`"Z*$W^N?_>-3+=SE`D8
MZ#&0,FFK'YMX4/0L<U=N)EM45409/05R4:<O>J<W*C24EHK79!#=3B15F4E6
M.,E<8I=30;$D[YQ38[^1G"LBG)QQ4NI_\>Z_[X_D:Z+J>'DN;F]2=5-:6%L)
MVF5E8`!``,5%<7TD4[(JH0/4&C2_^6OX?UJM??\`'W)]?Z5,ZLUAHR3UO_F-
M1BZC1-I\0EE:5Q]T\?6EO+UUE,<1VA>"?>GZ6P\MU[@YHGOO)F9#`#@]=W7]
M*J-HX=>]RWZB=W4>EPL;QI7\N0@G&0:JZA"(KCY1A6&<5/\`VF.T`_[Z_P#K
M56O+K[25.S;M]\UG5J4Y4>5RYFO(N$9*=[617S2&BDK@.@,TF:#24`%%&:2G
M8`HI*,T#+U%%%:7("BBDH`6G1'$J$GC<*9123L[A8OW\B/"`KJQW=CGL:H44
M5=:JZLN9DPCRJP5HV<L:VZAG4'G@FLZBG1K.E+F2"<.=6%5BK!AU!S6F3%=Q
M8S[X[@UET44J_L[IJZ8IPYM2\;>"W.^1\XZ#UJ2[EC:U8*ZDG'`/O6;25I]:
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ME><%2&&WJ#5>BCVS]E[*P<OO<Q8L659R6(`QW-+?,KS`JP8;>Q]ZK4M'MG[+
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MX![@]Z3['"#DL<>F:HTE;_6U)+VD$VB?9V^%V+-V\)"K&`2.XZ4VUG$+$-]T
M_I4%%8O$2]I[1:,KD7+RFE)##<?-GGU4TP&"V(52"Q(!.>E9])6[QBOS*"3[
MD^RZ-Z%V_D1XE"NK'=V.:6PD1(6#.JG=W..PJA2=*GZT_:^UL/V:Y>4E$OEW
M1D'(#'IW%7Y$BO$!#=.A':LJD-*EB.1.,E=,<H7LT]316&WM7#/)N?/`]*34
M98W@4(ZL=W0'/8UGTE4\3[CA&-DQ*GK=LMZ=,L<C*YP&Q@FKDUK!(QD?CU.<
M"L>DIT\2HPY)1NARIWE=.Q8@G^SW!9>4S@CVJ^\=M>J&#?-Z@\UD&D-32Q'(
MG&2NNPY4[NZ=F:Z6]M:?.[<CNQ_I65</&\S-$NU">!3*2E5K*:48QLAPA9W;
MN%(:*2L#0*2C-%`PI**2F`44E%`R_1249IDBT4E%`"T4E%(!:*OW=M%'`S(F
M",=S6?6E6E*E+ED1":FKH6DHHK$L*6DHH`6DI:*`"BBBD(****0!12T4`)2T
M44@"BBB@`HHI:!"44M&*`"BK%I'&Y;S`#C&,G%6OL]O_`'1_WT:ZJ6$G4BI)
MHSE5478S:*TS:P#JH'_`C36M[<*<`9Q_>-:/`5%U7]?(GVT3/HHI<5P&PE&*
M6B@0444M`"44M%`@HHJQ]E_<^9O_`(<XQ6D*4JE^5;"<DMRO12T5F,2BEI*8
M"4444`)0:*0TQB&D-+2&@!*2E-)3`*2BBF`AI*6DH&!I**2@8&D-%)3`*0FE
MIM,84AHHH`2BBDH&%)2TE,`I*#24#+]%%%3<044447`6BDHI"-6^_P"/5OJ/
MYUGVT8EF5&)`.>GTK0OO^/5OJ/YU2L?^/M/Q_E7HXI)XB*?E^9S4G:FRRU@@
M<88A.^34@M+=E^4?B&J+4G("(#P<DU!9,5N5`/#<&JE*C"M[/DW$E.4.:XRX
MA,$FT\CJ#2V\#3M@<`=35C4NL9^O]*GM@(K,-CMN-9+#1=>47LM2G4?(GU8S
M[);1@;SS_M-BFRV,97=$V/J>*HN[2.68Y)I1(X0H&.T]14O$47=.&GXCY)K7
MF!$9W"*,DU>2RB1<RMG\<"FZ<@P[]^E07DIDG89^53@"G",*5)59J[>P2<I2
MY4[%HVD$B_NSCW!S5*6%H7VM^!]:2&1HI`RGZCUK0OE#6^[^Z<BFU3KTI2BK
M-"O*$DF[IE>UMDFC+,6!!QQ4J6<:<RMU/`SBG:?_`*AO][^@JE<.7G<GUQ3?
MLJ5*$W&[8O>E)JY<FLD*DQ9#>F>M)'9QHH\XY8]LX%/L6+6_/\)P*I7#%YW)
M]<5=5T81C54-^G04>=MQN6Y;)"I,?![<\&J%:%@Q:`@]C@565`UZ5/3>:RQ%
M.$U"<%;F*A)IM/H2068*[Y20/2I1!;/\JD9]FI]S')(@5"`.^:K"SF!!!4$>
M];RIJDU"-/F7<A2YM7*Q'<6YA;U4]#45:5PNZV;=U`S6;7%BZ*I3]W9FM.3D
MM0I\/^NC_P!X?SIE20_ZY/\`>'\ZYX?$BGL6[_\`U2_[U4:O7_\`JE_WJHUU
M8[^,S.E\);^RH8`X+;BN<>]/2T14^?YF^M31D+;H3T"@_I6?),\C$DG'85TU
M50HJ,G&[:,XN<KJY/!;))$&8MD^E5:T+3_CW7\:SZY<33C&G3:6Z_P`C2#;;
MN6+:W25"6)&#CBH63$I1>?FP*MV/^J;ZU`6"W18]`_\`6JJ4X*C![7W$I/F:
M)Q;11KF5LGZXH^SPR#]VV/H<U)+$LZ`AOH155[>6/D<CU%=56"IZ*FG'OU(B
M[]=1(HU>;83D<\BKVP>7Y?.,8K,K0/\`QZ?\`_I6>"G&TE;^NPZJ=T03VZ1Q
M[E+9SWJM2TTFN"K.,Y7C&QK%-+46DI":3-9E"T4F:3-,!:0TF:":!A249I,T
MP"DH)I*`"DHS13`2BBDH&%)2TVF`4E+24QB&DI324#$I*6D-,!***2@84E%!
MI@)1124#+]%)165P%I<TE%%Q"T4E+2N!JWW_`!ZM]1_.J5C_`,?:?C_*GSWO
MG1%/+VY[[J@@E\F57QG';-=]>M"5>,XO16_,YX0DJ;3+6I?>C^AJ"S_X^D^O
M]*+FX^T%3LV[??-,AD\J57QG':LJE6,L1SIZ7148M4[=2WJ?_+/\?Z5-:,);
M4*>PVFJ5S<_:-OR;=N>^:9#,\+[D/U'K6OUF,<0YK6+(]FW32ZA+"\3$,#['
MUIR6TK(7"G`]>]6EU!,?,C`^W-,EORPQ&NWW-2Z6&5Y<^G8?-4VL+IS@%HSU
M/(IEY`RREU!*MSQVJL&*L&!((YS5V._XQ(G/J**=2G4I>RJ.UMF$HRC+FB5H
M(&E<``[>YJ[?N%AV=V/Z4Q[]<?(A)]ZIR.TCEF.2:<JE*C3<*;NWU$E*<DY:
M6+^G_P"H;_>_H*HR_P"M?_>-2V]UY"%=F[)SG.*A<[G9NF3FLZU6$J,(IZHJ
M,6I-LOZ?_J&_WOZ"J,O^M?\`WC4UO=>0A79NR<YSBH6.YF;IDYHK582HPBGJ
M@C%J3;+NG_ZIO]ZJY?9>%CT#G^=+;W/DH5V;LG/7%0NV]V;&,G-.=:/LH*+U
M0E%\S;ZFC=*[1AHF.1Z'J*HB28G`=R?3)J2"Z:(;6&Y?Y5/]MCZA&S6TYTJ[
MY^?E?5$)2AI:Y6E$Z*-[-AO>H:FFN&FX/"^E15PUG%R]QMKS-8WMJ%/A_P!<
MG^\/YTRG(VUU;&<'-1!VDFQO8N7_`/JE_P!ZJ-3SW'G*%V8P<]:AKHQ=2-2K
MS1>A%-.,;,T#_P`>?_`/Z5GU8^U?N?+V?PXSFH*K%58U.7E>R%3BU>Y?LSF`
M>Q-4WB='*[3[<4Z"8PGIE3U%6#>)CA6S6W-1K4HQG*S1%I1DVEN/M8S'%\W!
M)SBJ<@+3L!R2Q_G4JWA&=RYR?7I4'FD2F1>"3FIKU*4H0A%Z(<5)-MC_`-[`
M<9*_RJS;3-+D,.G<5&MZI&'3\J'OE`Q&G/O6M*5.D^:-33L*2E+1K4AN`%G8
M#I5S!:TP.24_I6:SEB2>IJQ!>B--CJ2!T(K+#U8*I+FT3*G%V5NA`0P&2#CZ
M4TFI[J\66/8JGKU-5-U<M6$(RM!W-(MM:H?FDS3-U)FH*L/S29IN:,T`.S29
MIN:,T`.S29I,TF:8["YHI,T9H`**3-)0`IHI**8!2444#$I#2FD-,8E!HI*`
M$H)HI#3`*0TO:DIC$-)2TE`!2&E-)3&7:6DHKFN,7-%)2T"%HI*6@!:*2EH$
M%+244"%HHHH`*6DI:`"EI*6@04444`%+24M`@HHI:`"BBB@`I:!10(****`"
MEI**`%HI,T9H$+1FF[J3-,!^:":CW4FZBP6'YI"U,W4F:=AV'[J:6IA-)NIC
ML/+4W--+4F:!V'[J3-,S29H"Q)FDS3,T9IA8?FC-,S1F@+#\T9IF:,F@+#LT
M9IN:,T`.HS3<T4P%HI,T9H`4TF:3-&:`%HI,T4P"DHHH&%)124P"DI:2@84E
M+24P$I*4TE``:2E-)3&7*6DHKE&+2TE%`"TM)2T""BBB@0M%%%`"BEI!2T"$
MH%%+3`*6DHH$+1110(6BBB@`I:2B@!:*2C-`AU%-S1F@!<T9IN:3-`#\TF:;
MFDS3`?FDS3,TF:=AV'DTTFFYI-U`6'$TF:;FFYICL/)II--)I-U`[#LTF::6
MII:@=AY-(33-U)FF.P_=2;J831FBP#\TN:CS2YI@/S1FF9I<T"L/S1FF9I<T
M`.S1FFYI<T`+FC-)FB@!V:,TVBF`M%)FC-`A:,TF:*`#-%%)3`6D-%)0,***
M2F`4444P$-)2FDH&%)2TE`%RBD%+7(,6BDI:`%%+3:6@0M%%%`A:*2EH`6BD
MHIB'44E%`"T4E&:`%I:;FES0(7-&:;1F@!U&:;FDS3`=FC--S29I@/S2$TW-
M)F@!V:3--S2$TPL.S29IN:3-`[#R::33<TA-,+#LTF::329H'8<329IF:0FG
M8=AQ:D)IN:3-%AV'9I,TW-&:86%S29I,TE,8N:,TE%`#LT`TVES0`N:7--I:
M!#LT9IN:7-`#LTN:9FES0*P[-&:;FEH`=FC-)FB@0N:*;FEH`=29I**8"YI,
MT44`%%%)0`M)113`*2EHIC$S24M)0`4444`6A2TE+7(4%+24HH$%,GE6""29
M_NQJ6/T`S3Z;(4$;&0@(`=V>F*:W$8=K-K6I0"\M[BW@C8G9$5SG!QR<5K:>
M]XUO_IT<:2@D?(<@CUK+CT5,>=I.HRPHW("MN3_/UJ%-2O)M&U))"'GMOD\U
M.`PS@D?3!/Y5W3@JFD+6OVLT8)N.YK'6=.%S]G-TGF9QWQGZ]*GO+VWL8A+=
M2>6A;:#M)Y_#Z5SD,5Q-H2V\>CHR-'D3>>F<X^]_GZ4:XLZ>&+-+I2LRRA6!
M8'H&QR/;%+ZM!S4;];;K[]`]H[-F^NJV+7?V5;E#-G&WW],],TTZSIPN/(^U
MQ^9G'M^?2L?Q5:6]OID#0PI&RRA05&#C!_PJQXAL;6'093%;QH8MNTA0"/F`
MZ_C2C2I/E>OO:#<I*_D7-4N9(;NQ2.\6`2O@H8]WF<CC.#CK[=:LWFHVEB!]
MJF6//0'))_`5@7[EW\..QRS%"3ZGY*T;N]:75?L5K;0RSQIN:28X"`XXZ9]*
M'15H_.^RV8<VK+UGJ%K?`FUG63'4#@C\#43ZSIZ>=ON54PML<%3P>>!QST/2
ML:,30^+K<21PQ/)$=XA)(;AN>@]!^5.T2WAFUC5FEB1RLQ`W#.,LV?Y4W0A%
M.3O:R?XV$IMZ'06UU#=PB6WD61#W%4_[=TWR1-]J786VCY3G/';&>XK/\-@1
MWVJPIQ&DWRJ.@Y8?T%0^%;2WGTR=IH4=FD*$LN>,#_&AT81YG*]E;\0YY.UC
M>DOK:*S^UM*/(P#O'(Y..U/^TQ?9?M6_]SL\S=@_=QG..O2N2M&9_!EX.3ME
M``]!E#_C6UYB?\(IG<,?8]N<]]F,?G2GAU'3SL$9M_<7AJ-HUF+L3*(#T<@C
MOCO45MK%A=RB.&Y5G/`!!&?IFL>RO4M?#]A$8%GDG=EC1NF=YY/XD5%XA%U%
M;033PVL;K*-KPDY'!..1[5:PT7)Q?=I:KH)S=KFG<W<Z>)[2U60B!XBS)V)P
MW^`K4EE2&)Y9#A$4LQQT`K#NS_Q6-E_UQ/\`)ZT]3/\`Q*[O_KB__H)K.I%7
M@NZ7YLJ-]0BU2SF\GRYU)FSL&#DXR.GX&DN]4L[.0)<3JCG^'!)_2LWPU90#
M3XKID#3,3AFYV@$C`]/_`*]4M+EN6>[D_LU;J1Y2)&:51M_V<'M6GL(<TDGH
MO1"YW9>9TAN8?LQN!(#"%+%UY&!55M;T]8TD:Y4+)]W@YZXZ8R.E9EG!<VVD
MZFD\/E1E7:-=X;&0<CCTXJ7P[!;-I`;8C.Q829&>_3\L4G2A%.3=[/H-2DVD
MC9CE2:,21.'1NA!R#56XU6QMI?*EN$5\X(Y./KCI65HK.D&IK;_-$CMY//?G
M_P"M4OA^&WDTH.R([NS>:6&23GO^%)T8PYG+96_$:DW:QK&XB%N9]X,04MN'
M(QZU!'J5I+Y7ESJ3-G8,')QD=/P-8U@<:;J\<9S;IY@CYSQ@_P#UJG\/6<(L
M(KED#2L3AFYVX)''I_\`7JI480C)M[/]`4VVK`->C359XII56U5<*VPYW<9'
M\ZV=V0".AK#ME4^*;L%5(\H<8]EK:S4UXQ7+RKHBJ=W>X[--S116!J%)2TE`
M!112T`)24ZDI@)12XHQ0`E%+BC%`"4M&**`"EI**`%HI*6@0N:*2C-`#LT9I
M**8AU%-I<T`+FC-)FC-`"YHS110(****8!1110,*2BBF`4E%%`!1110!:I:2
MEKD*"BBB@0M-=$D1DD4,K#!4C((I:"0!DG`%,#(D\.6+.6C,T(/58WP#^=:%
MI96]G;&""(+&<[@>=WU]:;_:=A_S^VW_`']7_&IHIHITWPR)(O3<C`BMISJM
M6FW8A1@GH9Q\/618X:=8CR85D(0_A5F_TRWO[1+:0O''&P*B,@8P",<CWJS'
M('B63H",\]J@_M.P_P"?VV_[^K_C1SU9.]W="Y8H34M/BU.W6&=G55?>"A`.
M<$=Q[U)?6D=]:/;2E@CXR5//!S_2GQ3Q3)OAD21/[R,"*(KB&9F6*5'*?>"L
M#M^M2I35O+\!V3^95ETF"7[#N>3_`$+'EX(YQCKQ_LBEN]+M[JX%P6EBF`QY
MD3[21Z5:23>7`'W3C]`?ZTU[B&-U225$9CA59@"3[52J5+Z,7+$IQ:-;17T5
MXC2F6,$?,^=V<C)SR3SZ^E2V>GPV=Q<S1LY:Y;>X8C`.2>./>I)KRV@?9-<P
MQMC.UW`/ZTD5[:S/LBN89'_NJX)IN522UO8$HIC+/3XK.XN9HF<M<MO<,1@'
M)/''O1INGPZ;;M#`SLK-O)<@G.`.P]JM9I,U+J2=[O?]!J*13LM+M[.SDM%W
MR12$EA(0<Y`'8#TJJOARP4./WK*P.%9\A"1C(]_KFM;-)FJ5:HFW?<.2/8H_
MV/:_8(K-M[)$248MA@22>H^M0SZ#;7$(2::Y<@@AVDW-].>*T\T9IJM46J8<
MD>Q5EL(I-2BOF9_-B7:`"-N.?;W-33QK/!)"Y(612I(ZX(Q3B:,U',W:_0=D
M0V=JEE:I;Q%BB9P6//)S_6JMUI%M<3-,&EAD;[S1-MW?6K^:0FJ4Y)\R>H<J
M:M8I2V<=MI-S!;1GYHWX')8D'\S6?IVCQS:;"9A/!*<APIVEAN.,@^U;F:3-
M:*M-1:3ZW$Z:;N1VUO%:0B*!`B#M5*;1K665I%,L6_EUC?`;ZBM"BHC4E%W3
M*<4U:Q`+2%+-K2-=D3*5.WKS_6BTMDL[9((RQ1,X+'GDY_K4U%)R;5FQ\J*5
MUI=O=7`G8R))C!*-C(]ZN`8`'I2T4W-M)-[`HI;!11BEQ4C$HI<4E(`HHHH`
M**7%&*`$HI<48H`2BEHQ3`2DI<44`)BBEHI@)12T4`)2T44Q!1FBB@!:*2B@
M!:***`%HI**8A<T9I*6@`S124M,`HHI*`"BBB@`HHHH`M4M%%<A04444""D(
M!!!Y!ZT4URP1BJ[F`X7.,TT!S6N+I\$J644$,$DF"\Q3A%]O>M[3;>WM;*..
MU8-%C(;.=WO64^NP&)H;ZQE6<@J8BF0WTJUX=MIK72U2<%69BP4]5'I_7\:[
MJRE[%*6EO.]_,PA;GT+UL`;2,'D%`#7/:XNGP2I9100PR28+S%.$7V]ZZ"`L
MMDA5=S!,A<XSQ60^NP&)H;ZQE6<@J8BF0WTJ:',IMI7^8ZEN6S+T&G6;Z4MI
M&2]NV&W*W+=\YK/\-QI#?:K%&,(DH51Z`%JM^';::UTM4G!5F8L%/51Z?U_&
MJV@?\A/5_P#KM_[,U4V^6K&]U_P165XNQL0GYYO]_P#H*Y_5;&"TUC3I(00T
MUQN<DYS\R_XUOPGYYO\`?_H*R-?_`.0GI'_7;_V9:G#MJI9=OT'42Y?Z[ES5
MDL88'O+JV25E``RN2?050\-P6KN]X'C-PW_+-!@1#TQ_6KE]JALKG;<6LAMB
MO$JC//O5*Q(OM>%];0O%;K&0S%<>8?\`./RJX*2HM/1=[_@)VYU8Z#-%-S1F
MN(V%S29I,TF:8Q2:3-)2&F`I-)FBDH`,T9I**8!1110,*2EHH`3%+110`444
M4`%%%%`!12T4`)BEQ12T`)BBEHH`**7%&*0"4E.Q10`VD(I^*2F`VBEQ1BF`
MVBEHH$)BBEHI@)12T4P$HHHH`****`%HI*6F`4444`%%%%,04444`%%%%`!1
M110!;I*6D-<A09HS124"%I***8!1244P$C41QJ@R0HQS2T4E`"T4E&:`&JH4
ML1GYCD_EC^E.S244P"DS1FDI@+249I*`"@FBDI@&:***8Q*2EHH`2BBEH`2B
MEHH`2EHHH`**,4M`"8HQ2T8H`**7%&*`$Q1BEHH`3%+2XHQ2`2BEQ10`48I:
M*0A*,4M%`Q,4E.HH`9013L4F*8A,4F*=BD-,!,4E.I*8"44N**8"44M&*`&X
MHQ2XHI@)BEHHH`****8!1110`4444Q!1110`444M`%FBBDKD*"BBBF(*2BB@
M`HHI*8!1244`%%%)3`7-)113`2B@TE`!1113&)12TE`!111BF`4E+10`E+11
M0(**,4N*`$HI:*`$Q2XI<44`)12TM(!*,4N*,4`)BBEQ1B@`HI:,4@$HQ2XI
M<4#&XI:=12`;1BG44@&XH-.I,4P&XHIU)BF(;BC%+1BG<!M&*6@T`)BDIV*3
M%,!**7%)BF`E%+13`3%%+10(2BEHQ3`2BC%+3`;12T4`)2T44P"BBC%`%FDI
M:2N0H***0TQ!1124`%%!I*8!1113`#24M)0,****8A**6B@!M%.I*8"44M%`
M"44N*,4P$HI<48H`2BEI:`&TN*6B@!,44M&*`"BEQ12`3%+BBEQ0`E%+0*0"
M44M+0`F*,4M%(`HI:,4@$HQ2@4N*!B8HQ2XH-(!,48I:*`&XI,4Z@BFA#**=
MBD-,!,4E.Q24P$I,4ZDQ3`3%%+BBF(;12T4P$HIU(10`F*3%.HI@)BC%+BC%
M`AM%+BC%,!**6BF`E%%+3`GI*=2&N0H2D-+BBF`E%%%,!**7%&*`$I*6BF`E
M%+24P"C%%%%@#%)2XHQ3`2BEHI@)1BEHH`3%+BEHH`2C%+10`E&*7%&*`$Q1
M2TM`#:*=12`2C%+BC%`"8I:7%%`"4N**6D`E%+12`2BEQ1BD`48I:*0"4M%%
M(84AI:0T`%`HH%`!12T4Q#:,4N*,4P&TE.Q13`;BDIU%,0VC%.I*8#<4M+13
M`3%)3J3%`"44M%,0E%+BDQ3`3%&*7%&*`$HI<44P&T4ZB@!C:A:J<&7'_`3_
M`(4W^T[/_GM_XXW^%4)+8ELYIGV/=T%>I_9U+N_Z^1Q?69FE_:5G_P`]O_'3
M_A1_:-H?^6O_`(Z?\*H"QIXLO:C^SJ7=_P!?(/K,RY_:-I_SU_\`'3_A1_:%
MK_SU_P#'3_A586/M2_8/:C^SZ7=_U\@^LS+'V^V_YZ_^.G_"C[?;?\]/_'3_
M`(5`+#VIWV#VI_V?2[O^OD/ZS,E^W6W_`#T_\=/^%'VZV_YZ?^.G_"H_L'M1
M_9_M1_9]+N_Z^0?69DGVZV_YZ?\`CI_PH^VVW_/3_P`=-,%A[4O]G^U']GTN
M[_KY"^LS[#OMMO\`\]/_`!TTGVVW_P">G_CIH_L_VH_L_P!J/J%+N_Z^0?69
MA]MM_P#GI_XZ:/MMO_ST_P#'31_9_M1_9WM1]0I=W_7R#ZS,7[;;_P#/3_QT
MT?;;?_GI_P".FD_L[VI1IWM1]0I=W_7R']9F'VVW_P">G_CIH^V6_P#ST_\`
M'32_V=[4?V=[4?4*?=_U\@^LS#[9;_W_`/QTT?;(/[__`(Z:4:=[4O\`9WM1
M]0I]W_7R#ZS,;]LM_P#GI_XZ:/MEO_?_`/'32_V=[4?V=[4?4*7=_P!?(/K,
MQ/MD']__`,=-'VRW_O\`_CII?[.]J/[.]J/J%+N_Z^0?69B?;+?_`)Z?^.FC
M[9;_`//3_P`=-*-.]J7^SO:CZA2[O^OD'UF8GVR#^_\`^.FC[9;_`-__`,=-
M.&G>U+_9WM1_9]+N_P"OD'UF8S[9;_W_`/QTT?;+?^__`..FG?V=[4?V=[4?
MV?2[O^OD'UF8GVRW_P">G_CIH^V0?\]/_'32_P!G>U+_`&;[4?V?2[O^OD'U
MF8W[9;_W_P#QTT?;+?\`YZ?^.FG?V;[4O]F^U+^SZ7=_U\@^LS[#/MEO_P`]
M/_'32_;+?^__`..FG?V;[4?V;[4?V=2[O\/\@^LS[#?MD']__P`=-'VR#^__
M`..FG_V;[4O]F^U']G4N[_#_`"#ZS/L1_;(/[_\`XZ:/M<']_P#\=-2?V;[4
MO]F>U+^SJ7=_A_D'UF?8B^UP?W__`!TT?:X/[_Z&IAIOM2_V9[4?V;2[O\/\
M@^LS[(@^UP_W_P#QTT?:H?[_`/XZ:L#3/:C^S/:C^S:7=_A_D'UF?9%?[5#_
M`'_T-`NH?[_Z&K']F>U']F>U']FTN[_#_(/K,^R*_P!JA_O_`/CII?M</]__
M`,=-3_V9[4?V9[4?V;2[O\/\@^LS[$'VN#^__P".FD^U0_W_`-#5C^S/:C^S
M/:C^SJ7=_A_D'UF?8K_:H/[_`/XZ:/M4']_]#5C^S/:C^S/:G_9U+N_P_P`@
M^LS[%;[5#_?_`/'31]JA_O\`Z&K/]F>U']F>U']GTN[_`*^0OK,^Q6^TP_WO
MT-)]IA_O?H:M?V9[4?V9[4_[/I=W_7R#ZQ/L53<P_P!_]#1]IA_O?H:M?V9[
M4?V9[4?V?2[O^OD'UB15^TQ?W_T-'VF'^]^AJU_9GM1_9GM1_9]+N_Z^0?6)
M%7[3#_>_0T?:8O[_`.AJU_9GM1_9GM1]0I=W_7R#ZQ(J?:8O[WZ&C[3%_>_0
MU;_LSVH_LSVI_4*?=_U\@^L2*GVF+^]^AH^TQ?WOT-6_[,]J/[,]J/J%/N_Z
M^0?6)%3[3%_>_0T?:(O[WZ&K?]F>U']F>U'U&GW?]?(/K$BG]HB_O?H:/M$7
M][]#5S^S/:C^S/:CZC3[O^OD'UB16\M0W//O4@C&!CG\*7C&[K2JQZKFNTYQ
MNW':G`"EP3S0!CK3`<H%/"BFBG"@!P44[:*:*>*`#:*-HI:6@!`H]*<%%)3A
M0`;!1L%**6D`@0>E&P>E.I:`&;%]*4*OI3L4N*8#=H]*4(OI2XI12`0*OI2[
M1Z44M`#=H]*-H]*6DI@)M'I2;5]*=2&@`VKZ4H4>E(*<#2`7:/2EVCTHI0:`
M$VKZ4;5]*6E%`";5]*-@]*6B@!-J^E+M7THHH&&U?2C:/2EI10`FQ?2G!%]*
M!2T``1?2EV+Z4HI:`$V+Z4NQ?2E%%``$7TI=@]*44M`#=@]*-@]*=10`W8/2
MC8/2G44`-V#THV#TIU%`#=@]*-@]*=10`W8/2C8/2G44`-V#THV#TIU%`#=@
M]*-@]*=10`W8/2C8/2G44`-V#THV#TIU%`#=@]*-@]*=10`W8/2C8/2G44`-
MV#THV#TIU%`#=@]*-@]*=10!S0(S2Y"D^E1+P>AIV3QGI3$2K2@4U:>*`%Q3
MJ2E%`"BG"D%.%`"BB@4Z@`I11BB@!:,TE+B@!U+24M(!:6DI13`6C%)2BD`8
MHI:3%`"4444P$IM.Q28H`2G`TV@<T`/!I0:8.*<*0#LTH-)29H`?FBFYI10,
M6BBEQ0`4M%%`"TM)2B@!PI::*<*`%%%(*6@!PI:05E^(;LV^G^6A`DG;RQSR
M!W/]/QJHQYG9$RDHIMD-YJTLTC1:>5"*<&<C.3_LCO\`6LJZM)+C'G7$TK#I
MN;./H*T]+CC0C(&Q`!SZDX%)%?32:BMK&(D?<06\O.,`_P"%=4?=TBMCCE[R
M3D]SG1=7M@0+:ZE0)G"[LK^1XKI-"\0+J3&WN`L5T,D`?=<>WO[?C]*5GJ$D
M]^8Y8;<Q(&:0B(9P`37/ZS";+591"2FU]\97C`/(Q52BINS5F*G)P5T[H])J
MC<:SIEK,T-QJ%M%*OWD>4`C\*=I-[_:&F076,&1?F&,#<.#CVR#7E?C;_D;+
M_P#WE_\`0%KCMK9G>M3T[_A(-&_Z"EG_`-_E_P`:OQR)*@>)U=#T93D&O*(O
M!.JS:7'?PM;R))&)5C5SOP1GN,9_&H_!NL7&F:U;PJ[&WN)!')'VYX!^HXHL
M.QZ]17(WOCZQL[ZXM7L[AF@D:,D%<$@X]?:M[5-5CTS1WU&6-WC0*2JXS\Q`
M_K4V$:%1?:8,X\Z//IN%8.A>,+77+_[)!;31ML+[GQC`^GUKS)IA;ZV9V!(C
MN=Y`[X;--(=CW"BN=L?%UK>Z1>ZBEM,L=IC<I(RV?2JMGX_TRYD=98Y;=40M
MN?'..P`ZFBPCK**XM/B/IYF"M9W"QD_?R"0/I73SZK:0:4=2,A>U"!]R*6R#
M[?C2L!=HKBI/B18!OW=C<L/5BH_J:U-$\8:;K%P+9/,@G;[J2@#=]"*=@.AH
MKGO$'BVUT&^2UGMYI6>,2`IC&"2._P!*IS?$#3([**98I7EDS^Y!&4`./F/;
M-%@.MHKF-+\<Z7?^8)]UHR*7_>D88#T([^U4I/B/8+,5CL[AXP?OY`)_"BS`
M[2BJ>EZE;:M8I=VCEHVXP1@J>X(JY2`****`.87)/S?AFG`"F?Q9]*E4\@XI
MB%48IPI.].%`"TH%(.E#':I8YP!GB@#+U+74T_4(K8Q[U;!D?./+!.,UJ33Q
MV\+33-MC49+>E<M'I6I:E'=W+-'"+MN8Y4.X`'CZ?_6K8TL27VA?9[N-TDV&
M%PZD$\8SS[8H`OK?6K2PQ"92\Z[XQ_>'7--.JV(A:8W,8C1]A8G^+TKD(K#4
MUMC?&.07%DR1Q)L.649SQWZC]:O'3IK&VTFX:U>YCAW--$J[F#-SG'?']*!G
M21ZG926KW*7*-#']]@?N_6L?7?$ILQ`=.:"<.6#E@3@C:1T(]:I/:SW,>K7D
M-G+;PS1!$A*89VR.=OY_G53Q-9Q66G:5'%&$)1B_&"6PF2?>@#KKS5;*S=HI
M;F))MN0C'\L^E)HM^^HZ9'=2(J,Y;(7H,$BL-XY++4-46XTV:[-V28I$CW#!
MSP3VQQ^57-&M+AO"1MMK13LDB@."I!).*0C2BU?3Y;C[/'>1-*3@*&ZGV-4H
M->-SKYL(5A\E#@NS?,QQV'U_E6*T$USIEKID.DS0W<;C=.4VJN.K;JV-'M#'
MX@U21X,+E#&Y3`/!S@_X4`7YM0>+68[,^4(FA,C$D[^_;TXI8=<TR:5(X[V)
MGD.%&>I]*SK^"9O%<4JQ.8Q9,N\*<9^;C/K67%ISKX>TMA9L+A;P%SY9WA<M
MU[XZ4`=4NJ636DET+A/(C;:[_P!T\<'\Q39M9TZW9%FNXT9U#`$\X/3/I^-<
M[?:7='7'L(HW^P7DRSR,%.U<9W#/;)_I4&H6=W;:CJ*R0W3Q71RC06ZR!E],
MGE<=.*!G6W>J6-EL^TW4<?F#*Y/4>OTJE=>([&UOH+=I%*2KO,H/RJ,9'US6
M%J]C+;)9&""^:>*W"*XA#J1D_(P[=??Z58O([B.[T>\N-,:4K$RS1PQ9YQ@#
M%`&S%JH%W?I<M$D-KM^8$DC/J*FMM5L;J?R+>ZCDEQG:#7/W=K<&3Q&1!*?-
M$?EX0_/]/6I6T\QZMHI@MC&H@99'1,;3M[GUY[TQ&P^N:7'(\;7L(9/O#-+=
M:@L"^8(VDC(0@J>3N8*,#\:XVX$EEX?GL9+*W;;)_P`?2RJ<G=V`YSV^G6M^
MSUL?VK;Z.UIR(D_>E_\`IF&Z8_K2&;-M<"Y@$JJR`EAAA@\$C^E2YH``Z4AH
M$&:=GO4?-.'O0!(*4TQ3S3OI0`M**04M`QPI<T@HH`=12"EH`6@44HH`6EI*
M7-`"TM(*6@!PKFO&#;7L3_O_`/LM=**S/$5B]_I3I%DRQGS$`_B(SQ^1/XXK
M2D^6:9G5CS0:*-K;75QHX:`IOE<-G=_"/ZYI_P!F>+Q/!(=H\U2Y`/0[<']:
MY.VU&XA3;#<2Q@\D(Y%=+H4"K,FH7=_$SLGRJ9,GGU)_E71-.-VV<L+2:5MK
M?@1V5A/<0ZG)!L+R,85RW09RV?PQ6?XGL9K>VLIYBH?RQ"X!SDC.#^52:U#)
MI\DMW9:BOERORL<N&R<GMU%81:\U2ZCBWRW$S':@9BQ_7I513;YKZ#=DN6VI
MW?A3_D7;7_@?_H;5YOXV_P"1LO\`_>7_`-`6O5]/LTL+&&UC.1&N,],GN?Q.
M37E'C;_D;+__`'E_]`6N1N\FSL@K)(T8?'EQ;:-%86]FBO'"(A*SYZ#&<8_K
M5#P=H\^IZW;RHI%O;2+)))V&#D#ZG%=SX?\`#VD2Z)8SRZ?`\LD",S,N<G'7
MFNAAABMXEB@C2.-1@*B@`?@*5RKGBVO_`/(PZE_U]2_^AFO2/&'_`"(UQ_N1
M?^AK7`^+[*2R\27H=6"RR&5"?X@QSQ^)(_"I+SQ-JVIZ*=/E6-K>)5\R14.X
M@$`;CG'7%,9<^'/_`",O_;!_YBL,1+/KWDR#*276UA[%L5N?#G_D9?\`M@_\
MQ6'?B:PUR?<NR:&X+`$=PV1^%'4#T;5]%LM%\)ZI'8HR+(F6#,6Y!]ZX+PMI
M$>MZREI,[)$%+N5ZD#L*ZT:[<Z]X+UB>YCC0QC8HC!QC@]S6+\.?^1E_[8/_
M`#%);"*GC'0H="U...V9F@ECWJ'.2IS@BNK\.3V<7P^(U*79;-YD;'OR3P/?
MFLOXG_\`(2LO^N)_G6?>0RO\/]/D128H[F3>1VR2`3_GO1N@)/MO@M5*?V7?
MOV\S?S]<;\?I7.-(MO?&6S=MD<NZ)F&#@'Y2??I70>$_$=AH=M<)=63332-E
M9%"DXQ]TYZ#_`!KG[Z5I[^XF>/RFDE9C'C&PDDX_"FAG3?$D[M>MF];13_X\
M]3^'O!UIJOAMKV6:5;B3=Y>TC:NTD#([\BJ_Q'_Y#EK_`->:?^A/76^!_P#D
M3K?_`+:?^A-2Z"Z'EVGVPO-1M;4MM$\J1[O3)`S^M=)XS\,6FAVUK/9R2E7;
MRW$A!R<9ST^M8>@?\C#IO_7U%_Z&*[GXG?\`()L_^N__`+*:;W&,^&!/]GWR
MYX$JG'X5V]</\,/^/"^_ZZK_`"KN*E[DL****0',@DK@_GBG!L\'K4:R#ZU(
M,$\BBX#QGU%.Z'UIIQD8(I<TQ#QC\*<!@]:C!YXIX((]Z`'C&.M&/>F@X]Z=
MD4`.%%(,4Z@!12TW-+0`N:6DHH`=2BFYIPI`+FEI*6@`I:2BF`M%%%`!11FB
M@#/&AZ6)O-%C#OSG[O'Y=*O&GTTBD`WZ4$&G8IN*`&CK2G&:0C%)^-`#@/2G
M`XIH&!G-**`'\4M-X[&EH`44X4T&G9H&.S1FF9YI:`'"EI@IP/%`#Q130:=0
M`X4HIHIPH`<*6D%+0!SVM^&(KYWN;-A#<L06!^XWJ3@<'_/?-<O<:%JUOC?9
M2MGIY?S_`,LXKTFBMHUI15C*5&,M3SJU\-:M=;3]G\E&S\TK;<?4=?TKL-$T
M*#1XV*MYL[\-*1CCT`[#_/I6K12G5E+0<:48A7-VM[H6M:]>6)TN-[N#=YDL
MUNA#;6"GGDGMUKI*Y#P]HFH67C'4[^YM]EM/YOEOO4[MT@(X!ST%9HT-F[UG
M3](OK/395,/G+B(JH$:CH![?E5C3M4@U*2[2%)%-I.T#[P!EAUQ@]*RM>\/'
M6M9@>=`;1;=XV8'YE8]"!3O"&CWFC6]Y%>L':2<NKAL[QCJ?>@!+S5M&O[34
M'U"S+C37VR1SQJ6ST&WGOT'2K"1:3;>'I+H:8D=F\7GR0&%=S`#<,CH3]369
MKOA>XO\`7TGMV5;*XV?;$SC=M/ZY&*Z#6+5[O1KRU@`\R6%D0=!DC`H`QM"U
M/2KF]A_L_0+BU,JG;<?8T1,8S]X'H<?RJQXFDT:TCBGU/3UNY9&$<2K$&=CZ
M"J'AG1[_`$RZMQ/IZ(JH4>87;/V[)TZXK0\5:;<:G:0Q06EM=!7W.LSLA`Q_
M"1THZ@3:*-.O=*9;?3/LUNS%7@F@"Y(]1T-97]N:/IFI-!;^'KN.Y&Y0T%D@
M+@'!*X()'%:/A73K_3=/DBU"7<S2%HT\POY:^F34ESI]Q)XIL[]5'D10.C'/
M.3TXH`777TR#36U+4[!+E(E7AH5=P&(&!N]SZU27Q#H5O;6%M;P@Q7YPD,4:
M@+DX.X9P.>._0U=\46$^I^'[JSM0IFDV;0QP.'!/Z"L*;P6EO/:W%A&OF?:X
MI9`3@1H!\P'KSS^7I0!JZC9Z%H-H^I2:7#B(C_51*6!)`&,X'>H=-DTC6;R0
M-X=>)V4RM-=62*'.1WYR3G/YU<\5:?<:IH,]I:A3*Y4@,<#A@?Z54\-:=>6%
MQ()[!;=&CP7%VTI)!&!@].]`$VKW6B1:M:6FIV4,DUPN(Y98495&>`2>1S_.
MK6BWMC=QW-O86WD1VDS0LFQ57<.N`.U9^O>'CK6L0/,H^RK;O&S@_,K'H0*7
MP?H]YHUM=Q7I5GDG+JX;.X8ZT`4'UC0;34OLZ>&K@74;;D\NQCW'!^\O.<9'
M6MOQ!=:9:::+C5;9+B(,`D;Q!R6(X`![]:AGTRY?QE;ZFJK]FCM3$QW<[LL>
MGXBIO$MC/J.E&WM[:WN&+@E)V(&!Z$=#0`GAZYLKF"8V6F/I^U@)(WMQ$2<>
MW6M>N=\)Z5J&F+="\;9"Y7R;<2F01@=>3^'Y5T5(`HHHH`XQ6P:FC<COP:KD
M<\4]2<8QR*!EQ9,CFGAO0U11\'KQ4X..E`BP&S3PU5P>X-.#$'!XH`LAJ7=4
M"OZT_/>@1-G-+4(;BGALT`2`TM1[A3@U`#\T9IH84&@!].!J/-*#0!(*44P&
MG9H`=12"EH`****8!111F@!:2C-%(`I#Q3J0T`1EJ;FG$4V@!PY%"]>*%Q1T
M/'-`#Z!2!A2B@8M**2@4`/HS3<]J!0`[-.%,IPH`>*44T4X4`.%.I!2T`.%+
M2"EH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`/.EUO3SQ]IYZ_<;_"E&LV0.?M&?^`-_A7'%"F&P.O!J6-]
M\G/?M3L%SKUU>P8_Z_'_``!O\*F&KV1'^N_\<;_"N/&`Q(Z_RJ:-SMP3U[46
M%<ZQ=6LL8\[_`,=;_"I!JUD3_KO_`!T_X5RI..,4]#185SJUU6RZ>=_XZ?\`
M"GC5+3M-_P".G_"N6'7BI4/:BP7.F_M.T!_UO_CI_P`*<-3M,_ZW_P`=/^%<
MV/6G#K185SI?[2M,_P"M_P#'3_A2C4K3_GK_`..G_"N>!R,4[I18+G0?VE:_
M\]?_`!T_X4[^T[7_`)Z_^.G_``KGCQ0#THL%SHQJ5K_SU_\`'3_A3AJ-J?\`
MEK_XZ?\`"N=!P*=DYXHL%SHQ?6W_`#T_\=-.%[;]I/T-<ZK&I8WY':D%S?%Y
M!_?_`/'32_;+?_GI^AK#$A!J0,IYH"YKF]@'63]#0+VW/23]#6/(K`9'(]J1
M'%,+FT;VW_YZ?^.FF_;K;_GI_P".FLK<"*B8X.`:!W-Q+R!L[7S@9/!H%];_
M`//3_P`=-8\3E<XQR,4@-`7-H7EN?^6GZ&D-[;X/[SC_`'363G`[TQLG.!TH
M%<U6O[8<^;Q_NG_"H_[4LQG]]_XZ?\*R3C;EJJS$;2%P*`N;IUBQS_K_`/QQ
MO\*<-6L2NX3<?[K?X5RK*&.!^-2-$%4[#]1G-`7.I&K67&)O_'&_PIIU>R#$
M>=@C_8;_``KEXOO?-R*8V4D()S^.:+!S'6#6+$C_`%__`(XW^%*-7L1_RW_\
M<;_"N749Z4\QY&118=SI?[8L/^>__CC?X4#6;#_GO_XXW^%<N!Q0!FBP7.J&
ML6&<>?\`^.-_A3UU>Q(_U_\`XXW^%<H%P>:D4\=*+!<ZH:M8G_EO_P".-_A3
MQJMET\[_`,<;_"N40\XJ93E0/>@=SIQJEE_SV_\`'3_A3AJEG_SV_P#'3_A7
M,JI!YJ0KZ46%<Z,:K9?\]O\`QQO\*/[5LO\`GM_XXW^%<WBEQZ46"YTG]J6?
M_/;_`,=;_"D_M:R'_+?_`,<;_"N<Y%1L:+!<Z8ZO8C_EO_XXW^%(=8L%&3/_
M`..-_A7+M439;O18+G6?VWIP_P"7C_QQO\*3^W=-/_+S_P".-_A7'2,H&TCY
MO6H&D*]:+!<[E=;TYF"BY&3QRC#^E2IJ5I("4D9@#C*HQ'\JX)94/7)K;+1Q
M01K'=MY>!N0$;N?2LJDW&R1I!<VYO'6+$%AYS?*"6_=MQCKGBI1J-J8_,$A*
M^R-_+%<IJ'E7-J5LED'(+]<#'K]:?:V=S'>;XI5E@&"=C`\XZC/M6;JRY;[%
M**.EDU6RCC$C3':>X1CCZ\<4R;6].@D6.6Y"NW12K9_EQ6-!J=K./LZ%0SG"
MI)_,]JCO=(\[4(9V4O#PL@+8/X5DL3+FM)6+]FCI!?VS1&19<H`3D*:KKKFG
M/G;<9QU&QL_RK)$\9D-M&8EMXE^;#8)'M4#VAAE62V55+M\N.=R\<_A0L1.W
MO(:I(WUUG3W#%;@$*,D[6X'Y5*VHVBQ&4R_(O4[3_A6)).H`2>),.V"RX.#V
MS3+V*>2WD^SR(^\C;VP._-2\5.^BT!4H]36AU[39RPBN"VWK^[;C]*:WB+2E
MF,1NP7'81L?U`KEX=-FL;D-)-'ENB-D*_'<U;BM[2XE$DHB,BC;)&HZ?_JK2
M6)L[]!QHQ:U-Q/$FDNY1;OYAU!C<?TJ>35K&.)96G^1C@$*QR?P%<LUI:6UF
M)'B8,LG+#!+'I@^U6+2WCDD6Y5&1>65&QM!/?%3/%65UL-4(V.DCU*TE^Y+T
M[%2#^HILFJV<4JQ/*0[YP!&QZ?A64R$`L$7D9)!P2:Q?$5[]DLXIHBR22MC.
M>=O<5E#%U)RLD@]C$ZV;6+"!&>6?8JC))1O\.:S_`/A,_#__`$$/_(,G_P`3
M6'/;PW&DS-+<981%EV$[1D<<GK7`GK770JNHG?=&=2FHO0]C@\2Z1<)OBO`R
M^OEL/YBK":Q8N2%F.1US&P_I7!:/<!=/A2)H#QRCK\V<_KFIKG?,<3%\J3DQ
ML06/OCBHE6DI6-84%)7./,F5'>DZOD<>U,126.T_=YIQ/1_7T-=9QEE#\H^M
M3+MW#!P*JP].E6(^@)[4"+,;<\YQ4I`)&.E1`C/7KSQ4B@GC^=,1(I(-2IC'
M/6HL@`!@<CO3U[8H`E4E>#4PY`P*A'.*F0A>A-(0[D<&GC/6FDB@<#/:@!YI
M13,TH.3F@"1>.#2G@Y%(/6EZB@"1'&,&G@_C4*XZ5(..10(>&-/5L-[=ZCW*
M1W!I*0RTL@'`)'M3PZ-PZY]2.M5>O(ZTN[)P?O>M`(M>2K_<D&<=#UIC65P.
MB[J@7=G.1N%3+.Y;[V?K2*T&;)8V&]&7ZBF"3-7X;Z2(<991V;F@RVLS@RQ+
M@]UX(_*BX[%4.=OI36D)XJ^VG12#=#+@$<!LG'XU3N;&XC3>J[E_V:=R;$+'
M<.N!Z5%(B$<G-1RG:O.=WH:@#G:,.>>W:BX6$G@*@,#D&FQ&1.GYBI@NX<DD
M#WI`%Z`G\.:+B&E&#%B>>N#3<[SDCGOS5K<)`0Z\XSD56C0F0@<\\4)C2)4.
M!TJ0$=::HYYJ5(AT[TP(3\QI50YJRL&:41;>IQ3N!#LY%.">U2A,]*?L`'6D
M,@V\]*D"$>E.*4OMB@!RCCFI`,5-#$`@<D'T'O4QY&60`#K@5#F/E*A1N"!U
MIAXS[5,YWD!6X)_$4-$JA@6!#=^]/F%8K%NM,(S4K1$<XP*8W`XJDQ$)XIG+
M=`2?85,C*IY`)]QTICW3^:6&!GCC@4-L=BO*KJ2&7!'7-49?]81C/>K]S+&R
MDR'+;>"#6=(^<]`*47<+"8;;U%("X8`-F@,&Z\#UQ4BJIQD\4QFQ;3`Q"*U)
MC:0;7=VZU#I%M=QW$EO%*RF`E7(.<@GJ!W[55DO$,T;0IY8C`Q]1WI[ZM-]I
MD17`\]0[?+P2/\BN::=M%N;QM>S9H6>E6KF66=B/+?:I#8QCN<5MI(!%&0Q8
M-@`]<^]8FDZA&MD]L%19023Q\N,=?TIT4TD$4WE70E10K#<,=^GTKAG&;>IM
M9=#0N=.@GGCE\I05)+9_BXXJI,D$L;)%=N;C)*YDZ,/Y"D;68I;385>25Q@K
M&O`JJXT>&XB96<[C\RY/`/K^--1EUZ"N7+"XA%JL6TF1,>8=A.TYZFI0K^>I
MB4['RV]1G!'\Z@O+O;;_`.A0L&=@J/C"G/?\/>EE=)K/[,TYEG5=V(WY+?6L
MW&[NUH:;*Y"[#4TECN,&*,X%P_!/T]ZQEN5M;ES`"[,,%G4=,?X5KW%I>26$
M$'R!0<2C<.F>M-O=+@>W_P!%EB>4'Y?F^=L_CSUKJIR6MWN9RNMAJ6%PML&F
M@+JV2T:N-Q^E78[>&RLE,R,V]L$LV=H-4]/N)(;J07P=7C4`*!@8%3?:KL:G
M'&\:M$^=BKCYN?6LIJ3NBN;N7Y9(UAC0.H5R%4CG/M7-^*[?SK7S(8F.R7YF
M/N/\>*T9[AH+N%$M)@"V,,,@=?NT:LV[P[<%2?NC`(P1@UC23ISBRW9IF9Y9
MA\-NI=ANM]W3(SGI7'@$D`=ZZ=]0D;P:8V'/F>7G'4=:Q]#`;6+8%0P+CKT'
MO7HTKI2;[F%3WFD=!9:=':K8K+&XF?!V<$EL^GL*V+BW\EF40$#=U+@#\*S[
MF^6TUM)8U-RZH$4$YP2.WU-9W_"0I+-(^I*\KYPJQ':%]:Y^6517>IHIJ+T.
M>O;>6SN"CJ5)^8<=14"MM8&GO.\J@.Y8+P,]J#&!G#!L>E>BO,XG8E$F]B=H
MS[58C;(``XJK'CG@@^U6D1@HXIB9,'P^0,#T%3*_.,FH5X(J4'`((Y[4")D8
M?Q#-3#&T[:KE^A`QBG*V.10(M*^!CN/6GAU;J*@5MPSUQ2DX(H`L'KQTH5L=
M:B#T\$9YH`D!I0:CS3E-,"8-3P<BH5J1?I0`X'FI5((QWJ'-2+Q\P-(0_H>E
M*!D<4JG=2D@]!@TK@(*<>,9Y]Z9GGKQ1DL,=:=@'X5CCI36Y.<X-1[6[&G!L
MG:>/>D`X3.&R"3[4F2&+`X]0:82!D$__`%J:3D'G.*"B=;IE'R.5/L>M*NI2
M*O$AP?6J);:#WS3"<J000?:E8+FK]H@==\X$@/\`L_UJE+;0%MUK*R#T?IGT
MS4`D`3YC@-P14T<_ER<!68#`;%+5!<C8/&@W+@^N>#3%D)/`YJ8N'R",^H-5
M9%\M\'(4\@U2$6@0K#'4^E6/*1DW*?FQZU1B;Y2`>/2K4$I&.32*")2#R*LJ
M`.O%$;`')&?8BK<#6YSYB-GV-5<1`#QUH)SWK6CLK:=,QLP/O2_V4%&0P)^E
M`6,D8(P*>%%:'V`!L,H/TXJ1=.3@G./0F@+&2R&GQ1$D'TYK2?30>5./H:C7
M3YE8X/'K28[$22$G`44K2-M*%<5(;2X0<8(]*K213+R48]CBHY2KD!R&YZBE
M+9"EN"#^=-<C>..>]+(=R#CO5,DD0Y4@_=[8JO*AC;;^-2.S!L8QQ4<TGJ>G
M%"NA,@S@DD<5!<?(H9<_44]SD$Y/-02OE"H!Q5`5)\.N_?\`-GD>M523NZ<U
M9\LD[N,>F:@GPCGKF@8\2`G[N*TK&WL)]L<LKK-)QP.!6.K;O\]ZOZ-;BZOM
MDA=<`MN7L1TK*K\.]BX+4TT2QCL71+8SS(^"=IZ9]>U-NK:T.K6RI:2(Q5E\
ML]B02/UJ_,M_Y+F*6#RF&,-P2#W]C5EK>2?3V5@L$Q'RE<';CI]:X'/JG^)T
M62.?O[%+:X%S`K"!E4.I;N?7]:NV<$-[%.%$LCKPC8QQZ5#:VTT<#1:@L;,9
ME?+2?(RY[8-:5K:PF3S[:X:.W;A8T;C/3O52J6A9[C<==!FE,\4;O+%$A1FC
M51PV?3WJI+I]Q?C.R+R+B3S-Q^]%ZX_K6M<6ZE6'V;?R#CCYSZUDG4XM/`2*
MPE5$?`>4=/4`]^]1"4I-N*!I)$&JVC:?I[0R7196?,<:@`#ZU3M[M[:UCD+0
MW&[CRVY90.<>WK5_5EAU2[@*7"B%UP-@)93[CM67=:5<VH=FC_=HVW?FNBG9
MJT]V9MM:H9-(\A:Y2>-06!$*YXS[?A4FG26\,WFS[I73D1XP#GU--ADMS:K"
MT>R56R9LYX^E=%;P-)'#,)`L;$8,D0RX`[G/M1.2@K,%KJ7+2>WN462'8'5<
M$*?NCTID\>)XI!)\^2J*!U]1[5#<QK9Z?,8YD1U.YW``(!JM%J]GC)\Z1L8#
M`<KQC//K7%R-N\=C:Z1I-"'4"5R6!W`@XP?:J>H0O);7,31XM1$<L>221VI[
M74<EM,\<HE0`*J$<@^Y&*F,<LFG212NID,94F/D<]ZSLXN['<\])N)[**S@W
MR!I698P,]JMZ7I%];:I"9K5L@%MI(]/:M*$Z=H;JMU=/),RD,8>B<]/\^E4;
MCQ3<2/'Y:^6(P06')8=OI7H\TY:06AG9)W;)]4:"*T4B-3?7'`5004';\>/U
MJ.R\,2&W$UW+Y+,<!"*KZ-YVIZU]JFD5`OS,[#C'I^5/U26ZU.9A;.\L$+8W
MC@,Q[T/F3Y4[=P5GJ8D\"Q;3&Y=6'7&*4VY6U6?<#EMI7N*N_8PJM*K$X(*Q
M@]3WXI9BLBFXEB96C8*P/RD$\_C72I'/8I1`MC:1GM5H`H-TB'.?7BHK@1<2
M(2P)ZD8SZU<A/G6W0;,A1S@#ZFJYB;$&\=5'![>E2QN9`,C)%,5&#C^+L<"C
M#1S#!SZU1-B;D>OO[5*C8P,<5/+I=[#'/+/;LJV[!)2&!VD@'L?<41Z;>O/'
M`D#-))&)44$'Y#T8G/'XT`1YVL1BG[N>:G;2[Z.XBMWMF\V090*0P/XCBGS:
M9>03PPRP%7F8*GS`ACG&,@XH`KALU(#4B:=>>;/'Y#;K=2TH)'R@5.-)O%MQ
M.T2B,IO!,J@E<9SC.:!%;/%/4_C4]IIUU=6YEAC#(&VY9U7GKW/O226LUNBM
M*@`9F4'<#DC@]*`&@X7'XU(">M2/I]U"DK/$0L3!7((.#4D6FW<APD0^XK\N
MH^4]#R:86*^?2G*<'&:E^P72W`MS"WF$9`[8]<],4DEI-#.L,P$;/C!+#'US
MTQ2"P*1VZTX,>@Z5$5*L5)!P<9!S3USC-`#VP3Q0&*_2F@Y%.2-Y=VQ2=B[F
M]A0(:Q&<@XIK8(+9)(IWELR,^Y?E(X+<G/H.]1=R"*!B>9C(/<=:17"MRO/K
M3&XIK<X/:@"25C@';P#^E1!@)/F!;C%*6(0#'>F8^;B@!#SD=_6G*JY&3Q05
MW$TY5``YYI,8JYQGK@BHYV!1<YR#Q["IU3<..M,N0-I4#O2`KIZFK,;[6XJ`
M+CBI8U.>*H"TLWS<XZ5-&^[GBJH7YN:G4D*!2`Z"TE"I$1QD5HAJP[1_W"^U
M:L3Y4&F"+'##FC&#QT]*16SQ3J10`4444`&*3&*44AY%`&9JMKE#,@PP^]CN
M*QRYQ@5TTJ[XF4]Q@US4T9C=D/8TQ#6D/K4$CD@YZ]JDVYZG'M4+@Y]J!$3$
MXX-0N[>E32H4'7\*@/(`IC(G.[I43Q\\C.*F*G/OWII!W8.?>@"L4P.G`[>M
M7+&^^QQ/M!+L,`GMG_(J#RW:38BY).`,9I1"8+@+<QMA?O)T-9SC&2LS2#:>
MAUL+P7=DES+;@!5_BP`/I1)<PH#$R&1]H947H_IC'TKEYKZ26X&!LB("F-20
MH&,5T%A96<",$D6XD;E/GPV/;\:\^=+DU?W&ZE?8Q-*>WO-3,#H77[0VU68X
M`ZXP:W%ECT^1H[:V\R++%R$(VX/KWQ7,V%NW]I3D)M>.0ML8@<[L8S^(KJ9Y
MI9T\FUMI/.)`?L%[D9JJB7,EW'K:Y%=7QFOQ!;W"D;-XP>I/`&?;K1<V;76B
MK&DSSOPRC@`GO6;_`&=:0-%/<F:-6?8`&Y!'4GVJS##))Y$(O5>.1LP2`'<F
M#T_+^52HJ+33'HT-T.X-G;S.Z1K'Y@5BQP5_QJ75K^VO+:2*/>[JP8,!QCWJ
M34;&Q@L&#-F?LP/+-[BC2[6![<31DQ2NA1@"&&/4@TWRO]Z^Y']T@&C6US9-
M-#YL+[#]_ID?A47_`!,;#22LR#R#\@#]1WJU>W-U/;LLL.V&-@&:,\\'M56=
M[C5KORT<XP2I/&T?XFK2E+X]A;;&1)=S21O"79H-VXCL2*ETR;RIBIG:!)3B
M1AZ5<NM&FAMUE=@N"%"8_7/2K,>C_8[8S.J7+`#<H/W?\:VE4@HZ=24G<U(H
M[.PM6E#;H.&RW.35:WU-+F8I;)Y#N>)&Y!]L5CRWD5V["Y,ORX")$/E`HL+J
M9+J,.//AC+>7'CIUQ]37/[!M-O5E\RN9&H1)>ZS/N/EI&6,C]R!R<"LKR5GO
M/)M`Y5FP@;&<>].OYWFNI7?(9F.?SJ.W8Q;I>X&!]379!-1,Y--FM<W)LM+3
M38'R\IW2D'KZ"MG3Y8M,C6QG2$D+O=CD_-Z?K67IFA2W6GB_D=%CW'[W).*U
MK34;:TM/+:S\R3=DMPV:YZB4DTM>YI&5MSG93<^6D6767.6B"D,,<9S]*JM+
M)(%AG);#;MPP>.^2.M:IA>9XGD`<A!N(&Y<$=1TQVXK+O(UMY/*!(4#/#9#=
M^*WB^ADT,EB1/]5+N`]L8HB?".K=#T^M+YXW,T@9E=,`!OR!IT4:M$6C9=VS
M+!FQSGM5KS):%C8\!-V[/%2"1R29`?<FJ@<JQ96Z\$9ZU+;(\TR01'+2,%'/
M4]!5"MH=K=>(+>-[M[603"6[#M&R$"2+R]K=1ZTV?5=-DFEMXI7CM9K2.$2A
M26B*\X([CL<5RLD4L%Q);2@"2)BC#KR#@BEY)R.*9)OV-Q86-XR+>23QS6[0
MO*L97RR>Z@\FK$-Y8VB65K%<M.D=VMQ)*4*A0,#`!Y]ZYH$EC@\&K?V:46@N
M]N8O,\O/^UC/\J!'1_\`"0B?[9#*55&BE42`',I/"9X]*+F\LY]/A07-L'6V
M5"KVS%]P7H&Q7-JRYRPJ1",\4`;-K?Q6^CB'RHIY?/+[)5)`7:!GC'I3XY;2
M\L88IY_LS0N[8$98,K$'C'IBL93TJS/!):S^3*-K@`D9SU&1_.@#=?68\3R1
M\^;<[C$P^]'MP<T^6[L)EFB2?RHW@C1"R,<;3G!P*PH8GE+^6I;8I=L=@.II
M[P2)!',1B.3(4YZXZ_SH`UEO8(WMH8[AA'"C*96CR&W=BOI3)9[-=0M)8BH"
M,IE9$*K][L#STK)##OTI_&*`-V'5(8W@3S<1&24S`J3\I/':H5U"$V*,P)N2
MHA<8ZQ@YS^6!60#3AG`-`7-V\O[.14\MMV)590RY$8';&!Q[9IYU&#[4[)=,
MOF0E=X4D*V>,<9]:P<9R<U)#&99`@9%)[L<#\Z`N7M/N8H5D$LF"9HF!P>0K
M9)IM_>K=6N&DWR+.Q7Y<83''ZU5,#E8CC:LAPK,<#W_G3'38Q&0<'&0<B@"N
M?:D/3%2@=>,U'CG%`#*7'\J>!VHQ0!&1SQWIZ@`<GDT%>:<%)'%)@`RK<4V0
M;FR13R<4#KTS0@(BM2QKSR*-N34@!7@=#3``..?PI^,`<T@&`*7O2`O6C83%
M:EL^8P*R+4\$5HVK8&*8&BI^8'L:E%5D;(^E3@T#'T444AB44II*`&=R*Q=3
M4)-G'WNM;3<,#6?J,(<`GL:8F8_`'&/RJ,J-WS&K,@VC`'3VJ,KR7.#CM0!7
MGC^4``_6JLJE'(*[2*M.LA8G`-1X:099@`>,4`.LQ:[W:X;*!<[1U8^E33SV
M<Z;5M0I4_(P/;T-4YHP$!#*,=L\TCJ@A!\U2<;L=ZAPN[W*4M+$EHT%DY>6)
M921E1Z&J]VUQ<G[3*C;#\JL>@QVJU]IA\HPJL>UU`+-RP]__`-5.GMXH841;
MGSE;#8!Z#Z>M1HI7>Y>ZLC+CN&MA($"DN,9902/I3K!3-<I%C9N4@$#G-=,\
M-DD#-#;1RB)"?H<9Y]:QEFLVFB=++9M)+!G)!%1&ISWLAN/+NR"&*9-3GV2"
M:&*5D?RXP7.X<G\P*U[J;[):6\8NKB(R-G+`9Z\^XK.T_51976H(T0V9W`+P
M>G^`J2SO)YFN;F*W$Z?<4NV2N36$HROJM#5--&A-J%A*D#S(\J`8W,I./4^A
MK*L(8;N[:*#=&^\F.7.-H],"MB..1],DMIXI$D(.$`X`/3GTIGV&VM+.&-SL
M+,-\BGGOR*B$U&\>H-7(!;6ME=.E],9&ZK@>OK5I;6VFD\R.Y01A=@`.W\#@
M>E5V:PCDE2(&;<O,DH)VG'8XIM@[7-VL=PBOL7&0,;1Z^]6T[<S>PD[.QGRW
M;6;%$8.S2*L9//?/4]JW[6V:*"!8PA?&]Y<<D_\`U^E9]I86\]\^HAB;>W8A
M58<$CJPQ_GBEOM7BG'E6>YF##=)T`]O>IG[[2@5LM34N6@$#+*XWLI3C//T%
M9]S:ZB]HQ\W&``%4`97W_P`FJ)NYK>^4S.Q((WL,$L/2MF*\6\D"PDB/!W'I
M^59R4Z-NJ!6GL8T=S<Z;;HIMPHR?F=>3GZUJ6!LHHDN!&L+;<EW/.?;_`#WJ
MLMO'$T\-W-).HY/!.T>OX55EC$"1Q-`958D[L')'L*N4E45EH6J5F<9J$@FO
M9Y%QAG)X^M1*I<JBY)/)HF4"5@.@-=#X3LXI_M,\\8;:`J$_WCG\*[925.%S
MF4>:1M>'HU33Q;2QF58\D$CCGK4UW>VNG-MM8D:1L%L=,5?L+6."W^0(5R3N
M!)S4#W&GSN5C$)88)+``?F:\YS4IMV=C=)V7<\]\R>9F*B55!W*1EL>@I);B
MXGL@DI0HG&`!NIT=Y),X`A4L#]U01Z<\>]2SVQN?F4QJXSN._C_/UKTMMSFU
MZ%)7C+IN!11SA>?YU)*T8X1L[N"2.?K44D6U!EESW^;-/6+[S;E^5-P^8`__
M`*_:K#4C1<]",#WJ[I;)'?P2L0(XIE=F/8`U6"$C>!SW4#MZT`%@`,\>W:@5
MCM=1URQD6=I+PW\;W*210B#9Y2A\MR<9R./QJ236;&2>$R7HNA]KCFB_<%/L
M\8;)'3GC`P/2N.QL1=RL#UJZ+&;8&C"2_N//;RW!VKGG=[CTIDG1#7K.>>%[
MQO,:&]<H/+^[$5PIZ=`W..O%3#6K51:B74UNI8[AG:1K=@-I3`X'OWZC\*Y6
M6"6U>)IT`\^(2*,YRI)`/Z&G?9I/LYN0A\D/Y9;_`&L9Q^5,1T"ZA8MXE-V)
MY&B$?RR$'`?;CL,X_#-6YM8M1?RW,,RAWL?+WJC`&7=[C/0=37-3V<]I<O;S
M?)+&<,,Y'KUI5_`^M`CJ?[4MG0E+O[/=/'&9)_*W;B!\R]/7\*KR7]H_B&2Z
M#;HF0*DFS[C;`-VT^AK#W``#&><4[!!ZT`=*FJ0),H-X3(871[D1D9)^[QUX
MIMGJD4*6D3W&Y`\GGY0_,#T[=ZQ+2![JY2"/!=S@`FF'^=`&]_:%C_9'DC._
MR=GE$<;_`.]T]>>M0WVH+<:C$RR*UO$5*Y3V&<CJ>E9\5K++;27`VB.,X)9@
M,GT'J:C7TSS0!T3ZC9-?1RM*S_NV7<`<1DXP1D9]?6FG4+4W4IBE\IVC55N-
MN[D=>P/(QV[5@*<<4\8QUH"YO07MIYEO)-=?-!(Y)\HC?N[\=*99ZG'!%8Q&
M3:B%C+\IXY)';^59$:EHW<L@V8X)P3GT'>I(H))U:1<;4QN).`,G`H`T;:^3
M[)9H]P5\F8%T*DY&X$'\.:M'4+(VSJ"3PP,?9R<X/3^HK`8&.1ER#M)&0<@T
MS=S0%S5N[J&32X81+F5-ORJI`Z<Y_P#K'FLMN#R*0L:0^YS0`X=0<<4Y%!&3
M3.<#M3@<<4`(1P:7%*!2D=J`(SDGI3EHQ0.M`6'$8YI02:#T%"T`.I<4"E/%
M`%FT/S5?MSAB*S+9OG%:,.?,^M,"_$>:G4\550X:K"FD,G%+3$-.I#%I*6D[
MT`-?I56[&8S5MNAJM<<J/RIB,B=U(_#BJLLB1@;&92>HHN?E=A[U0G)-`$KS
M`-D29JK).<$+P*9R:8]`$;D\DFH&)'_UJ>[$TQB`<9I@&3^-7=-W->1*(_-^
M;.P=ZSMQSG.*V-+M$>+[29F`3<75!@@8_O=*RJ-*)<5=ES4IK2*-UM9OF=OF
M4*1@=P3Z54LOLCEA=2M%@?+M7.:DDL3#;R7RW.(9/N`'+-GL:@L+;;/"\BQO
MN!81NVT$9P*Q4DHM)FC3;(Y;*YBGOIS'NB6-6.>N"#V_"IM%BDN8DMO.:*/`
M?Y0>6QQ6MY<<]Q?+<Q;(9(4!=&^7C.0#^(JXMJMA;_Z"FTMM&#@Y%82KW5GN
M7R696BUB&.5$>*0@#'F-RV>]7DO;>4#>,,W(5UP:R[F2XW_V@+=46!MH4CEC
MFKL-_!(T;RSJTB@M\HX4'M6<TFDTAHD`B8_O(EPS;ED`^5OR[UA:_<-YO^BN
MF]P$7R^^?6M2:.*WA%TKN^6++&6V@9]JYAG74+UF*8@0YP!C<W^%;4*:O<F;
M-"VNC+:1Z?$@10NQI5/4^GXGK5BXL9?W2/'%#QMR#PQ]<"GVUBC6XDCD61@,
MF-.H]JM^8[,BJBM,J[3P1M^HHE)0=XC2YE9F0--N&D;=$^Q.6./Y9JU"KHD4
M5B3D-EC(NTM]#6R/-5"9MC;1QMSS^%0F*69E=%0,O*%V_I7/.LZFZ-8)10R/
M8L4DJ8F<?>"-G<<=*S;]=NF7-V@4N`P7`(9`>V?:M?S(W141`'D)#$?*1C&:
MK:K]GCT2\1&5%6,@X]:RBW%I6*N['FC$EC75Z=;A-$18)@TC_O'C!QQG//KP
M.E<ICYJ[?2;9TLU,4GDAHU5@1D$]Z].O*R1C25[D]U<8TV-;"X<B+.]LX[=/
MYUD6]A<W2[TC?81D'H#^==%::1;6@8R-YLG?T'X474PL@(Y)$\L?<&WFN2-=
M0;C'4KD3U9PT4DMLRB%XW9>50IU]\U'>/&("WV?RYB<,ZM@9[C%11S%(P892
M)`/F##'?/!J:ZD>6V59X]N3D/@XR<=_SKNMJ<Z972X4+%&R*1G.]5&[/3_"J
M[NK.Q.3_`+6>_K5Y+9`JE9D9U48P=I4^OO\`_7JG.J>8VPL_?<1^?%6K":9(
M"F`&5,J.<,?FJ9;R6.YBDB8-)$P*MMQR#D5!NC4+Y0YZMD9YIHF(D!`X!Z&F
M#V/06\0:0?,,&%:)3<PE@1F9@VX'CH,C\JJV>M01/$HO3`ITQ86E",=DH8D9
M&.P)_.N+B4NQ5@5YYYP/I5J&.6[E6%5+N[A5&?O$\`4$NQU+ZY#Y`M'NM]N=
M-,94QGF?G';/ISTJI::F@\-W%B;QH9?,W!-A(D7!RN1TYK%G5XG,<HPR$@KG
MH>]*BX3/7/Z4R3LY->LIKRZ-T_GVPFB>!?+[<[CT^G7K576M2L[IK40$W3I)
MN9VZ[>/E^Z/_`*U8-I;R71=H@,11M(W(X4#)-,\Q$?*'.>E,1VVI.T>G7CW+
M2&.1H_+AD55"@,"54@G/`JG=:E9S1E6N&FC>5&C18MIMU!R>?IQQ7,J2PSCB
MK$T,EM(T,RE)$.&4]10,ZE]7L9+FUD,Z,8IF)8(_"8XZCU]*S],NHX;>5/M'
MV68L")MF[*]U]JQTZ`XJ0_+R:!&U>ZG$]G<Q6SE!)."$QC*;>3^)YJW;745M
MIED9IL1E)-T6S/F_,>,]JYDOCIUIN_-`&_;:I#!;6$+MNC3=YR[,G.XE?KCK
M3VU.!98%DG^U9++++Y>W]VPQCWQUK%MK66YCED3:$B`+L[``9Z#GO36C*1QN
M70[\\!LD8/<=J`-E]0MBES$&)A58HXEP?G56!/Y\GFK3ZG;LD_\`IGF*[H8X
M_**^6H8$C./3^5<V#3@:`N;T>JQ1.WES85[YI&^4\QG'M^G6K.G-YB1M!OBA
M29BQ55VN-V022<C`KF>M*!0%R:Y8/=2LIR&<D?G3`*0=:<#0`A%*HYS3L9H`
MI7`<*54+M@8S[G%)@U-;1M)(0IPX&0/6IE*RN5%7=AMO"TLQCWA#C/S=S22V
MYA#'[^#C<O05<N@&E2-HRLA8'*T\&-P;=F8["<DX`Q]:Y76E=2Z'0H+8S<':
M#@X]:<BEB0,#`SR:NW44)C0Q9R#C83VI"ULB2)\V7&1@=*T]O>-TB?96>I3S
MS3CR*=Y+A"Y7"C'7WIIK=23V,&FAT.0X^M:D7WQ69&<&M&$YP:H1<'WA5E*K
M>]3H>!0,G0\T^HE/-2TABTAHHH`2J]S_`*H^U6*BF7*,*8CG+]<2L?7FLZ4U
MKZDF`#[8K(D'RT`5R>:1@-IY!IWRDY%-9A@YP?I0!$54]3DU#(@!Y7/:K"J&
M)`QG'!J`H1)@D'/):@"(P@C*]N3FM/0S;/*([^5A$,E%S\OOG\JHAOW3!4.6
M[GTJ:TT^:=TC.51C@L!]T>IK.HDXM,T@W<W?M\5Q?B/3X8Y59`"LF57(Z8]Z
MKWMK]KD7>PAG`S,K'&3VQZ\>]9\UE-87(`."OS*RG.1ZUL:?-?74;H3'+&0`
M2_4XYQD<_C7+*+@N:+T-4T]#*U2Z^S6WV&-_,B,.[=T.>1C\^:OV*ZI$P'E>
M8J@;2[<`>Q_/\J/$5MONT\S:2;=\`9ZC!_#ZTW7#,LD0F94PN4$;9``J8I32
MBK:E2=M31COY9X8PUJ?WI(1HWSC'>B+2?LY69)1O4?Q#JQ]:HZ+<P01[WE=9
M",?=R*N3W\DD26\6Y+B0;BPY$:^IZX]A423@[1V!:ZF%JUS-*\UO'.7C!_>X
M!X/]T>_:I['3&MK>!I`C!QN(0X;]:NW=C#<W5O:6P\M8$,DAZ$GMGU[FK]E$
MMC`^P-+_`!=,<^F#5.LHQ7+N#BVS.TVYA2ZDD9]BMP%`ZGTXJ_'J5L9O((V2
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M,=PE"':"@XQ66'BG4*F]"O`-TS-((F<'T(YS27;,>!(WF28W(QR&-6K91&ID
ME!50,H$;&WU.,U3U*-`8HXB6<9)R.<=<Y'6NY;G,36\\4>7F9O,4A!D9V@=L
MBJ4Q_P!,;R]HW'Y2!C]*M"SE_P"/;S&V,-X7MGW_`!JBT#K'O=L$9P#[52L4
MY.UBV,^1*)8DDDSN<[NF3Z#IZ?C45N\*:K`\FY8!*I;;U"Y&<?A57=@DCG/Z
MT[>=YW\8_.K1%[G9^)M6T_4K2.&*5)YHYB?E1P5CQZL/Y5<N-;M(5TQQ<,7@
ME3>L<;!50#!X/0_0^M<$DIR&'!`Q]:L?;79=K8VXP3B@AG?1:_I2F1I;YI"9
M2S-L($J]E.5)P!QCBJ2ZSI,>A36:2JJO;R;875V(D.2N"/EQTYZUQ9D+`"I8
M[::2WFN(T)BAVB1LCY<]/Y4Q'8'7+%K2X5-0V0R631167V<_NW*X^\!W.?SI
MNLW/D:/$\J-'?7Z(LX/7:G\7'K\OY5REQ";:X:(R1R%<?-$X93D9X(IH/-,#
ML$U:U7P^D*W16=%&Q8T*G<&SSGC\<YJY=:Y$);V>WO/,>1$$*M&?D^;)'(QZ
MFN*C?G!SBK,:DD8Z4`=;<:IILNG>5ER&15\G&-AXR1QC/7G/-.O=5L9FM"LZ
MN8;M'!"/E8QUR3^'`KE"2.#^5.0=:`.E371E"UQR+P[CY?\`RPXXZ=.O'6JU
ME>V\)NECN!:.\NY)O+W93GY<=NQK&YZ`\4F>:`-Z758O)U-;9S$LSIY:@8W=
MG/MFG6>HP06D`$NV6.WF7[I.&)RO:L$<4\$&@1T"ZE`\ZR--LN&ME4S^7G8X
M)SQ[C`R*D@U&!3_Q^[6$FZ5_(_UXXXQVZ$?K7/`XH!(H`Z&PU*V@4)N$<;W+
MLR%<XC*\#I2V^IP-]F>[<M,JR*7"\H21M/3Z]*P%YJ0,.F.:07+NJS17%X'@
MY`0`M_?/KT'\JK`#;FC@\\DT9R#QC%%P%![TX=*3`[4]12;&A\2HS@2-M4]Q
M4L$+B4,,`J>AJ2&R9]V3R%R`/6KJPDE7R!@#((QFN2K62T3.BG#N.1!E6;+$
M#OZTV.V(:4EL[SQ[5*&V@DM@$\9XIV>F#7G\S6QN4HHECD<RG?*>@;TJ1+5!
M(90K!NP_NTL\4K3HR8;;U#=![TDT'FLK@LK9&X*<9K1S;Z[BL+<+$8\RG/'6
MJ%U&5926##``(&.*TED`_=JF-@YSS44T'GIN!(7'R=A^571J\DK/8F<>9&:B
MUH0'Y15.1?*?;G)'6K5NV5%>K&2:NCCDK%\'Y:G0\574Y6I8SQ3`G%3+TJN#
M4Z'(I`.HHHH&)37'!IQI&Z4`8NJ+F+/I7/3.5;YJZ;41F%O:N:F&1SR"><U1
M)7<[<Y&?7%0>8F%5F*G/(Q5EU0`E6(..1FJTP#*/*&">M(9)C<`4&,?K4GEJ
MS`C.<8(]*I*92RH&Z<C-*TDB$Y!#?[-`%QU#,HX&3CZ5J3`6UI*D-\K`?P*,
M9-<\+AQR<>GI4MM.8V4R1[_3BLY1YBXZ&[;QSVD23KY3`]\[@0>WM]:EO&GM
MX&:&`0PJW+A@2"3VQVJO%JL]Q`ZRVS&UQAO*!&!]:SH[Z17"%O,B0\))DX'T
MKG492=Y&C:6Q;EO;-K23SW)NY$=58DDDGC`[>E58&EO+N:WN3M%N?+7>3\H'
M45DZO<O=E9"@3:0!M``_*K>CZM_9]C($B#W,\A*R.,U:@X:H'+FT9>O&:R:.
M.`K+-)\P3/W?<UHZ5Y-E!-++=D2,093_`'O<=ZJ:?=!)GF+FZD<`W$CQ]/\`
M=]A3=?:R;R(+,'S)E&YEY&SWSWJ)-SM%C2Y=BWIC74\4LT<C2K/-D@J-Q0<+
MR?85KW$P</!'@2,IRNX;Q^%9.C63,%5I)HT3@(#@,/K4S:>XU3?;W"Y.3@C(
M'8CK7-42YG?H:WN-BN+E52&:)5WMPTN5!X[GO4R(EF"\4!=I>21P@-7)I<+"
MKPAQG!SV/J*GB`6-2"&![[<5G*:WL/5(@4%/+WE8Y.T:$=/6GL=@)D;'8-Z&
MH+D+=38B5_-C(!=3MP.N,]_I5AHTWX^7E1G/MZUA+6S*]2KIPC2.2-)8Y6+%
MBZD<Y/>N/\5P&WE@#X:1PS._4MSW_#%=PT404A0$.,$@=O\`"N+\:%?M=LBN
MKA8L9'^\:Z<+*]4F>Q0\,IOUVV^3?M8M@>P-=A<1M=217MJC>?`Q#1CC<GH3
MTS7,>#8]VLJ^0-B$\_E_6O0&.U3GIZ**TQ4^6I;R)AHC/DU*!+!I@VX*IW`]
M<CM6+X;BMHK1KJ>(-),Q.>N!GI^E:]_I]M=R>4TAC$B_.B-@N![?6J]IH-M;
M^9&A=D8@@LP/2N>,H<C5[7-#AX+MHI"9E!SUW#.>.:6\N8F>)DB5509"\#.3
M[=NM58(Q+$Y5PLB<]_F'?GI4"[2_S,5'J!FO7Y5<X^8MK=W$\TAB^9Y,`Y`Z
M#I]*1P\D(#SOD<;6R1QTQ4=H`\GEJQ!?C(]*1@6D,9QE>/3\3BCJ.^@TH-[+
M'N;"_P`7'U_K4MG)%%>03SQB6%)%:1!_$N>13FBB55&XK)W('&,?SJ..`-&\
MGF`(IP0>IIW%8[&\\2VL6)HKW[?*MRLD"B#R_LZ<[ER>N0<<4L>NZ-!J\,4+
M.-/@A<0R",@I*YR6QC/`^4<5Q)().T=>GM2@%N@Q3)L=O<:_:Q2:C/IT@\^2
M"%8Y"F[S7#'<W*CD`]P.E9NC:H+?2-3M9;YK62?:\1"%MQYW#CID8%8,"[G*
MG((/2I9"%;&3CZT7$=A/XCMHY7>SNL>9>0LQ\L\QB(*W4>HQZTU=?L99@;QA
M-'!J#-"HB^[#M8*1QT!*G'7BN1E5@V`#G_:HM@SRC=ZT7`ZK6+G3M1DB:.Z)
M:*%R9F0L93G*H?E7WYQ6-YAQA3@`]JKQ*22/3M_6GCY!P<FF(G)X&2<BE1\'
MI5<.3P34L;88'/(I@6"?8BD!YIA8NQ)Z^U.7@4")-QZ=J4$9IO.*5<4`/&3V
MIP.!3<GI3EQO%("102>F/2I%&.O>HPQ)/:I,C(!H`4$$$C(IX(QG/2F%ABD!
M%("9<'-7+(XN4(&>*H`CTXJW9?-.HY_PK.I\++ANC7#_`#!,$,.I/>I%'&1W
MYX[U"L(2-0CMQUSWJO-+-$[D<(,8'7->8US/0ZRY(NX`$`KU.121X&6Q]ZHQ
M<,%Q*FP;<DGI4=N\DFZ21=HP``1CBL[.VI1:E7<F%QR.YJMDB0]1,W(7=QCC
MDTZ&Y24,KY4J.5/!_"HQ="0$Q+N.,C'6A1DM+`BPB$=9"Q`[BI`,+SSBF+@+
MD\DT!L$!N!TK*[N,JQ68(,EP<D\``]*EE""1-@VC;VJ25Q&A.TMCH*SX9-[[
MO7M7I85RG+F>QSU;)6-1.5J6.H(CE:FC->@<Y(*GC-5S4T1I`34M-I:!@:0T
MII*`,J_^Y(/:N;E.UCR3CM737X^9AW(KFKUS'+VR:HDJ2?>XP3Z>M1*R!3D;
M2#^-2.X>0,,9JK).S.44'=GK2&3JBE\R-SZTV5T("YY''KFJ\+9?G.1U!/6G
M(")77@C/`S0,EC,<4Z.\0E&<A3W^M=+9:5;YDG\@AB3MAEX"CWKECRV.5P*O
M64ZL3]ON2B[@"`<[O<^G%<U:+:NF:P:+ZV-[^\1)52-"69$DX`JKJF8KD9,<
MA>(8=``&]\>M-NWMX;57MQ(3*Y"N#\C+CIZY&:IBXEM@S<-Y@*%6';O_`"H@
MF]0DUL0R&$6ERDR'<$RIS@9IV@63-&;D6ZW!122'Y4#W%5;V0_9V(9<./NYR
M16T([U+&T%M<Q[MFS;"/EVXZLP[TZCM\P@KFG9V4,EB98)Y+3C]ZJMN&,>GI
M69:6DLLSRJDDBR8,;(O.SL,UI6+7%U8.`0P!$<H+#``/(`]Q5K^U$$9,,;B'
M&-H4'!]!@UR>TE!OJ;<MR6POTDC,:*Y\H8.[M^/%6%VAODM^`,;_`*^E4(#;
M6H6<0F(NI.';/S#U&>*F2^S(Z2,J31L,!GVA@?3VK&4;MV*+BN5R791'C&/>
MH)9&E_=V<T8Q]XJW3]*J#503(K*SLK'(0?+@>_3]:E+RO`SQK%;B3G/WL^_:
ML^5QW'8L6\`M83N96));=TY/:H)EE^SXA=#<D\KG`/U^@/Z5%:SNLTC3>=*F
M!A]GRCZ8JKJ#?:;R!$9XXY2,%#@N>OIQUH47S#2+L%]%&/)83.RJ"=H+C'UK
M@O$,JRZQ<NARI;BM35]=5@]K$)8GA?Y7#?>(/?UKG;J=[FYDFD.6<Y-=^'H\
MKYGU,:DEL=-X)A+O=RB-69$`7/8Y[5U5X[M&L8C+*YPX#`,H]?>N6\("YAMY
M)$DA2*1MOS?>)'I^=;6N2C3M*>4L3,5\N,GJ,URU[RK6-(_#J5GM]^OBZ^T"
MX$2;?+_NMV!_.K3S)"JF-&5C][C`_*LS2])BC2"[^T7$4K_-@<[Q6MJEREIY
M<4D+,<9R(]V/;-*=G)16I:=CS.*5H@VW'SJ5--7`;YAQTXH4`G!;`^E+M52<
ML"!V]:]@\\1AMY5LCU%`##D'\:5&`#<K\PP015N&SCDMF<W/*C)C5<DTF[#1
M#$\SHZKAP%YSC(&>V:52Q1I,%@.,GD#(IBE%P3O!'IWIT:L3(4=1E>_)QZ?6
M@:$VAV)4;0.[<X_2G(N7.]@%QG(I&C.2T@'(R,'_``J0>7A1F3!&<!<XI%$]
MM"#D*SJV"2`O\J;M6)C(TAD],]J:_P`T8"E57/)(Y^M*SQL"`O7@$<"D*UR9
MI`[!E/L#2)(4XR-P)SFH5C+,0&''J>M'ELSB/(W-R3TXI@T7A,"GRX+]"1Z4
M@P>02:@7]WG!Z'K5E67;U'W<^M.Y-AO0]L>U3(._7/057D?:F2.HJ6.0C!!Q
M@9!S3)L2HV3Z5-D+5=?GY4\9Y-2Y(X-`$@R`3FA2<\FF\A:</?K0`[//)IPZ
MYJ('<V*>&!/-`$@.2.W%2%B1FH1DX(IVX#Y>_:@0[<*<'.>*A+,*<K<YH`L"
MI[6?R9@Q+!>^#502[CTI1)FIDKJQ2=C>MYE\O,3%LDG:>IJ6,QS)DKAESU&2
M*S8!!`D<CSY+]4"G'YU8EOU!P%(4\=,?3%>;.#O[IUQEIJ6II;=U\NXQC@\\
M5%-))YH2*52'Z;1]P#'^-54D:4Q>7."[9)&!P:9;MM>1I)%8@A<KQM)J5"R+
MW)9X'60SF177;MR^1@_@*M0M&T,:Y*[.Z\9-5;IF6145\D+O.1U]/ZFEM;@3
M(V"551\S$`&B7,XW"R3L6HYEPV2=JDC)!Z4/=E8G=44A>ASFJB[SO925$>."
M.H^E1E/WK`"0Q+_#@Y8'GJ*4*46]12;03W\DZ*O*X.3@TMJWS"HKB`JVZ*.0
M1'@;AS1;MAQ7ITE%+W3CG>^IMP'C%6$JI`V,5:0\UJ0//6I8C4?>GQ]:!E@4
MM-%.I#"D-*:0T`9VHCD$5RVI@AR2!CWKK=07,8/O7*:L=KM5$F0Q7)(SQVS3
M(06<\XR*&7<QI\(`/TH&*J;=V<\]::0AZ-E@.<#FI))%'.,_455E8L,A5'N*
M0QV,MW4L>_>I2O&"2OX564HXP1SZTYI`V`QSCZT`6=XBB\H@,#SU_44GV>XN
MYH_)5U+G:@*$`_2H5E_=[3@GN<5>M;^]>$6ZERD6"CC@1G/<^E8U&XJZ-()/
M<H:EI[62QB9P9"P$B=T/7\>*WVU5GU&"ST^`>5:KN8-P",=>?3-9_B3$$-DQ
MEBFN2QD,BL6STZ]NM9:7UQ)#/YA4&9P[2D?,#[5C;VD4V:W43K]+C,]Q+J",
M`LS[8P!C('5B,]ZN7[V\^R"-=\F[.V+&Y??VKF]+:(VV_<C_`#';$DI63CT[
M#\*NHD-TS&V=K2!4'RMD[SUSQUK"4/>+OI<==V=Z'$P'DPXV["X8GCKTP*IW
MUKFT`FCD-VPP7=@V2#ST]L5O7-M]IM8TF8C&&)W;23Z@9Z>U5K6T.C0S7!AD
MD0G<"S#(7L,=S^'XT1G9>8;C5MYEM8&N,26Z@%U"F/KC(]ZLK;K9(JQ.@WC<
M@=L@<YP/TYJ:T?S%293*8R"?*R,JWT^G;VK/NY;6?!N)-T)D(VLP5@?;'0?E
M65W/0K8F@EEEOO.A):!4_>!6RGN%%4=6D-XD$%LLBRLQD5""I49`'7VS5Z"]
MM8[01P!`NPL&'&#_`(UC1W$=O=VRQ*?.!8.[G=D@=!^(/YU45=W2V'9F;XAM
M%M?(_P!',4C#+'.<BL,G)KHO$&'T^WE*.79B3(>AR!P#[8KG*[Z+O`YJGQ&]
MHZ10V;2RO)YC2((XDX+<\X/TJ[JZ7%Y>VRR']U)*%*,QPI].:CT6Z%_):12`
M(EDOR`<;G)ZFLZZO[F[U-WB9F;YE3_9&.<5C:3J/R-;JR.ULM524,D<6V)"(
MQ(IRA?T'T]:M27#+S#NE5OXF)(_"N>T.Q,6FM*[.)8R7\H@\GW'O[5KQ3%SN
MM64J1EHW.T(?3I]:XJD(\S2V-%J>7U(SHVW"!```<=SZTP#GG\Z"O/&#GTKV
M3@%1"[87!^I`S4FV9(V;RR$)Y..`>W-,14R#(6QZ*,FK"W<PB-NC.T`;=L89
M&?<4F-#%DDD!W29/^T,TQ&PQ0JIS^%3K>.A((CD4'./+&#^E!"21!XV5'S@C
MIG_"@$-48"KY3A@<$J<Y_"I8&59AM9<#@Y%5VX;KAASUS3D<N^W!9N@('-(M
M,LRJ$11\Q;&>G7-0*_8R=>N*7>\2.65E.<=\?2F%_,;HH/;;22&31!5+X`)!
MQNI6P$WM(/,!P1W(J-59QL!`W'/_`->GKM:,KUYPO.*8[$VX8VQJJD'.\YR*
M`^8L%N,8.!UJ-?E;#';DCFALL5!*C/'IB@DF7:T>6(&/7O4D?/MGT.:A*EG`
M0A@."H/7%3("'&8P@QT!Z&BXNFI,N,[5)_*I`YX!Y^M,C=0<D<FGLR,,+P33
M(\B0$$8_2E_"HU(R&Q^`H+\$@4Q$GN*53C@5&&^7KR:7KWQ0!*I&>N*86;>6
MSGTS2';G@X%-Y//:@"3>3Q2@U'G'2G*2:`)1TYI=PQ3-W<C%)G\:0$V]GPN2
M<<"IAYTQ$:`EP,C`&:JK6KIMML;S)E!1EP.:QJR48W-()MV(K-;@Q@I"6E7<
MJ;0/UJ2:)+>%1YFXY!8[>X[9JZ(88)2R2%`WS*,GC'6B]LO.MW>$C?+C[W'Y
M>E</M$Y79U6LK&<;MYH-P`,LK\N>=BXP*L1G[$L<<S!L\CC&?QJ:SMTMXC$+
M;,N227QQZ?A3Q:.\PRL8*#NN<?CCFFYQU70=GN2)<(<.CB1MV!SR:LOF"/<I
M4#.3VJBWVBWE1(2A7.=I`Y_&KJSNTA186Z?>.-N?YUA)=5L,ADOXUA+KE6.>
MWWOQK*B?Y\GUJUJC2,@,J>6`?E7.<^]58(9)%:15^5>ISBO1PRC&-^YRU;MV
M->W.4%7$;!%58%VC`QT'0YJRO45UIW5S#8G!IR?>I@IRGYJ!EE>E/J-33Z0Q
MU-/2EH/2@"K=C,)KD=5&96KL;@9A;Z5R.IJ3,U429#*`#@5#N`QDXJRR-SQ5
M616STH&-$^UCN^84QI4S@`XQUI&5L_=I-A_N4#(C(%.5_.E\_)]_I2M&YSA<
M`5&(VSP.:0RW8I+<W:Q6\(E).2AXR.^3710:IMU?^S[E(H8"NUD!P%XZ$UR]
MM//:3B:%RK`\\]?:K$.J/'-<3O%%)-,>68?='?`KEJTW-^1M"44@\41PKJP%
MNR;"BMA/NCZ56T[=-J$(V(^]M@,BEAS["IE*ZGJWES7"(C($$DG.T#'ZUTZQ
MP6>RW6U;?%)E%#D!P.X'/-)RY(J&[*2N^8K/IMG8Q0F&-F",?/N&1LKVV@=J
M;YDUO.NVV>"U\PA&D!4L?[I[XJ[=R#481&+:2!I6`)SC)ST(_#K59+"*:\N(
MYWED,AR%DRI_#T-81EUD6TNA(ETYBWRQ"-PPR\;!B!D8P"?3TK1\^`62W-QY
MB1J3_KLDGGO_`/7K,G^Q?VBL=M%,SVR,`Q^YG&>2>>*22Y&H:;Y%Y)&)V"XW
M*<+DCOGK4./-89J27EO<V*O;J)%60+M3Y>"<<^G6J<^FK#.UPELH08_ULFY2
M,<YSW[4Y+B""*6&W1&**$"Q#D^G..3UYIT&L+J-FXP(YCC9%U+>^*A*2UCL/
M8JWZ&ZTMIH88TN(LLS>H'ICVK$N+J)KBQ.R//E9;`X9B><_KTKH;N>-X+AD5
MY204,:$C`)QDG_\`56/#;R/JL[V[0PM$H4!V#+G&>M;TNMP?D6M<N[?4/#Q9
MML<D3`JHXYST'X<UQ8&35_5'9Y"2,9)SM/RY[XJG;@-/&"P4%ADD9`KIHP4(
MZ'/-W9V$9BL-$D2&.-9IHQ&OEY+,Y'O6?X2L9'U0RD[?(!R#UR>/\:R9+Z9F
M5`00K%AQ_$>IKHM'$J;X;9$;>`QFQN8>V!_6L9QE"#UU9I%ILZI&RS>8C"0#
MO_%]#55Y5V,3OAPP&'7&._H<TRT>;#K=X:4-E?F7/;C'^%13O*]L/LT4Z+O^
MZ!C'KSWYKA4==34\WVJ1\DF,CE2>_P"5,VDMM7D^U2);R21AQMV@XSD<5&Z-
M&V"1GV->T<`J,T9X)4U,C>6HD\Q`3V3[P_I46_$6`<DGD$9IC-N_A`^E,>PY
MCN&[@<]`:$#,?6FCI4GF#:,`Y7C!I`*P0ON&4)Z#M^=2AW^5N5.<D@#!'KQ0
M]P)X\3$DHOR$*!S[U%YKJ`-W*_=QTI#\T.?82)`V[).01TI'7'/3GKWI&"E,
M@$-G/L:,@*`0/KZTRK]P60IT/(Z-4ZYC96D!9,<%?XOSJ)"C(<L`5Y&>],9V
M.?[N<\=J0[V+BF)D*[F]02.E%S(SQ!7;+(`JYZX_^M55F*>N[I5BW;>3NP".
MIQCZ4!HQ8E$:Y4Y8\YJRC%@=Q)[YJ`G9T(;/<5)`=QZ9&.2>@H(L3J#M)49`
MI%S))MZJO)(%&UEB.2">X'?Z5!"S>9D;ER=HX(_E0V4HE[>B\*=P]132V!CI
M5=&D\ELCA6VY'.33B&6/=P>.W:A$-%A7+8!X[5(/EZKDFJ]MG;R1UJ4G`/!R
M:8F.)&[G@4A<;ACI49<@?0U$"6;VH$6<D].M&[''2H]Q5<4PN6(YQ0!;AVNV
M&E"'L2,UJM90Q1`$;WR#O)VC&?>LLV4D9C.5='^ZR'C/I5J%YH9O*=B!@@@\
MBL9N^S+6FYKO;13I&[B(\C[IP`OI5ZW8>6=H0(O'R=*PK<M:O^\C+IC(91D5
M<L;H7&]%B*J3SM."?PKBJTW;?0Z8R39>`M8&,A$:N>[=?6IHY#)RI"D#'!R.
M?45G3::D:M,-Q?;C#G(J&UNI(S(HAV@849_G6/)S*\6:%ZXNYS)'#'&0<9?)
M!J1R;BW*,K*3P`&(Y^M1B:%HWD=XV^G!^AICSQSPGR<,1T'^!I+IH/0(LQ',
MLIE3&"2O(/YU:#[1SN*MP-WK5!X%6$AU9'/S'VJPB>:O+.I(R6''TIRL]6!*
MR!V#72QD)P,\]3Q5:YBBMKD7("LG1HP/U]J?<&.W"RGYV&`,\DUGWDCW$KR>
M45"]V&TD=N*WH1;?D8U'9&CITAD+9.<BKXX85EZ6&5SD<#@UJL,`&O35K:'&
M[W)NV:!U!I5Y2FTP+*5)4,1X%34BA10:!0:`(W&4(KE-30B1C76GO7/:O'Q(
M:9+.:D8C/)J!Q)Z_C5EB><_A5>24G((!I#(&+@E6R3VJ,A^>H([58=E9LD`<
M5$Y+`GH10,A/RGYCC([BD*-C/OV[4\9?AAGB@M@$;2!WI#(V5PO8YI;2V-S<
M)"76//&X]/QJ1K=U@$V/W;'`.>M6;%+F)C<)$P`C8ABN!TQ6<I63L7&+O8S[
M:+_3Q%"RO,;A1&<<$9/K^%=Q<W1M(%G,R!TXEC&-SMCVY'^%<1HL?FZK#O.`
M&R><'@5TMQ'%)*Q^T&*-2I17);CWZ\_XUSUE>23-H;$]D;F[U!',8DMG3'R2
M`;<]_7\*;J=O*A,TLZR;2"1GYL9X/T[5:L$%J97F";2FYBK?*"3Z=J74;2WN
MK`>5GS4&Y60'YOQ'7-8*=I:;%.-RC/JB);R6UM$(=A!23=@KGKQ^=4[.?R4:
M(;DCVY5XUX+`9R<\YZ_K3=7\]YXY//%PP4$F-.4(]:@%TSL'9G,F=Q!Z'U'O
MQ6\8)Q)<FF;I-S,(;M;6+][@-*?F`&/0?YXJ&S@EN`\=Q'B6-]JXP!M/<#&?
M2H;:\42+#MVVT@X1"<AOS[FK`NH[>0+;.'9AD>;\TB$'I]<']*RLXZ)%VN6;
M?0I8$<B='#@LJ[=NT]N:A%K-#JEZ=JA/ED,B.<C(QMZY_P#UFI;:\N5,EQ/(
MOD8_>`Y`QCL,]:98DW#74\3![>YE^57!W,B]P?K4/F5W)B1F>-D6&WL(40(`
M&.T=NG%<B.M=+XTN'EOH`<A!$"H(P1DU@6BE[A`$+D<[0.N.:[:&E-7,:GQ$
M^DVYGOXE*LRYR0HYQ76P2Z?:WSSBU>.%5S@+WX'K6)H\,D1:],D:)AAY9;!D
MXZ8';WKHM1(O87MBZ1A4S@/C(XZ>HK"M*\O(V@DHE"^74GOAD+'%,/ED=LX`
MYSD=.U7;1+[8S73I*H;:`PX]CDTEM;/86R#AX4(W@H-^X]NY[U7N[M(HQFWN
M(6+'*],^^/QK)MR]U%+N<A(5GC$BD;^Z8`'%0R0.`FX(`>A!Z?6F8*A6)&,]
M,\BIQ='<%C3*ALJ"*]+5'",G@BC7,<N\]P1@_P#UZKUKF%+Z(E`GFD9X;G.:
MRG1ED*L#N!P11%W`/+?&X*<'H:;4[R.JKAF`[`]A32H:+=G<Y;KGD4P&J0`>
M3SU`JRD4<N5W$;022,$`8[_C4'E2J%.TX8\>]+N.X[H\,.Z\8H'<6,/M+A=^
MT=>N!3&^<@`XQVJ;S5('`#>I&W]0:DV)(=I&=H^^F.?KS2N/R*B@AMNT$GCU
MJ>9%2$!EQ(3PRMQCZ4U87W<@G`SE>:=.QDB7>P+K_"%P?QH*2T"()MVM@D88
M$?RI$.PXZ$=<&D1"#N7#''3&<^U*9"8\.`2IQSP<4`F2`QLNUOE.?O>WO4D(
M8'S)"PA`SP,BJQ=S'L&-N<CUJ2-&ED6,L%8D8`H'?L3O.IVLA^9>0/2E)PT;
M/@)WSTZU&SE9L*`,''WC@FG3*XB)D4(P..O//7BD,2-R"`,'OC%33N"6*H$/
M'"G@_P"<55/+`*,'@`]#]:7:OFA&)9.,LISG\Z`9HV(D\AIUD54QM////M1(
MSH^'&T]<&JR.J$QDA>^YLC\*;'*[G<_;.,TD0[%PL&IN?FXI@//'.:.0<,,8
M/>J,V2'.,$8IGUZ4YB`O-1$TQFII-P=S0?)L;KO'\O>K5QLBP7=7/1<#W_G6
M%&<-G.*D#$]SBLW#6XV[JQOV]X"N`ZL(P3C;C)]#5>VO?G=6D`#G``7-5+>R
MDFC++(H(YQFIK>RD2(N^0Q_@7[V*RE""N:1<B\M^$@*^:SH"57(Y4]OPJL9)
M6<-"P8#Y<YX'UJI''.+LHD@D(PS(P]NF?6MQ;2-X1')M;?Z?+@CZUB^6#-?>
MD8]I)):WS%5W1]\D8K:MYR)&,;*RL"PRNW!],UAW:>2Y5)74'C;G/'KFH%=E
MP`V`O09K1TE45R%4Y-&=;=PK=JLBL<C&`.N*B-[;+-"B2G<HP1C/X5@O?3-&
ML9D^51P!VJ!6*L&4D$'@@U$<+I:3!UNQV$;\[\$[<_=7)`^G6F11Q7:/-Y2^
M:<C+@G\ZS=-NFN4</(HFXV\XZ>N.M:\`?<#)+@C^$9P37-.+IW[FJ:DKD5O&
M+9@))MQSD_+Z]\UH-S&>]4K]F5?EC(&?O@59A;=`/I7HX9N4.9G-5T=BQ%]W
M\*;ZT0G@4TG#D5T&18A-6.U58C5@'B@:'"E-(*6D,::Q=87Y)/I6V:R=67*-
M[BF)G'2MUP.AJ!_G'H<=JLR%5<@U`S(&(Z'VJ6QHAC!SZYILD9#9)P,_G4LH
M!.5.#Z4T[F4$GD=A2&0L3U&136.Y3D_C3WQN'7GK4MG;PM,9+G/DJ,L%."WH
M!2D[*Y45<U;632X8$$MNK!^1ALMP._IS_.GWCPS:1=W%K=/"BKS#Z9[=>E9M
MI$);U/*16"DL$<9R!S^/%6_$7V#^QHYK.,@O@,4.`#[C\#7(XKG2-^9M71B:
M%`)]4@4J&4'+`]#[5WIA2Z"S`3+",?(6`5QZ?I7&^%[8/JC^<%*Q+E@PR/\`
M]==+>Z@4+06ACD`&&C'.P=CG/7FIK^].R".D2;4K*!V4+;("<DA%PX`YY/3]
M.]9:SW`+M#$)"6QA(SE<YX.!CFIQ);Q96[N"S"/"R(Y!)Z[3FG?VL(U%S`CR
M9."&4``?AU_^O4132M:Y5R>WMK"^B($!@N4.73;_`!8]^U8TME=6]PUP@$B6
MPQM+8"C/(QVK5FD@%_"S2M,'`P`<",'WSZ^M6X[KSW>WD5'E'WF!!`!SZ=*.
M:47=`DF9EE:(;"262"+<IZY.Z/'/?VJ>^@@L4CNK0^3Y9)!');/!_7'X5-=W
M%NKA8I41)!L=8USSSU'?TIIM8[F&:W9GC64!<",XW#KC\LTKN]V5=%;7+MYK
M!T64I$JD%6(Y./;MBF:%;7+Q6,EO"T,0C)+^9D.W<[?S]*S]6DC&CV\2RN[X
M`;...Q'J.1TJ&PGFAU!WA9U5<!0IZ>V*UY+PLC-R2D0>+I7?6G60)N10I*YY
M[_UK+L(C+=(N<#N>P%3:RYDU2X9M^2YSOZ_C6KX.TX7=ZUR[?);D';C.[KQ6
M]U3I7\C.UYFQ:Z!!/9,XE&"0%>,]%]L]S5<Z==6L%P8]^`<&3'8'@@^H/I6P
MD<,-[<RQVDBO&-V]N%?O@#I4%UJ8D"+%%+%`Y#/(8^"OH!^E<,:DV^YOR]C&
MNWU=XK:0\)C>9(\Y<#'S-4!#7K![V7:/X59L$=._6NPMGC<$V\J&,$EHS@X'
M]*S-6LX[B;?YA95PH5>J]\4X5U?E:L#BS@)9U?.Z/]YW8]<TV!I=X9%!P1VX
M^E2R6CO*WDYD'ZT^V"@D/$-RMG!X%>G?0XD22RR`GR(0C$X*@=,U4\NX>0Y!
M9_XL\D59DOSOV*H55'!QR2.G-2K>?:HF\Q-\Q(PJ#!(Z_6IU70=M!JO;V)8.
MHN2ZX*NF"AJ@DCHQ:,[2/3@UI%<JS7#;7.1B3YB01P*SMF)N!@`]S_6J3N2M
M!QN6V;=JD'N1S4(R6)''>M!H;:2Y>-,J-OR@_P![Z]ZIRHB@+AED'#!O7VH5
MBAI<L?F.>.II&8ELY.>M"*&8`L%![GM0R$.5!!QW!I@307<EO('C8[P00PZC
M%6KAS?3/<%]SDC<2O+>_UK/QN/R@YJ:&66(,4)V'!;';T_G18$["QL\4A=)-
MK#ICO3I9'NIS-/(2QY+`9-(Y5T5LX)/'/3\*B&XD?>!)[4BM!ZH&.(SDYXR<
M5:A6'<&=3@#YR!SFJV8%B`"R>;DYYP*F1Y)8S'+*J1,<[FYY':DQ["\.,;@-
MIPN.<TD@&Y@0[%1C/3!]Z4C_`$=93(H4G'7DX_D*=&Z-"?DQ@_,P.:!K4@(/
M&W!)SWI5PH5L[V[^U2P-#G$N%CW9.WKCTILDJM(?)R1R%RHSBF%NHDTC37>6
MC5&P%*CMCO3PV>5`%1)&R\L<%NO/-2QQA3ECT[4$-DJ,=H.=HS^5.9RQ^8Y/
MN*@:53CO[4J-OZ]O2F23%^.OM0`0N<4*,<=`?6EP"W+$B@`'H!S4@+?2EW`#
M`(-)YG/`H$302S0ME7(.,5/;O-)(2K'(^\1UJDA+'D]/6M"#R1&9%5L@<@&L
MIV*19BBEAN'E5P[@`8`^8>]/1+EY!/YCH,9)8=S4$3Q3#:IE5P,EF.<CVI8[
MAOLX^_\`+WZ\=JYVF;IHJ7R.)SG!4>@_G4.TJ!N!'IFM*Y$+6^[S'$C$;MP[
M?2H#$C_O)[C(Z+MY/IR.U;PEH92CJ57R,<<4HJ1B,E`24SQFF'"\]O2MKF1)
M&Q5@RG!'I6E'JC^7M8G<HR#ZFL;S-I]*D5\_0U$H1EN5&3CL;;ZE)=,JGY4'
M51W-;-FV8`*Y6!\$5TFG-F,5<(J*LB92;=V7[=N,>]*X^>HH#AV'O4TG458$
MD76K2_=JI'UJRAXI#0\4ZFBG#I2&(:S-5&8S]*TZSM4XB%-"9QET@\P]L55;
M8Q&3]W\ZLZBVV5AZ_I6?E6888Y'ZTF-%AU5MI!R*:<ACQ@4QG`..I[T*P)RQ
MXJ!BG#\8Y]*8R=,$9%2,4*A@1P?6DV,Y.'4CU[TBB[9VEH\ZB;4!&@XRF<GV
M^G/6JFKP6WE1PZ?<^8#+M\L*0Q/8GL>M13+MPI;H,\FJD\BQ&`*Y=MV\\8'T
MJ.5WO<:FK6-3PXJK=732NJJ<H49B"?P[T^\N5:5(A:K%E0K%,`O[UFV0S;M(
M3@LQZ5>LYH89$$\7FQJP8MW4?Y_E4N-FV4IW]TN0^:@ECOLP(^&W21Y8KTX/
MY4\V%Q#<H\DVV-Q\LD0QSQM..]4-2U1;N=S$KB.0CACNR!T^GK4K7!U!T421
MVC!=H4`A1^51RO=Z%I]B?[%([MMEC,K-M??\O(/0?_7J=$&GW6^6Y<8!7Y<!
MCQT.<CVXJC`DT/G(\RES_$>1Z'DUI7$(EMDPBJ8P'.Q,\>C`\9]Z)=FP3>Z(
M?/\`.5@;AD$I(\UTR=W'?MP/TJPDUWYCQ(!-(K(QN#P%)!!Y[_6E9[6.`0O%
M%C:&\X8S(?\`9SSU_"J\DL5M>1>6^2T@$YWD<=CG/MVK-Z[(KU,2>)O[0"-(
MLNZX)/.0<<]?QK2T1$/V@72"-5D!)P#M4=<5->VEK/K$Z^<P_<*R`\E7;"X)
M^F*T+^_CT_2FA:59'\IMDD0X8=!GWJIU+VBD3R]3@[MP]U*RDE2Y()ZXS75^
M"OM"VEP8$#%G`.\X&`.WOS7'$Y-=+X?E%G9^<]Q(FYBJ*J$@$C&2>G_ZJUQ$
M;T[$T_B.HGM;^2YC>&Y&U3EB5`(]JK6UO,EQ*+_;*L[;N<;5(XQC\JFMY[6_
MB)AN+C8B[753C./U_&J;6;PK(S-,O/R%WX?CC/;-><D[-/0Z$]30>!5,AC&U
MRNW/W?H..U+'-)APT2_(VWY?F)]S5&.YC658W94;:#N;)7/UZ5;,Z+C,L>&&
M[*__`%JAIK<NQY]!<2>;M`^1000@V@_C58EHY3O8@MS\IZ&KD%VD<&TP[VP5
M!SC&>]";!Y:N%.Q>5?C->S<\R+L5O+23:8P`HX)[UI6LULBQJJ;+C>1]W&!5
MB'[+,BPF+9TQNXYI)K-@REMS$-E0>@J'*^C-!);9)(F649W?Q8'%4UAMA&\8
ME4G=G[A8X]*UF@*`,09#W`J01C;\D84#K@8J>>Q&IS\MG+$P<(S'/4<C'M52
M=P9W.6//!88/XUTH$DFY1\OO67_9=Q+S<,!M`56'7'O6D9]QF2>3G-.PO.X\
M_2KC6KO=+'Y:`*!G!(##UY]:J2J5D8%=O.,=<5I>XQH&.A_"@_=P>O:GL-T8
M.TDCDM[4U5'R[FP#UXZ4``)&`YXJ1L/)E6Z^O%.,1,:E26R>O;Z?6H^5##(]
M#[T@1(NT2!C@@=>,XIC*3M4/G/KP*E5@B87<JD<[A]XU!C>V"X`QQWQ0#9?M
M;."XR9+A(G;[JJ-V3Z<5$+>9)`$C+,W*E>_X_G4FEHL4QG9O]6"1CGMQ6C;F
M19'NKL$/M``8[0!Z?6H;:8+L96S:A\S;O_BYY`IR(D0#@,&!SR,<>QK1%@5F
MD+@@;0R`G);/>HYF*VKP3H8E)S'QGC/7BCFOL79HK?*[[D4D*`6..U.*$%GP
M05/!(/)IS1A(HO+P,C/U/XT\E<;'0Y8\$MQ3N#14>/,A+N&)Y)%3K%Y:KD=*
M))$+85>!QD=Z>CQR(5)(8'(/I3N9-,1068`@XI_EC=C(&>A]:C9RGS+R`<9I
MTK%L8;CVIB%\L]VS4JJ`,X&3WID9&!USU.>:D#$8&W@\9I"$"@L`S;?4U9^S
MRPLLNTE,@@^M0&,=\U,US(Z,OHN-JG'%1*XXM$_G1I(P"X1!N;Y>"3V-1BZ.
M#]E5PIX8'_/O5""1_-<.[+ELX"\D]JMVV^%I&9B<G<0`%_*HY;&G,36KQ/(L
M1MV?(QC=SN]?_K47L@>0`1>7CU')^M"W31/O3@Y!)'4_6BZO5GB4.A##'.:<
M4^;87,N6Q69L8]*8S@GKQ23'@&H<G'6N@S''DDT(Y!^E,))P>QIN2&-`S0AE
M.0*Z72I,QUR4;@$8[UTFD/E<>U4B6;B\3$>HS4TG0570YD4^HJP_W*&`Z(_-
M5E*J1'D5;7K28QXIXI@IPI%`:S]5'[C/O6@:HZD,V_XTT)G#:D?WK#MFLS<0
MV5.*T]03,\F>]9C(4Y93B@$/&UOF*C-/50WS$=:K':#G<14D;J2%Y^M2RA[J
M.F<*?RJ:SM!-*T=N#+)[<\4(`$*LO3D5/IL[Z;.]S$NXE2`*SFW;3<::;LR#
M4].N;$HT^S#_`'0K9-9FHP26\T8D`!*!@,]`:N/<M(3O`;G.,_RK/O`[714@
MYXXZXHCS+<IV6QO0V=O)812V\R;HX@9(SD'/<C/6H9(OF58'+(!O((P>E);0
MS(J3^46B0@-D]1^%2VSP_:E94(B!QQP?8YYK.UK]06NM@@L@%2=K?S(FR,9Y
M!_F*?;)):1O*4C?SOE"LI)3UQVK9DMYK>Y%Q`WFY^>10NT$?05!J2(ZQR)',
MA.<*W(`SU_\`UUDJG,[&KBTC/D\@+$T)95`(=2H(Q5K35CAC:5"C[6QY;G@@
M],566,O.N6"OZ-W'H<U*DT4-U%(\3+$/D^;)VD=L#\*I]C.-]RO<,))/E7:N
M<@8&['MQ4^IW$30(UHY,:*JDD?,^#TSU%1^:Z;8U:,2YWJ4^\">V:;=Q)'92
M;P@D"YS&P8DYXW>M%M45<KPH[:D;BP<K;><J'<V">,X()]JL:QJ!;2FBCC,>
M\A=VT`E0>GTS69;W)6Y(P"#/O9,9/`/^-.U&_EN;)!*23G&6.XM[^QJ^3WD'
M-IH8_>NXT2^\K2[:WE545<;OE)&#R#Z$^U<.!D@"NELM0D@A%O<1K-''A=N<
M$>^?K3KQYHV%3E8Z>.)?M1GLP47RR&1HR@;G.1Q4MN\S@&2&.)LD("<G\ZYX
MW,US<0Q_;T/S9;KO.>-OOTK6BM;S<\D%XA#.3\T8R#GI[5YU2%EJSI6I<BB1
M]TAMT1@Q0[SV]JC@NHS<7"R(F]"H.!TXJ5Q+(@68[E<$%!@@GZXK-O\`3BDJ
MSVT,QXV,$8@^WU'^-1%)Z-E'$V\3B,@\`?.5/?'\ZM64L*3F1HG?'!STS_\`
MKIUVB33),[A&=@NPG!'H:?)9Q6DVSS#*#\S`']:]9N^YYZNMAK%[G$A+@YXW
M#]!5B*[V;4.55L?>[#I3@T-P-S3```\>G'6J27!.^-I-\/48P&&#TSZU.Z&X
MN][FTL\,3[WD^51U]:J7-_(978$^7G./2LV-4G4$W!$RCA3_`!#L*MW$0N`H
M0J'(R1U(J>1)W*6UB<7*A@SL4<KG`(_6G)<F1#N';D^M20PA)`Q4;U7`W59P
MI!,C@#N>E0VBFE:Q@2/Y,@$6V9<X[GCT/MFHYTDN[AV^RA>FX9P2?I5^2.W1
MY&CE5>`ZF0@Y]B.M1W+S"")Y661<`8C^4^HP>];*0<O4I7$<L0E=#&$*[2H;
M!7)Z>]55NF$938A'(''3-2.JI&[,S#=)AHSU`Z\U8>.*ZB"6T#1[4)W8SGZG
M^M7MN)E'+/(2I"Y.X`<`'VJY"(H1\X5W/RLK)G'N*K&)8W)N6R1CA&&3^-,$
MA1V*L5R".1FFU<G8M7LHF?:`,L1STQCOBHUCCM[E"LF_&#C&,_G5=&7'SD@G
M/(Y-+O02@G+JI[]Q3M;0@F:>,N<1F-BV3R,59&JRNOER#>H8$#H>.?\`/%9R
M*6;=@>HSWJ<,7BD(QN'(POK2:0T7([J64LY)*ANAP<DYI+B1_.,KLAVKA<#.
M?K41$<<>]'_?;>4*\?6G"1)$56#1LP*LW!![_A4V1H`GE$7ER.`I.['?ZYJ5
MYI=0*PMMW#D/C[HQTJ+RU:(%$;@88G.*N7429B<2QN'7^``8_"EHA<SL555H
MI`H<'`YQT_\`UTJ`JZNPSWP:?M`^[P`/KFFQ`%OFYQZD"K(;[#<XP5SC/0]J
M<>6]J4C*C`7!.,U$IP[YXQT/M03<ER=Q)/'3-3J0>,D^]1X`4`C(/<4X!E&4
M(&?6@EDV,GAB/IWIVQ5/R\8'YU&K'(Z4DTA0COZ`4A(9%N;43O52`-P.#Z5I
M13;D`8@Q@$<\`5CK+F^SG'[O'%3$80`GKZ4G&YJG8FN'5YBT9.TGO4>>,$@U
M'R.@&!WI5;+$#IZU:5A,?,?E`JLQ(/!J><[<568C-4A(D'W::.?84`X'UIZC
MVI@2QC!&#6]I#?O`/6L*/`%:FEOB44T2SJ%./+/IQ5ION530[D%6Q]RA@AL)
MYJZO:J,?WJNQ_=%(:)>].%-IPI%`>E5+\9MS5LU5O!F`TT)G&:A%^_<C\JRR
M'+%'0G/&:VM0(2X8-P<\&JA)]>/6DW8F[1FO92`X&,$<'-->S>/[C$G^=:!9
M<9'/X56GGV`9YR.!BINP4F,A67!$E6X6#I@9Z=<56@F#G!SN)XQVJZS;!SD#
MZ5$@?F5S;!+A95`5D8,#U&:STE6]U69K@9=V)#$XP>O]*TIIML;D#E02#CVK
M+TB!KR:0`$D?,3G`'U_.EYEP;V-Z*"X@A6!)$)F_=\-R00#S_*K5Z2_D,T0B
M\I=OEJ<L"*KV$<=N7^V1)R`5.?G`]>OXU96>"6X38H+%"'\PA1['\O6L7O<V
M\C2$J0P^=+)N=@,L_)]1G'%1":2=B(YT9V&0N0$//TIL]];+#&A<'8O\(^4G
MIS]*KV-L\C33)%M1>&0.>/Q%<RBFFV:N3V1#+#/#,!<A59@<,QX(],UDW#A9
MWF9MP)SZ#=V/TKHY;190W[YUW*'6')8\=\FL^_BG3-N\0(F.Y2!GG'-;0FGH
MS)Q:U10CE6Z@:;ABKDN`,'!-1:D8(FADMM[1N0=KD9)!'7%.6SDLDC;(*2,!
MLSD\_P!#TJ.ZL;BV<7D94(F'7<0"1D=`>M:^[?<5F40XFEN)-OEL-[KL[$G^
M6*@O,B"$#&W;D<U=TM@WGS<&1C\Q/8=<UE32M))\V..``*VCN2PMD,ES&@ZL
MP'ZUI3F6WU&5)4*X?:W:JFEQQ2WJB=PJ8))+8[&M[0;&SN-[W18HS%%+$8/'
M)/>HJS4;ME0C<;)Y2^5-:2M+)Q@LG.[T/MZ&M&VMK]%>Y,H,Q;<UKM)7/J>^
M:KW.E'2I!=VURCQ+\VUV`8#MC/7\*+OQ(ATUH80$E/'!^Z*YI7G;EU-5[NY?
MN/$8@0;T0?*/EP05/<'Z5EW&J:KJ*F2U<QQAN`#MR*S8M+DN((IY'=3-)C!1
MCA>[9KK[>R1(4@C;,4:@*6B)]:EQITMM66KRW.,4"ZG#7!8R*F[..#GIT^M2
MVD9WA8U^1&RQ9O;ICM52&":*S<E]EO(<9('S_2G^3#^[$4RC!VL6`4''<'-=
MC.;5HL31M/+(C[DML;@%P.?6J\.G*^56X_W@HXJ\N]`$EV?[.#R1_A3'7#((
MYA&N"6R.XJ4WT)NEHRH+1X\;QF)2?NXR/I38[NW2[WX9AC&>]1RS.H>.3GC@
MJ<=^M0V<,4MTB3R&*-NK`5=KK4=TMC>2^2:V$D@+(#RX_AK,FN)KR5UBD<J,
MGYCQ^%%[IPMYQ%;RF=6.5V]QZD5)/:7-G;/-'<`)_$BY&1[^M)**%[S*4DVZ
M((4(*@#GN?K3<3;3YCLI"X4'N/\`]5:-CJ<?E"*6",EAM8GC([52F2'>"-P/
M3`_QJD^EAW0MG&L[F,]"/F.,D_C6J+1S:_NR`P'0<;CC]!5>PL?*Q,ZMD@@*
M#_.IY)0LC;Y``N.">E1)W>@[F+>Q302;)\%R-V<YXJ#C;C'/UJ_%&UW?-'YV
M`QQN//%;%SINGQ0*B*C%1DG=RQ^N:MSY=Q,Y<*2>!5BV8(VXPAH\D98>W'-:
MDMA;O"I4K&R]\'!^M4A`I^9)XV`)W)G!'T]:?,F0T1W#0@A[=&C(.&&[K]/R
MI(BDLH`#QCN0<T]K4PR/Y<F<*"K*>N:=;`></W?F.PQSG!/K0WH-:#EC:60Q
M.N2WW7(YXI_V>,;=@`Q_$:L1VH-P#M)`'W?[O-2J#%=K$`D@VD=*FY+;V*QV
MKP"HR,'8>#47E*I)1\8]*LW%NR\E<!L8X[4R$O#EU"X!_BZ_A1<2'HPFVJBG
M(^]NXJ.<"-F61&#8X*GC-*9I8]TT**'+8.5SQ396:=-SJH<]<#%"O<=T)`3)
M#Y9"C!Y)-`4*#NSQUR*B595CV],<YZ4%FD.&[C\ZH5B9FC7:R'.[%2(^?E(Y
M_2J:`JN<_=/3TJS%)YBCY,`=<T`T29)!(QQSQWH+DP[N_;(Z4V213A.20<_+
M44DC._)(`YQC%`6(T7_23G)^3/TYJ]+;F*W60<GH1CH:AL8O.O'!!.$R.>*U
ME1(HB[0Y.[();)S42E9EI7,8EE.&&/:E4X`(Q_6FWI(N7XQDYQNS4/F9X`(S
MUYZUJM4(M3,649XXXJH6Y]:?-)]VHP"2!5")8^7`-7%3(JI$AW`XZ5H)BF)D
M6"O:KNGMB8569?6K%H0)!0(ZVU.Z,?2KJCY:S[!LQ+]*TEZ"FP1$O#U;BZ55
M(^:K,52-$]+2#I2BD4.[57N1F,U8J*890TT)G&:T`+F0'N*RA-L&),G/0_XU
MK:^/]+8UBDD+]T,#ZT6$.$H`Y.,=..M1R#SB"=G'>CS!P/+'OR>::<$DJA'M
M2L-)#HT$<@*GCTS4WF2-E73*G.#FJZH&.,-^53+"PQVI.-P);V2T739?)CD$
MI3DDC`[5E:.HD+IN*AR%9AV'?^E6=0C"6<AWXR1D>M1:6I%JS<<M^-0H="KF
MPT;27;H)1+@'YV]/7FA!&ORMD[NC9QBHE8<*<G(]:>TK2'<5`"X'`_+-2XB+
M4BQPIY;SG!7)`&`3V%-L;AXIE4*6C<_<5R.?7/K50$&0@KC/<'K4A*B$J[[6
M!P`/YUFX:697-KH:]NLDJ_:/M0>;.U@S[2@]<]_RJAJ<,=O.Y^T2N&YRW4MW
MY'&*@N9(I88VBA$>T8SOR3[GTJJ0A7RRC[R02X;Y>/:LE"SN:N?0DN;1HH([
MKS-P(WKDY''\JEUB_%QI[SI:KY+H%$Q3!#<<?I3+5X$$[RNN_:?+!/5NU8]\
M)'?[.5*-)(&"GY>O_P!?O6BC=J_0E2LB33&:&WD^;Y9%.0,C('4&LJ8[I6/3
MFM=X7M[4`.K*CE2,#Y3TZ^E9$F/,;'3-;QW;(9;THVXNLW0)B"DD#@GTKIE=
MI+>(Z*J,TIW/)C#Q'N!VQSZ5R]BZQB21T#``8)7(SU`_2NETQ)+>UMI)EV($
M+_*.2#P*QK]S6GL:MOI=E;2*9H5E?'S%V)*D=ZYIH(+K7_)AA`B9V.S/:NCG
MN_L]H;EYX70+DA!U]!CKG/>LFSFM]3GFN[Y+=8P/+1`=N#UR*YJ;DKR9LTG8
MZ">18MJ2-%%&5VC:1E>.YJ**Y2XMPL31S*I`S&F>>_&>*YV\T\+9^8(I)E3[
MT^X[<9ZXZ\=*K2VZ:9Y<\>;J"=/E8Y7!_"A48M;Z@Y&>;":$_,C.A7DJ<_\`
MZJ9<0+:R+E`0X.U0V<>]:9BO=WF+<1EAT&WAJ#!)<`23$1R?=8-T([YKMYSD
M(EG?/[^1G0=!@;L]C5BW?SE9>"AZJV`1^%-@L8X/.WMN9A^Z;.0,=J@B%S'=
M#]Q\B?>*CJ/K4Z="9*^I<:SB=&$B)C&/0U7;14>4*KE5Z`]<5:;9<NL;<C'W
M0>GUQ3OL@@!12P!Y*YS_`)Z5/,UU&HV*=O-:Z=))#<*VXXP_7(_"K-[?6<NG
M2JDPRR\+W--^R022%IHF?'(+G&*"FGR.#&JF?(VL3\H_X#TH:3=RN:VAFZ78
MI>F9C*Z-'@I@9JW]D>&$G[Y(R2@)P:U4O8MHB,95\X.5VY]Q4[&W&Z6%OW@&
M"1Z5,JLKZHM036C*.@,#`T5PK.V?EW'!`K0>W2,DIP&Z@C-9EU=B%6DW*CXR
M`<_,:C&KM):JR,K3$C``Z4I0E)\R)36Q:EM)'N&D<!E90N1UJ)K954JAX'8=
MC0-9*OMF"J/7-26<T%U"WEC:P<YQW_'O1[R6H.Q0N&6.!RYS@<=ZR8O*=2NT
MK(0-O?/XUTJ"-&.2OT;%0:C91S[98X@K$89EX([YK6,^AF9,X54$D8;<3@L,
M<&I$<JP!(W`'<Q.,G'>B-MJR6\D1Y&0">2?6I+.&031W/EXB!R5//(_STJGL
M"9+)+((XI(@<;!P,X/X4)>K@`960<X<?UJW!!"AV-Y@!;<&'0'Z>E02?)C$2
M%=V#O.[/7_&H30-##<R3)M"!$W$^S5"FQOE0;#D@DGK34$4,:ON(8G&S/7Z5
M*09/G+D,?T_"K]"7H(SR!_E??&>N>.:3H<`]?TIS%7.$/`SC%1JK[SN.5IH5
M[DDA1`!RQQTJJ6'5N#G@`]14Y7=@<U"^WG<?;KS5#0F_(.%`R3S_`$J8`;3O
M8<CFH4PA'1ESU`YIS%B#G@]0,T#8Q_E;(Z9]>M21!9)EWD].U0LQ(!('7M3X
M743!G)"\]*8S1ACC@!)W8<@J2<9]:T<F6$A0=N[(8]5_QK"FBWW,0@8S(1N9
M5/*\UI*S6\;AE*DJ0,],UA)%)F-."LCC.[!(S40&2*L%,G+=.]1D*I%="(N$
MZX"FGVN)#CN*9/\`='TJ!'*OD'!'>J&;4<0QR*D\LCBH+2Z25!N8*XZ^]6PP
MJB1@7UIT2[7!IX`-21H,T".@TTYB6M9.@K)TL?N@/>M=*3!#6'-31=:8XXI\
M?:D,G'2EH'2@4BAU,<9!I](10!R&N(/M#'%9"P;C@#\*Z76+4O(6'>DL[*-$
M&4.ZJ).?%B3R1BH_LP5L9Q[UUKVB$<+S5.;3QG(7FD!AI;<Y!!JQ]G)'*FKP
MM2O:G"`TQ',:^GEVD8Z9;FG:/;L+!68##G<OTJ3Q:NQ+=>Y)-7]*BQI%L2/X
M/ZU/4KH5GB(SQQUQ[TCQ.K;.H(S@'.*TF16X.`:K-`-XVGJ<<#D4I*P)E(!L
ML25`4?-R,G\.]1-*9<%H\#';KCUJUJ-O-OD.P$1$`N``,=NE1PD13*9H/,4C
M.#D$#OQ6+EI=&D8ZC+<O-*`@8LQ`P_RAAZ5KV*(K//%:H`K;%57!R.^<]:IR
MH)-4!>,[7(94B8=_0CIU]*N11P0Q;$!WPY!=L9SGGIP?Q]*PJ.YK!$$ELD,E
MN\D7F(Q^?Y"-N.IX%<_JC!]3B(0B(XVJ?[N:W`'FG=KUY%AD!V._R[><`X[U
ME:[&QN;8R*`[C!EW9$@SC/M54M'J*2(I_+%G(JLRIDLIQ]_GI[8K'/7\:Z.X
MTITT_P#=W$4WRY!!(`&?>N</7WK>FTUH925M">$$Q[<]7''K^%=C;WMP%VQ8
M2&)1&N[:2#]?2N4TQE6[@9T+(C;FQZ5O_:H[F"1H6$<,)!5",EN><'ZUE65^
MAI!V0W7+\31K;`9C!ZX`&?;%+9Z#&JI<+*)G1=XAQP?QINFV\FI79ENES:H=
MQSQD^@K9NY[.`>4KI'(,<-@$#KGGK6$I.%H1-(J_O,J073WEL^$=&52@4CY0
MI[$=QQ5<:/`(E(EDBSR,?*6]<@U?N)HIK7_CY&U\!<D``\]/_K5FK.EG;K%Y
M?G@'[Y;KGT]JF+?V="_4I@I,O[R4I)C..@J!;>X9C)%.%8'A2U+<W.8`NP$_
MQ,1FJL,I60-N*J!PN.*ZTCCZ79:%I<22CS6(7J2O3]*OQS"*389M^0!AN,UG
M7&J_NRB#83P67M3?MS,JN&`Q\ISSSZTN5O<K3H7'$/V@E9561N@`X/XU"%N'
MF8-YJX'WATI\-RERVR4(77H5&`U6W"M;F/>$S_%G&*G8?D5%RVY9)!)R#CT'
MO3OLT>]=KE<=,`<4S*(3&DA?;U)`%3I$P.Z1B?H*9,DB.:R9C&!+G`[#FK<)
M,06,\GW[U%,ZJ%;<=R'("<GZ4F\;ED3<=QW%6."*3NT"!H([@GS0?O''.*0:
M:J$&-B1W4#&?QJ1[Q@1OC$;>WI2I?(2<,P8^O(:B\D)[E!M/$2N\OS28X//%
M3E8K&),!L'NHS@5.?LP"R.^P'C)R!QVYIEQY<9:Y#>;$<;E4C)'MZT[WT86*
MDEH]RWGI+DMSN/\`6IGBNW.QW5UVC)SSUJE]O6(LD4,V68E4<\`=OTJ2V9Y;
MA9I/,Q&-Q`/85;31#9H0JD7WUB(VX$DC`E3^%-6:&2,R&Y4$'N>M.MH-UQ]L
MCN'995*[,`@9[5--!:K"RO'#C'`;`_6H;5QWV1#)<;&`$D>]AE5QC`]OTJ".
M>5;I=T>-^2I/W1ZXQ5"SMR\GGM\F&Q@'BKLHBWLR2[HU&<G^55:V@V]2/9E@
MDD0QG*Y_G2*%,Q0RY`';J:8FX2&:-1)@D!3SM'TJY^X"&Y`X9<$XXIWL)C#'
MLS]W..HYJ(@\BK9=9VB,4>UMV&;^$K]*3R0DCK.I`4E25ZYH3%)-:E,C;C^[
M45Q"'RR]:L`[MZ[",=":B19D8DJV/I5B13#,IVG'':K3Q/%:^:-K`XP0<T31
M[R&`^N!38$:2)X5R=Q&!BAOJ6M2L6R2>!0.N3TSS5D6R*[>:3'CU&:);8!0Z
MAC#ZD8S3YD#*\#LFH(T9/YXXK=-SOC\L\H:P;E1YL)^]G@X':M-247&,=Q4R
M5W<3V*DAP2,U5)R>.M6;A<#*U2/#9K1`B6<G8N357DG%69QF-,&JIR#5#'`E
M3FM73[MCA&Y7W[5D$YQ4L,A1N#0#1TZ,#TJ>,#-8,&H'S,,/QK9BER%YZBJ(
M.@TL_*16R@K!TLX-;\7*BDP0I'!I8Z=BE5<4BB5>E+0M+2&%%%+B@"O+;+*<
ML*!`H&`*L8I*`L5S!Z4QH,U;I,4Q&>]J#VJ![8CH*UB*:5!HN%CS?QFQ^WPQ
M=U3/YFNAL[;R--MT;JL0S7.>(8OM/BQH5.=\JI_*N]:T4($48"C'-2GJ.2T,
M,J@4X)W=A@$$569F@<2J`'0Y^E:EW8R9)1`WH`<4BETM#$\3?,2/W:C)'J:B
M;:7<<5<Y^[D:5L;U4MRP0<'VJ/\`M"Z\SSO.E\U?D+$'<!6M;Z>L[DO.L3%M
MNUE/:H=1MU74L;,-LR748#8XX':LDXM\J+=[7*#W/^DI)M+E1C+L>2/UI8YR
ML4D`EW-+W(PHQWI6C>5A$(V)/(('2KD&E2B(O+/"64Y./F`_*IGR1T81YGJC
M-NKNZ>%!M+6RD#@;@O;.>U2'1);V:*9I/+MP>$)+'W('I4BBQ59H)$FN.224
M!`7)X_.JUOJ'DVP`N'CQ)N@AP#G'=C_3VJ+RM[FAHDOM#M:T\6>E$C4/,'`C
MB/=<]1^=<M6SK.LRZE#$LG&P<C'?N?Y5CJ`<Y(&!^==%%24?>W,ZC5]"9)90
M@16.&&T#VS6K;PB&V,TDA)7Y1&!P/>L^R$?VB$D%_F4;<XYSZUNWK-AHW55Q
MD8R3SGJ:FH];((K0GMTD6RC"*R`8D+)R>>>G?Z4WRH;J1IYYD11A5+D$GW([
M5=BA%M:$S(C2L<`CD-WXI;9I&ER05C;&`R`_H?Y5R<^K:.CEZ#+E'>#;YB-'
M$O!1>#WZ?YZU2D>V\M)4#S,/E;S@=PSSC&*T8HI;>,QV\3R*Q.Z3```-4+W[
M=+.)(K,2J%V^8F<GZD=31%W=ALYH27-R0H8M_#@XQ2S![4^42I9>X.<<>M6F
MBM&CC:$X9\A=IYJA.MQ`0DB[#V.!S^-=ZU9R=-1D<P'RN/E[D=:O6CVT4BR%
ME*9Y#+DBL^2-U`9AC/M30"<#'/TJFDR=F;\VV%TD$($98?-$?YBIKN:`QI((
MMZ]=RCI]:P8II[;E&8!A4T;RF-TA(2*7&X9S@_SK-P+NNI>2[MEC>19&7<N#
M&W7ZYJQ'?>5`@XDC"@!E.3FL`Q.)Q&Q&<]3T-;T5C'$FYY'0=#T`I226Y-^P
M@F^T9!C5>/F#`<UF?(S?.[K+']W`R"/Z5=:*+SS*EQY8YPQ3(HDTVX)CF2>.
M0;OOCC-":0FW8KK-++<HV\E\`$GD8JTSLKF('+=?N\?A1)I]W;R+-"5D?G('
M&*G$DQW"9=CCG&:+KH9M/<>L,;6C12$$MDG<1G-4XMUC&JN-T3+\X'.#]*LQ
MP0F0R%F+8]<D5901LH7<I.>F>M3>P1>NIFFRM@!.5E4GHH((%6([7SX459PD
M3<_*V#Z<Y_E27TLX'END;Q*3C8O%,-T6>V(A4%#G9V84[NQI;71EG^S[VUL_
M)5Q(G)*H<[1[$"DAM(ID\R9S(6&"`>%]LTD;-'>"66"1XR/N+DC'^34[G3Y(
MP"3%O;;D9&/J*S;9I;LRL^F+;([(!Y0^8@]?_P!54I@J!&9E,70X.2`:U'\K
M;);Q/*@(*X=@RX]<CFLQ;:)&8&7C.1E.`1[U<7?<AJQ;:T2-"8X9"&`;=CG%
M,E<Q01(8MQ)XS&<_2KTVIQP!"L;%,XW#_"ID\F4N[+-&QZ`C@BHYFMT7R-[%
M.!9)DA(0.[CJ!PO^%(Z3QD&>(@*"&$8_SFK<%W%;G8N2J=03S5==4MY+F9=@
MD)R<J<EOP-%Y-[`DDAJ@/`S`!23DCOCTJ)F$<+X8[CT!'2G-,)72)-XB.7`;
M`P3U%6(TLY)2K,S.20HSTP/UJG*VY*AJ58,QIMD*Y(^]C-6([-'D1U(C'^SU
MI;FS^RP#$JR(Q.5`.Y/K1;LB((U8G:.]#=U="6C(+^&>9@S*-J`_/NYXK-D#
M$DAOE-;H#SP'RI,-T*L,U1FTL@Q[9L,YQM;CFG"26C')WU,IQ([PQ]5+<`>M
M799"LAR,XJ.]AELI(C(QP2581MR13[Y4C:.2,')'S#/>M-VB7L0RL"G7%4F.
MWK4DLI8]*A*DUHD`Z9\H@J(YJ:0812>M1ALX7&?:F,9BIQ"^X;<9]JO64$2P
M&2=-Q/W5J2-!G.=O/`QQ3%<99V@#J\KK].];4+K),/D&T#`JC$"'`(!'M70Z
M9:K(P.,#TIHAEO3X<G*YQ6Y`F%&:CMH$C4!15M1BD-(4#BC;3A12*`"EHHS0
M`8I:2B@`HHHH`2BBB@`J.1PB%CT`R:5FQVJM=RA+*9\'B-CCIVI7&>?&9=0\
M9QR1`A7N01Z]:](9=QKRS07)\16K\9\X$Y^M>H&48W+\P'I20Y".I`Y'ZU%M
M"\X7)/&:?+.H'3.>@]:C+NJ'"9(["LJNBT''?4;*HV[F3>RC*[:PKN)H[EYX
M9"BLFUU<=3]>W_UZUY#B9!N`.W)!'3'>H;@K9VGF#'F#YF;&<^H^E<]..ES2
M3,'RKO>0A?RI.'&,9%6?[5FLV<!%\A<`[5Z\8S3YIGBNG9A$T#XQY8(V^Y%1
M.$;(R,?SK9TU/<R4W'1%&:6.349!"IMO,B&Z-0>><YJ+3[6SB,\UW")'8G8%
M;(7\!S5>*)VU':<L(AD.#P%]#56YM%EOIA%)YC`]4&`#Z9-+DT<;G1!\SO8S
M[V)H9W1E*C<2,@CC\:KH2CAE."#D5O\`V&?^S"L@MF&X_-)\KK^)_K5&;2O*
M8@W,.`NX-D@-_N\<UK&HMB)TGN@TJ(7%XHD.%R79AC(P"?ZU-<7)N;U5&1S@
M^]16=LZQ//)^[3:0K,,`D^E/BM3"PE\Y&;GB-\LA_#BI=N:X1B[(VX9G68"2
M-@B\;P#][\*2^O(56/ERK,2<)@N,U6L99#"RO`ZQ,P&]CDGVS4ES"#*3(S`#
MA(U'&*Y^5*6INHRDM"2+4[J:542$1!%RHDR%:J=O%JC.4AD#8R2/.V@<XXP<
M5=BDD(:W?Y`I#(3U'/<]:2:Q)96CNGMXP"`"V`>>WZT)QCHA2@SE;*WDFF&P
M[0HW;C[5HWK+-!\W+)R#TQ5.S:6V=G=3LQSFK4Z"^MFDMW)8?>CS75+<Y%L5
M;F1A*`LX8$98YS@]ZDM_,A"A$5U;H1R<_P">U9[#!QM((ZYJ6/?Y19-VU>O/
M%6UH);FFNG73QXFD4*Q"CG)'X4L\:1%8D5@4&&+#J:AAU*:0A&9.>`<<CO5Y
MO](<RQX?=UP:RU3U%+R,^?RV"^<Q3!^5L9_.G7MMJ!=9=QF5^%*'(JZ+-))0
M[#D=CTJQ$?L1\N(\<D>V>U#EV"+5M3#A/S".5C@D*P]#G%:^F$>5_&%!P-PZ
M#VJ0;7;.!D=#CI39;5YXV4(SC!/!QT]Z3=P34M$6#<VS2JJW!SG@$XS5:YTQ
MKB=IOM##=Z+T'YUDWEI=6RJLL#)EOEP/Y58BUCR;-$";I5."3Z4<C6L1V9HB
MRFBE62*;S&^[M88%5!,(RVU2]P.>#GG^M4QJ$D]ZS[!^\^7`[#/M4MLB2WC)
MMD\X@E.<$M[Y]J=FOB&DF6K&>>6V<.WSY)#9YS44MM':PB21G))(^]TSZ58F
MMO(E)6,AL?<"=:D>X80!5AD55.XHXR/J*FZZ#>Y5:Z1U6-%F0<_>Z#TQS31+
MYBG>X9\9[X_'O5G`E@V;7EWH#CH3522.`.517@8KC')S]?:FK">H1PR0QHRJ
M6EF?8#CCZ9H$5S)?+"GF1LX/!XS]":+:3S/+0D1A6)R#U.,5;+F"ZCDCD=@R
M_>SN(8&FVR8K74+.:42M:W$1D>,\DGGKW/X5)=E3(N#-$N/XFSD__JJ-8C*Q
MD\Y'*KD8)SGWI]K<E]BNC;L<[2"/K6;74Z%.RT+-O;Z?<,S&XE&1C<QP>G>J
M<6FVT$S.KF89RA(Q3[V[&&CCC5P3M8E<X'?\:FM[9HK=0&+*.A/^-+5+<3]Y
M7,_4SLE66)0Y/!&,X('7]:N6D_G%6"D%0/FQ@-3Y[1ID&X`(N<^^>*;#&846
M,$DCOBGS)Q)MU+K/"SCSU=DV'.WMSUJK<O!''(Z7#LP)`W`<CM3T3<"2,CN:
MCBLH9`QPP9CNPWI4JRW(EJ11/*KBZ1&*E?X3VJ9KE;U5S(8Y-PV@CN*E3RD0
M+NVC.![UG#3C]M,L[LD:L&0G^*J5GN39V+=Q9VTLJAV=7?(#;OSJ'4+1H8`5
M9GC3IQG\ZOO&)1@C<`<]:HS7[1Q&6)]Z#C:31%N^@6=C!4J9,G..<TZ0+G(Q
MBK%TT32K/&@Q(IR/0U4QD@'-=2U&2A/,48R:OZ5IGVN<Q1@%\9R3C`JSIPB:
M,#$8PN3N;%;H-NZHQB&2.&52H]O?@UG5J..B14(WW,J^TB2P*AGWJ>E%I8-,
MNX#(7D^P]ZW=BRN5DB+(`,]S]:8]BJN?+E502,`<9K!8AJ-I;A*GK>)26P88
M^Z3GH.N*V=-CPHP./6JB+(V87R64Y)!!`%7;>X*.$,:C/'6KIUN[(<+,UXA@
M5,*K1SQDA0>W>K`(Q72FF(?2YI@-+F@8ZEIH-+0`M%)10`M)1030`4AHW<5%
M*<KUH`:\RQRJAR2V?H*I:G<J+*?)R/+;(SUXIEW*\8POS`]QUK&U:0KIMP^3
MGRR/Z?UJ;;A?5&#X.0/KPD8#$:LW)_#^M=TY49\K"D]CT-<%X2XOYGQ]V/C\
MZZXWZJ%#*C$=11>PWJRX2&12J@%3GCD9J*UED9I49-CJ<`]S3[>YWVB@'#L<
M#'-/ME8N?,?=*N<'Z]Z\ZI/1JQO%=1DK,J+YRAB>`X7)'>J\UR7B8,`V]=@/
MIFH3%'()WB='RP.Q2<\9S5.=@(#<6Q,D87<Z`Y9/:M:+C:TB:B>Z((]S6JGG
M(!4_AQ6;;32&9H2[J5.U/F.%'IQWK2L)9/)F*Q>8&<E<]1T)X_.LURTTSAG;
MS$R(R.B]Q6][O0RM;<:()Q?HLF<O$2K2)S]/I61))Y%XKH7#*V6P<<YYP:U-
M-N98=5:8[7*H,^9\P)/I^-4;J*XOM4"[%5YY#MP,`Y/7Z4T];,OS1<:XLKK*
M.CH7&XOUV_G3(+A)%:VQ%/$O^K\XE6_/L*SK@S6P,.2%R?F`QNP<?CR*2RFC
MA8N^_?VVD?UHY%;0V]I>6IJ:E<1RPQQ/(0ZIA50908[#T_6KFBVLL,3[H]@*
MY.YNOU':J\*VEYLDDGE4JN`S.!M/;M4C72VZPM.$GC8]5_B';KUK%_#R(UBD
MFY%N"6V-LR!W9]W*K\H6G&Q1F$Z3%<=1G-,E:R6V*,[1R.Y)0*.">>G7VJTD
MRV\*JV?+48'&\XZ=>E8R;6J-%.^Y'&&5Y%D&2>`3C('8X]:7AT_TH(XS\HV[
MMM*TRLF5VMO/7`S443$@@F-B..":6K')7..>XDD`#N6`Z5*+@(/,B.V3VJL@
M0GYR1]!5QS:"$@,S>BKQ7HM'E[%:64RG<^=V.3ZTL3]$)(4]0.]3K%#,NR&9
ME+GA&_\`K5'"HAFW2YV`\[?\^U`%ETC%JQ2%@RGKR,58TZY#Y3/.W)XI6CCG
MC`@N1C.0&:J#PR6ER27&0,@CC=4?$K#-F:Z\D!F4G/3`J(:C'/$6VE73@@GM
M61]H9LALC=PV3UIL"X;=@GV]:.1"LCH(FBF#%7P?RS]*L#>L>T,=OIFN=DF6
M1554"[3QSVJ=KA8[96\])'<\H,@I[YJ7`378VF@6?`D&<\<]JSKG2#!,7B$>
MP<$,<_C64+J89`FDQ[,:F,C3`&5F'RX0MELFFH274M-)$BM#Y4B)&IE+#:P/
M(YJS:W\]M<-&Y\W`SAOF_(U2<M&J^;!@`]0U)(CRB.2$9SD[0<D<U5K[A=G6
MVUVES$6(&X#E2W2GEH)F0QR%R@R%SFN5LI3#)N5^2.1G(-:\=X5XCD+.1@`"
ML'3L]`YBW)I]P]S(\#^7&^#@D\?3TIMU:+;IB2;(<'<IZ8_G64U[>-=,0]P=
MN>58],]<4^XN'DA$C28DV\C'^>:.27<IM%A?)FLQ#$L<B@957('/\Z$LI"H=
M[A$F7E43/RCTZ5#9;3.`V6.,G9_AZT^XM93>*$?CJ,?+]<TWV3$I=+!=K);8
M<[60D#Y3Z^M2PE5C)5&C!ZY!XJ&*-+R4Q*2SCNAXZXI+F.*#Y)$^[PV.2<>U
M'DRD^Z+:PSLWE),<L.%6+#&FQS"U#AE?*GY@PQM_'UIEK+]JCV,^R-<!6'!J
MX]L8U8GYP.<>M2T^HG4BM$5XY&N-3CDRT,2I\P8\8]*FDN((GCPK-&P^^#D9
M%5T=B.81MX.<YXIURL:PLJ=9!@`'N*7+J5SKL.N)'9S#;!3D@L0W;O\`_JJ*
M[O9845GM@0C;6VGD'\*2:UE@$4D1(#??.-W/':GQ%9&8,"&0C)!Y&:I6L1)/
MF&K<K<R>9!YA##.&.,8J1YW6)5W;CCD'D5!-'=AGDMQB,*-REAZ\_A4<(:69
M$0_,YZ`9/X"BR>I5M#1MY%EC(C&".HQQ4$]A%+,JERBODGCC/\A3HA-;A@2K
MD+SN!4(:7[2DL?3<QZ,&P?P_.IU3T*C9;F3-I5U&6"IN4'C'-1-92Q*&D3`Z
M<UJQK-)((;?>2_R.HYR:M310!XA+C>J[&7<2_'<YX_"ME4:W%R)E#2+8;S)*
M`(PIY([UMQN58;7C*@X"D9!_"J]M-L_Y;Q[.5P$!P._%/^T0HY)+,F#M8?)S
M6,VYLA)+5EO[4FP?)MW?Q(,'%2PWD98H"2BC*9QG\:Q5E\QPXD3.-O'6KPW3
M)YBEN`>0O'%92I*VII&HS1,F8#(UNI&W&\GOZFHD!>!\[47.01G\@:R[AY/+
MRKMLSEF_I]*;;3O\N9,!6^:,GFDJ79A*;9T-HI"DR%DY&..E:@G1B,'CUKFI
M[N.949'8'&""<UH6URJ10(2K#!P<\UO3G):6,G%(V@_-.W54AG![BK"G-=BU
M()`:<#4.33T.10`_-*#3:,>]`Q<YI"PS@TUL#^(4A(Q@D9H`61P@S5:2Y7:<
M'Z'TI[KN!^;-49X\*&8X'8C^M`BO.[Y.3@^QK$\1R[M)D[-P,@8SS6ZD,4K$
M+*-W8^]8?BN%4TDLQP_F``>O6I!;F-X84^9<N`250#@>]=39>1<_Z]6>3/)/
M0CMS69X(7;;SDA`)&"@D\MCM71BRB\WS'W<'<-N2!ZC%<E:K9N)T1AU*T]F(
M[91$54H"6[YI&:\BLP54B1SD#`(_IBK,ICA3)DDC!.Q01C/X8J"Z9Q=I*\PB
M"97ENM<MV]S6R6Q1BV075RPRGE@`':<[C@<?Y-5KYU%S#(+C9)LPP10003R#
M[_6M::)F,LB*9;G*K@)MV#L>1^M9%Y"8T:&Y8M)D&,H,B0GKGWK>G)-D25@N
MYI[.?RK28;D&6XV8!Z#W^OTK%DNIXY-TD1V*V5"R=/I5A[:[M[YS/!(/-0;2
MW?\`.I)K<VTA,V-SIEL<$>QK=))=S&3=RA',B3N9-PW<X[8[<BLZXEE\\,78
M,GW2&Z?2KUG/\TT;KN0#`/IFLV4,I&_D\=:TBM2;C'9F`W$DCIDTP5H;((;(
MF0@SR-@+UV+Z_4U'D1#<L&%D.$D89X[X]ZOF'RCA&4L$D93\S^G45;\Z.=E$
M=J@BC`4\Y.3Z56NYV\N-`"L2MD(.G'>I--A1I@9FV!NG:H>UV4G9V1MR6EDJ
M1(4D+]2-PR?KZ"I(V>*#88@`#\H1]W&*Y^0"0R3;F(#;8R>_U_"K"R8@=HR8
MW5>%+$YY'3TK!TW;<Z(U8WV-0C8ZL6(?/'']*<;7;"'!D5BW+*,9_.JL$KW3
MJQ41K_MM]X_AVK0V,$".8_4LQXSZ#-9RNCHYD]4<*3P/YT49HKT#RQT<AC)(
MZD8^E.B3>"<C(/`R.34=*1@#D4`/8KN^7<H'K4T=V^_%P?-0\8<9_&JH!.?:
MIH/+,G[P<4F"+*6D:.R7)QG[KJ<@>_O4+6TMNZNP&TD[6##!JSL\N`1-EHRP
M/R\%:%@MQ<!9`[H!D\X^E1<;*D<Y2,H5#`]S4<85FP[[??&:U[B6P$#HML%!
M&`W^%4[>>*&,[(P6SE<C--2\A-B#3IC_`*MXVSVW8-'V.ZB*[K<L`>W.:BE=
MI905ROT]:M1WEQ!%\WS-GC=UH;9-V7BI%LJ?9-P(R0W:F17L42%&MG0GL3R*
MJP33RMM;D*2W)[]:M/?-*H2XAW$=6_PJ&B>HR[>%L+;(KYYW*O..]10?ZTPA
MLEESN`YQ5^*UCGMT,<CJR'G!I;B)+:W:5-TD.?FYP5^AJ>9;&T4K$MC;Q^6_
MF.Y8@@L#@=:AFM7AF380REB26`].]8PNY(IF>*9L<A:TH-422)([@[G;@GIB
MFXM:FB<7H.C^4L&(CD3!RHR<XJ"YFF,F]6;S%`!(]:G6T9XG9!E'/.TY./\`
M&JCQR1,P4%4'&"<%O>A6N*.C)$ME:?=%-)&6'S.QP5/&>GXU<$<BNMMYADD)
MQN(R3QV-4]\_FH,;?F'5<CZ>YK094C:/S`H*,&8Y[^V*4KB;N*MA-!A)!Y17
MN>N:=<3S*T<6X,[#C;S^9IMQ>.Q9E<YQRSM_/VJ.*Z)E0[%`7*CC/%2KV(<=
M2P\,JO"5`<J.<$`<\\TTR1#4OLTC@\$X[*3VS_GK5.ZDBC'FQEB002@!P?H?
M2HI"S0Y*K!<J=P).&.?Z57+=!'<V9)X8LKN!.1@`?UJ-&5^1CTR#FLW39BZ(
ML\0=`2.3BM-3&6!&%3N`3FLW'E+LW<86+2>6.G3+'C%/\KRXV)B>,@$B11T_
M&D$5O(K!U\PGH2<8J)8(C;JHE;]T>S8P/ZT]"4TKW$#QW"-(9W5SCY^IXZ5*
MH,<V7VG*GYQC!.*;+';A1(R%P".%.-U6UTUY)#(TBG"81&.6(]*3:12=T54W
MQ2,%B!+*>7[#U!_*G0?(C2R@''`SS_G\*0RLJNC+RWRX=<[<=J9$ZB/RI-J8
MZ*!@DTQ6N]"<F..3Y24)Z%>!CT-4[F\EW%,;%)^8$=OK4JRLTI4L,+]X-SQ2
MND959""&7Y>1P10K(;N/6>`[!-"L>`,GGFIH9=CDQRDP9R%/`-0[X)(5\P;`
M",MTP1VZ5"O[JX4L6\L9)P>6.?3OUI:,$K(LW$K7<V8PB1[0"N2`.:9+$L;>
M6Q&\<<BFX!563#QYQSD;35J&="8X'582!DGC)/3CFIOR[%*/,-1MB9()ZG'I
M5RTW!E8-D<CFHUP9`(]HP,$'O3G"A0?/*KT`&,@YI1EJ#@7Q+LE`#=_6M..<
MF/@\US[O(O5]P&"3ZU-&\NT.594['UKLB]-3![Z&\9@<<U)!,&[G`K!6Z<`Y
M;VJ6"Z.>'(]JT%<WRX['I3'N$VG##-9YF;R]QYR*HR7#')'!]J3"Y?%X6EQ@
M^G6G>:^\IM.X'`)K(BBFGD.PY;KR<5/YV!L`9R5X)/S`_P#UJRE*TM"TKHM-
M=2F7&/P%->=VC9"!CKS4,J.RESF,*H!V\YYZU$4ECCVM\BD_-(3D'TI*JF-T
MVB!WPQ89`]0:P_$]U(\,,;,2"2>:V#GYL=>U8/B:+R_LA+Y+H6QZ<U?-K8B*
MN:_A03-HSE!PDA((//.*W%N@%6/>`ZXW;03CG\L5S.D.!I4`5_DR=X4\@YYS
M6_;7LA8F"W=[=!PQZD^YKEK)M:G1!JY%<Q-?E&>41LC^A&>1ZTR^VQ.LOV9S
M*)<X!^7'^>:L7KR^6H*-&)>&7'(R>U5)9;W3U5V4[]A,F!G`SQQ_GK6$6V:M
M(GFEDMI'ENXBZ/A47<#D=><#I5JVC-S9.))(F7&Z'RL@Q\?SK'AG<V;6K1R!
M[PEXSU!![?J!FH(YM0TZ!E6-DC7@.%`(SZ\9IJ%].I+9K2+<PHD[+OC1`Q!W
M,">Y]0?RKGM8D:Y9YHO-VD<[^=N>V>]7=+U?5+RXMXVBEDB&Y695QN/3D]\>
ME;]U<V-O:$3-'Y*8!0CDXXZ=Z?,Z3U5P<>8X"V=$MKD;3EF//\A5"0$3X;DC
MDUT>IPZ?#IKRV\D@=GR`>E<_;P-)ND;*QKPS=_H/>NRG-27,8R@XLCC7S98T
M9MH8@9]*T=5M5M;Z&*"Y:?:/XN2N#TQ69+M,IV`A1T!.:GCBEBD209)QNX/-
M6UK>XE=IV1.VZ\O(HWY+$<@8[U:U"S\FY,,;[\9SQ@X'?%4[=E:]620E%7!.
M1FGR2F6XDE+,1G">P]JAWYAI*PDC2`!2N%QPO:F02F&8':I*G*DC-/B#[E8I
ME`>><9_&M/[-!-(YB$2/M^7?D!?Q/6ARY=RHTW+5%"WN[B239YS*"W4C@?A5
MH7UQ.N(+<RE3RQ!(IXLX((9)IYA<MU98SR*6PN[?R_+17C4>@Y/UQ6;:>J1M
M&+6C9S(&?K01CK15RST^>Y96V8C/5C72W;5G&E<ITI&,>];:Z(%B(,P$G(R.
MF/I63/`]M-LE7D?D124T]BG%HC/`^5NO6G0-A\$+@^HH#MNXP,GKBII)DD78
MZX8=Z;)+UG%E/FP3GDK4>H;5GC*D!L$$>_O4-C.%.QW*CM@X%22C3QN&^4OU
MW`YYK.UF'4J22-T?GL14T")-PI"D#DMP!5<%%))W-[]*E1XHF616!(.<$530
MFD:!M51%SC<>-PY!J"!&BF5IQ&(B<G@$D4^.1KJ5G^5=W(P,`5-&T48&8XV0
M=P,DYJ!)(7S-.8E0&3Z,>:?#"T<ZOUB`.$8YQ5%K6/[4ID;]T5+8!Z>U7`\9
M9$23Y3P`?\:&A-ZZ%F2=8$!:38,8`';WJG/?"6.6WF4C`R#V-3*EO=*7*B14
M.,FDDL[9URB`8&/E:I22W!/JS%G@,4_E@[NG/UJ]#9"TS+=N0G!VJ,[Q_G%0
MQ'[!J*EXQ*@_A(Z@U-?:I]K5HF'[E>4XY^AK1\ST6QJK6N6KF^4*LMHO&?O$
M8Q4GF)<[9+IV#;>3&>OUK-@YLF*GYSD!?;(_QI(C(7V(K!B>=O\`2IY0;UN;
M*7:?95-M$2R'G<`>*CFE2YF175HBH)(4=:J0W(3!SN!!&!VJ5YXH0YC)60`C
M@YJ.6P)W'K*?G$@S$&P#G!_+-.AM8(W63SF\N3/3G!]J;&6ELTE*[NHXR2:2
M&>*)5>9!V`/I0[]!I="2;R5$:[_.);+;3U`]:L>9%*ZN(PD>,%6.[)]<FJ`$
M4<%S<0JQ+YV$]A1;W9D5(Y$+$C&1UHMH-Z:6$B5K>1VR"C'@$\"GW4BFW80'
MYQ@?+VYJT-/6.SD9F))&0N3T_"J#VP23]W(XE).%(IIINX<S$6YD54VAL;NI
M'(]JUI9HTA7E79QPOKS5*$?/'&6#.>,'[Q-62?LURD:#/(!#=0?2E(+J6Z"P
M2?[5]GDF`61N7SP.,#%-::YLKYDC&\)E0=W0=^O6M"^DEWBX3RQ+C!0]".*J
MM,'"-,(_FY_=@@QGO4:W#1QT)8;JQ::%94R%0ER[G!/:G2SVLCEVM%3/$;@[
MEST_^O5'+6MYYD?SJ^"2&QD=Q4\UW]J,;+;+%)$P.\'A.^,=ST_*DXW=RXM*
M.H@W1JJ20-N`RC]`14B@PJ[,FQWR,-V^F*=/J$ESM>168(,$G`X_QJLDJ*9`
MIW9/*GKD#WH5VM26K:HLR"$P!FEC+Y"A3G/U%-V/!(/E9U4')R.#_2D1X7EC
M:2%5D'^K*@G'%+;R?/EF4LP.[>"0P/:EJBTDT33K.L*LJ+L!SEN.W/-5#;^=
M&VY0DQ)V[F^[]*?<0^5N1IA$1@&/';UI2&16*J6&02,<]O7I0M-B]M&)'F-D
M<MM^0`$8P<4.?O$L')`P!P1SW]J8CQL^=IW'^$#%3+$2"2!Y9[@<CZ>M4G9W
M,)7>PTB4PET!(`R>:!>R`;LLH[<GBI&BBWJ8P3_%D<9K/D93,0&!4'!]<UK&
M?-N9%PW99\ECD^OK5A9^<@U0&UG4#)&.U2LP0;N,DCI6G-8+7-#[6Y&-QIPE
M78>1N/O67'.3QM.6..*FB+A]N>.P;UI2D%BY'/L.YF;IQMZU(+Q7&Y,$HN6\
MS@YR.E9BSY<@'!4=O6GQ.Q=5)Y/&,9SFIFD]2HR:T-6"[$UP4>$@-G;^\(Q[
M5)/<J!*$1HY>`<D%3@=?RJD]S*4,<_[_`&G'*Y(XQ2*-\W,>U,=2<US-).YM
M=M%BX@V,%<JCE0%\OG=ZYKD-=D9]19&96\L!05.0?QKJ9(97=7C(P.,N>Y__
M`%URFN;O[6F+E2Q(+;>@..16U&5WJ2XV.STZPA&FPB!47S8E.YAG![X]ZLPV
M#123)#,R+GKN("@]OK4>G.7LHHF1EQ;*=BG(/M]3Q5,W-PLNR.`Y92BQO*6.
M[UP:Y+S;>IM9(=KSB&2)!(RRR2C$I;E0.W7I4T`G3>-1*W(C&U6+#;VY.:S+
MJ7=J=L+R>,@DJ3G_`%?R\G/7/;IBI+*]B@>2)HEEC(^8NVXD#N,U;B^5"NKE
MRXTRS5H+I9)(LGCH$Z9`^F:2TNK>.W5;YT>:8_(JX.03ZU'JEY+<0J;"(BVA
M7=OQP,=?TJAIK#4-0C6YG*[1NC+8."#GO246XWD%];(Z&RDMY(6AMPD83.4Q
M@CU(_P`:PM2$\)D=(CF,`Y9=VT^Q],5HZBL]O=C4;>573;ME7.0>?3_"N?OM
M3FECG4$QY`.U3P!VQZ<TZ4+NZ%.5C173YYS'/<VVWYMRQM(-O3TP<U1NFEU&
M:6SMTMXU0$NVP`Y'8'Z5D'4KQHH(A.^%X'S>]:=G:S);7'VF*/<#N+;UZ\]>
M?\YK1P<-6_0.?F.=8;6(SFM30YG:[,;2.49#E01\V!P#FLMOO5/9/LESG!QU
M]*ZY*\;&4':1KW#6:MY>Q3NXRA&[/TJN8$\S;'N,:CDXZ"KJR"'8S&,E1D/M
M&0:5)Q(27E(.<@8QUK!-G;*"EN9Y54.26V=EXR:T1"TB*V`_.,)T(INV)@K2
M2!L<?.3G%.D>(&.&.ZVGH4'1O8XI.38)<A<2%(HI>-I*X4E<C'H:SKG3[Y@-
MD%N!DD8VJV/?!JV)L@KY4:;>55?YXJ$WDXD_=(RC;P`H_7-1'F3N*2N<M3T=
MU.$9E^AJ.G)]X5VL\\T[.5MZKD[CQUZUH2M`(V,VTJ.&R,X!K,L/^/\`7_<J
M?5/NR?1:P:]XT3T,ZZ2..X;R_FC/(I[7>]$`AC!C&`0O)^M7-3_U:?\`7-?Y
M5F+TK7H9W'/*&C"@#CGIBG0L(Y59D5\'.".#4%7H/^/=J'H)DL\,%PH>",Q@
M#+=.:DA$1A&8E!'!R*=I_P#RV_W5J,_Q_P"__6H!NZ(X8O*N6=B0@.5`[U>B
MB0L9/+&\^W2JA_UL?^^*TK7I^-)D-E&YPL:^=%N!;&%;I5,_O7VAHXD&3@FK
M5W_R$1]16?<?ZZ3ZU42UL7[6)IMUNLP1<;C@\'\34$:I$2_F%B<[<-_.HA_Q
MZGZTV+_4_P#`Q_*CN7$DU%9([DQ2=8^.>M5,>E7]4_X^8_\`KFM4*J+ND$M'
M8L1*O.]B/3':M%&MQB-I"N>&YQ60_P!XU(_27ZT-7)9JK9EI55!@MP"#D?E2
M7<=K`BHXW2`8<-_"?;%2Z-]P?6J-Y_R$9_\`?-9*[D4OA)0\RVH/!.0!C/2F
M2E&Q%G]YG'4$8Q_.DN?^/:+_`'_\*AN?^/QO\]JI`G<TGG!?R4C$8.,9;I3T
M/F;EP5,?!)S\WX],55DZ?\#_`*5?M?\`5#Z5#V-%KH0R7,J[XU;*@`$]#[U`
MQ+>7)%(3E=O`!/X__7IVI_ZT_P#7'^HJO']P?7^E-=S.2L2F:X61%*@,HSEC
M@CTJQ:^4D,KW+/)-(<[P^3]/>LNY_P"/P_0?RJ\_;\:;5Q[;%ZVO(R,'+@K[
MY6H9Y5C#R?*R_=.&P<TV#_5C_?']:I'_`%DW_74_TJ4A\B2N:]E&US&',18J
M,?3O^-.<,Z&>VAPH?#@=0?7'7'O3#_Q\0?[@J\/]7=?]>ZU#W93>B97FE;RB
MJ&08&70_=;IC'^-4';>X\L*&(SN*]`.P(K0_@'_7(?RK+;_CTM?J?ZTX(INZ
M9=AD:1V79\Q7@#C`]C4AB5498Y%\Q5P"><],U6C_`.0;'_UV_I5Z'[[_`/`?
MYU,M&3%V!<,Q`.`<`''!YI!<,3A"&XVX/^>>]%Q_KK?Z'^9II_U]G_UT_H:E
M:F^^I65VM[MI(U`WJ0#C'-6Y9-D2LSEC@'/<&J=[_P`?I_WS_,U9M.B_3_V8
MU;5[&+$AG\QF"X#-TP:5XHVC?S4"NY!SCFFG_C\;_>:B3_C[/^X*74AZZC%7
M;\H!!P-I[BEV*4/F%Q\O;NWO4@_B_P!T?SJ&3H/]T?UJ[W,D]2J+@E3M3:T7
M))[@],5(ER&94.6)'S=?S^M2CK-_N_U-49/^/F/Z#^=/<U>Y<BW2)*T*[E4?
M,&X(]ZN%?+MD=V!9OX<@X_\`KUG0?\?T57;S_7CZC^9J'O8;5AZ3[(U!WQR<
MD]R:59)%S\_/5>3D#/<>M1K_`,A&/_='_H-+9=3^/]:30T6WDD\KRT`W9!)0
MD9Q]*Y+4&8W\N\Y8,1US756G_'H?]X5R%S_Q]2?[QJZ.[%/:YUINV/EPW,C6
MRK&"%Z\X&,8J6WU"X\WSVA%PVS"-MY'N#6-=?ZNW^H_]!K?T/_D$'ZG_`-!J
M9)*-P3=S+U*]DNI[?SH55^5W-W!'^>:J/.D.UXUWLN2RN,K5C7?^0C;?]<!_
MZ#6;)_JI/\^M:12LD@>YM/J,NHVC6EE8HK>7\Y!)XQV]#FJJP^7;YE)BF)"K
M$5Y/OFDT3_D(1_[A_E6H?]98_P#7K_[/65^5\J*2YE=E2TLOM8*V<TK.J;FW
M9V-[#W%63H$<`E&H-@%/W9B.6_*KF@?ZNY_WFJ34?^0N_P#U[C^8J)3ES-(M
M)'*:_I]MITD,,#.S;<L7X_2K^D6LT6ARW:D-'ABT8/7MGG(X^E1^,_\`D*)_
MUS'\ZETG_D7KK_KFW\ZJ4G[*+[@DE-G+MU-30;/*E))#`<#'!J$_>_&I$_U3
MUV,YNI8B4M"LDC';T&3_`"JS#=3IA(7!`Z#`%5Q_QYQ_4TB_<;Z"H>NY:;6I
M?A>2Z9WF9`$'?C'X5>AEM3A9H<R`\N?EXK'MO]:/]Y:T;K[C?3^M926MCJIR
M;18M51II`%!8'<3MPH'85)++&BC:J.`<97YN?PJO/_QY-_NFJ4'_`!ZI]:R<
';NXV['__V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>masterintermediatex3x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex3x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@!
M.P(2`P$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`"$0,1`#\`[&6\NOM\EM;6T4@CC21FDF*'YBPP`%/]T]Q4EOJ5K/%;-YR1
MO=1B2.-V`<@C/3//X53O-+DN[^ZF$DD1:"-8F65E!8,Y(95(R.1U]3BJSZ?=
M22R92[BBN2C>7"8=L6%4;26!/!&1MS^=`&S]LM=\J?:8=\(S(N\90>I]*6*[
MMIDD:*XBD6,D.5<$*1USZ5B:C#<16.J*D,D=L;>=B'96!=N<I@YP<L2#WQCO
M4UW9W5\'9(7L]B*@7<A,FUU;C&1C`(&?[QR*`-+[?9_9OM/VN#[/G'F^8-F?
MKTJM<:YI]O)+')<1YCA$P^<?.#DX7GDX7/XBJD%I<Q7(OFANYV!(:&9H0Y.,
M!AMPN0..3T)IU_:W4PO/*M6_TNQ,(`9<1L/,(#<]]XZ9_K0!H6E]%<6OG-+;
MC"EV\N8.JKDC.[CT/Y'TJ)]5C2Z:%UVJL_DERP`'[KS-WTQQ575;6Y87A@MV
MG^U6?V<!65=C#?R<D<'?VSTI393+J!GD11"+OS6)88V?9]F?^^N*`-;S$WJF
M]=S`LJYY(&,D>W(_,4@GA*1N)4*RC*'<,.,9X]>.:S=#1G$DQ=9(HQY%NZMN
M#1J3\V?4Y`/^[52&V-\+E;:2.6VAR+=E?*R;F#LI[8XV\9X)H`V8;VTN(S)!
M=0RH&";DD!&X]!D=^13I;NVA#&6XBC"G#%G`P<9P?PY^E9=U;W5X_P!I%F\!
MC\L^4SINEVR*_4$C@`@9/\1Z=:2.SN)K];F6V,:&]\XJ[*2%$&P'@D9W8H`U
M5N[9[@VZW$33@9,8<%@/7'6IJR6-Q:74\L=K/Y"AY&4E&#GK\F#N#$]CQ_76
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`HHHH`****`"BBB@`HHHH`****`"BBJ]U=I;!00SRN<1Q)RSGV_Q/`H`
MF=UC0N[!549))P`*AM+RWO8W>VD\Q4;82`1SP>_U%9MT)9I5BEV37C89+;K%
M`/[[?WL>_4]`.M:5E:)9VXB5F<DEG=NKL>230!8HHHH`**JQW\$FH264;%IH
MD#O@<+GH"?7VJU0`451U._\`L@ABBVM<W,@CB0]/<GV`YJ]0`5#<W,=K&&D)
MRQPJJ,LY]`.YIMW=I:JN07DD.V.-?O.?0?X]J@6-+19+_4)4\P+\SD_+$O\`
M=7_'J?R``*U_-?I9373S"T55S'%&H=V8]`2<C).!@#\:U8M_E)YF-^T;L=,]
MZS[9)=1N$O+A&CMX^;>%A@D_WV'KZ#M]>FG0`4444`%%1S31V\1DF<(@ZDTE
MM<)=6Z3Q;MCC(W#!_*@"6BF[EWE-PW`9(SSBG4`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`45%=22Q6TDD$7G2*I*
MQ[MNX^F:Y5=4URZUN:"TM1:M+$A*W!W>6!GY^.GICZ4`=)=W9C=;>W42W+C(
M3/"C^\WH/Y]JH0M))+(E@XFN&^6:^<91/]E1WQ_='`[G/5+'0I41_P"T+QYV
ME.Z4)E1(?]HYR1[#`]JGU#4H-,$5G;1J]RXQ#;H.@]<#M_GU(`+%O':V#I;B
M3,\Y+$N<O*0.2?\`.!TJY6;I>G/`[WEXWF7TX^=LY"#^XOH*T2<`D]!0`M9.
MM:JUJ\=E9CS+^XX11SL']X^@IE[XAAAM8I+6">>2X.R!?+*;F[?>P<>XJC/'
M<>'M/?4W1;J_G<&YF8$A%QT&.BY`'XY]J`-?1],33+4IN,DTC;YI3U=C3]5U
M.#2[0SSG))VQQC[SMV`I-3N$2RV^9*DDV%B6$@.S=<#/\^PJ#2M'6T/VFZ)G
MO'Y+R.7\L?W5)_GW_2@"MH]K+/?#4M1P+EU/DQMP57N0.PYQZ\DGK@:UW=+:
MQ@[3)(YVQQKU=O0?X]JR_%7DQ6EM=S[\03J<QL5?!!!`(YSS^E4]+T2YO&-]
MK,UP`01';-,WR+G/S$8]N/;GT`!H?:8K.<F4F\U.08\J$9*#^Z.RK[G&:FBL
M);J9+G4RKLAW1VZ',<9]3_>;W/X"K&G164=J/[/6$0,208L88YP3D=:I:O?R
M^:NGV##[5(<,1_`/\<<^P]R,@&O15>QM5LK.*W1F81KC<QR6/<GZFDN+^UMI
MX8)YU268XC0]6.<<?G0!9J"[NDM8PS`L[':D:\L[>@_SQ1=W4=G;M-+G`X"@
M9+$]`!W)K&%YL:6X>2)KO&V21F_<VB_W<]STR!R3Z#%`$[037=TJ7#`S8W.$
M/R6Z'LOJYZ;O3.,<9N7MX+01V]M&)+F08BB'``]3Z*/6J4&I6L=MY6G;KJZD
M8X#J5,C8!+L2!Q@CGIT`["G0SVFF,[7,YGNW91/,J$X).`#CA1SP*`+MC9"U
M5V=S+<2G=+*>K'^@'85;HHH`***JW.HV=HP2XN8T<]$+?,?H.IH`M455BNVG
M<"*VFV=Y)%V#\C\WZ59H`6BBB@`HHHH`***K7]];:=:M<W<HCB7N>_L/4T`6
M:CFGBMXS)/*D2#JSL`!^=>>:MX_NYV9--C6WC[.X#.?Z#]:Y6[OKN^D\RZN)
M)G[%V)Q]/2@#U*[\7Z5!E8I&N7':,<?F?Z5F#QZ!)AM..W_9FR?RVUY[&[#K
MFKB-N`WL`>F?2@:/3=-\4Z9J+B-96@E/1)AMS^/2MJO(+>`RG#'D=:ZKPYX@
M^R,MI>7.^#HK.<E/Q]*`L=M156WU&RNFVV]W#*WHK@G\JM4""BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`S[^^=95LK(*]Y(,\\B)?[[>WH.]8Z.FC7NI.L@,CB"/S9FX,C;B68^G/Z
M8KH+:SAMI)I(U/F3OOD=CDD]A]!T`JGHY\RXU.8]6NRH^BJJ_P!#0!ASF>W8
MR)JUXL%T=BRW+A%W]2PR!A0`>.,G&/6H+JP2TNDU;3+F64PJHDEGW%7/'1LC
M=NX7'(YZBNV(#=0#]:;)&DJ,DB*Z,,%6&0:`.>ENHXPEYJM_Y\\(\P6EF?D4
MCU`Y/U8XI^GZE=JLDMVQEGE`*6:8_=#DY8_PCZ^GKQ6T+.V$#0"WB$+C#1A`
M%/X4L5I;00&"&WBCB(P45`%/X4`8WA^&2^FDUB].^5R4MQM(5(_50?7GGN/K
M5KQ/<?9M!N6*A@X$9'LQ"G]":U%4*H50`H&`!T%-EBCF4+*BNH(8!AGD<@T`
M9>EV4L4'VN96>YV$01RM_JD_A3/KTR>OUQ6A<7*6EF]Q<D(L:;GVG//H/7VJ
M>F21I*H61%=00V&&>0<@_G0!R.OV^I7=I_:3($\M#,B/_P`L%!!'']\]3G@`
M8J340L>IK'<I>W<90,H,AVW#$=,#C:/102<^E=#JPC;2KM)CA'B920,GD8X]
M^:JZ(@ATF*^NV'G20J\DC<;5QD#V`']30!F-<:U!+;^1'#&95,<=JPVHO0[@
M!SA0#DDCKT'>A/IV^2YBM)YI&3+7U^[-M'=E15ZGCIVZ5TVEQO.[ZG.I62<8
MB0_\LXNP^IZG\/2M$`#H,4`<A!<20QC5?)N)Y@/+A\]BBC/`Z]2?]D;1SSWJ
MW#I_]J&.\N+G,L1$ANX^%##HL8/!0=23U/Z=#-!%<1^7/$DJ9SM=0P_(TLD4
M<L+0R(&C=2K+V(/&*`./^U0W4,U]=RS:FL3[;>'(103P"VT`9;/`Y.#4SW$=
MO8F\ECAN[B!-RQQX%M:^@&."V<>I^@KI'L+.2U%J]M$;<8Q'L&W\JD%O"(!`
M(8Q$!@1[1M'X4`<6][?Q"*6*6/==(6GNYLJ)""/W<9Z@`'C`YY(J_!-?7)MS
M+HD\5G#ATBB9?G?/#-N(..^".O)KJ:6@#+^V:M+Q%I21>\]P!^B@T"WUF8YF
MOK:W'I!#N/YL?Z5J44`9G]BQ2$&[NKRY]GF*K_WRN!5NVLK6T&+:WBB]=B`9
MJQ10`4444`%%%%`!1110!%<3QVMO)/,P2.-2S,>P%>1^(]<GUO4&D<E8$)$4
M>>%'^)KM/B#>F'3K>T4_ZZ3<P]57_P"N1^5<EI&D^<HNKA?D?E%]J3=BHQYM
M#$6-CV-2):R,?NFNXCT^W,6WR5_*IH=.MH2"L8^AK/VAM[$XV+39V`(0_EUJ
MP-.ER0%('TKM5C7&%4`>F*D%N#T`S4^T'[*QR<=K)'%RK?@*H/$`Y'W37=R0
M#'':L;5;.(Q%]@#>M4IW"4$EH<XB2J<@].00>177>&O%#%ULM2<DDX25NH]F
M_P`:X^.=[>X\LL&7LK?T-6G:*Y`D3Y)/T/M6IBSU>EK$\+ZFU_8F.4YFAP"?
M4=OY$5MT$!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`5%#;Q6_F>4@7S',C>['J:EHH`****`"BBB@`HHHH`
M****`*FJ,RZ5>-'DN('*X]=IJIJ`2X%EIL1'E3_,_P#UR0`D?B2H^A-:K`,I
M5@"",$'O6=IVDBPN7E$[2)L$4*,/]4F2<9[\G\@*`-&EHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBH[B406\DIZ(I8_@,T`<-XCW:UXECLT_U
M<7R''H.6_P`^U2RLHE"(,(@V@56\.;Y;V[OF!;&5W'U(_P#UU,%+2'U)K&;.
MFDB]!RG2IP`.M10+M6GGTK(W)4*\9Z587;CBH8H\_2K'ECUIHALB?U[5C:T^
M-H[8K>*<=JSM3L6N(<Q#YU[>M4M&+='#W$89RRCGM[_2F6TF)-I/+=*L3X29
MHV4CU!'(-5OXN.'!RC>];HYF=1X/NG36ECR-LJ%2/0XS_2N^KS7PFY&M6A[[
MB&_(UZ53)84444""BBB@`HHHH`****`"BBH+B[@MAF:0+[=Z`)Z:SHF-S*N?
M4XKC-=\77"MY.GKY>0<NP^;\,]*XRYN9[B=IKB=YI&ZLS9.*GF[%<K/9RP`R
M2,=:9'-%+GRI$?'7:P.*\EL;J5#\CLF!UYK4MM26&=72>7S1W7@9J7,KD\ST
MJBN?TOQ-!,A6\DCC(&1)N`!^H[&MFVN[>[3=;RK(.O!JT[D-6)Z***8@HHHH
M`****`"BBB@`HHHH`QKV\":O+!-JOV)%AC>-/W8WL2X/W@2>B\"IH=59;6-[
MFWD#I&K73H!L@8J"0<G/&<\9P.M3RZ?'//<O(Q*W$21E1P5VEB"#Z_-^&*@?
M2YGCEB:Z0QW(`NAY7+G:%)4Y^7(`]:`$34W2[O(YH9&AAF">:H&U`40\\Y/+
M'H#CO4_]HQ^=L\J7RMYC$^!L+C@KUSU!&<8SQFH9-,D>6Z7[0OV:Z<-+$8LG
M&U5P&SQD+SP>O:F)HD,=Z9UCM"ID,N6M@90Q)/#YZ9/I^-`#8=9DN;RS6&QG
M^SW,32!VV`XRF#][H-QSQGIC-7(IY&U:Y@+?NXX8G48Z%BX/_H(J*'37@33Q
M#.NZTB\DEDSO3"YXR,'Y1SSCT-.FL[H7\EU:W,,?F1I&RRP%_NEB""&']Z@`
MUJX:UTYI4F\C]Y&IDX^16=03SQT)ZU7MM02-Y"M^;^W51F0;"0Y("H"@`).>
MG7\ZN7%J]S:B*64;A,LFY4QPKA@,9]`!G\:BN]*CN3.I8"&?:SQE`09%((;]
M`".X`Z<Y`'PZBDEPMO)#+!,V?EDV\$#(&02#D9(Q_=/I40UF-V"PVMS,3&)L
MH%QL)8!LEAUVYQUP1QUJI-I+QVOV>WAACFE<'S[2!(5BQW(+$DX+#C/7M6G%
M9+%=R3(<*T*0A`.%"EB/_0OTH`A&K0OAXXI9+;C-RH'EC/XY[CD`@?@<,M]2
M?R3NBDN)S-.JQQ;02B2%<\D#@;>_>HK;19+:Q2P6Z4V6T+(AA^9N/FP<X`8\
MG@]3SZ3+IDD)62VN%2=7F(9X]R[9'WD8!'<#G/:@"+3]8:XAC_<32R2/(<*J
MKL02,H)#$'H.<9-:]8ZZ-*MM#`;I'".SF1X<R;F<L64@C:><9P?I6Q0`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%5M1C,VG742]7A=1^(-6:2@#BM$
MB:'PRI7B2>4N/P./Z&H8+>[DRX=23VJ[J[?V4UO#'S'#D[?8L3_(XK/?[7);
MEK=RDS'(&!M`(K"6YU0T5S0CE:-=EP-K8[U<5,J'`R#7.ZS-=)9I$[#S&;(P
M>GI^-='8/BRC#<D*,U#1I?0KR"0L56<KVX[4^WL7(S]LF9O<UFW$<GVQMP;8
M6R*LV5I>K</(EP!$3PI/('/'3Z?E3CJ*6AJIYBX5VW>]*^0>XJ(-(J_O,$^H
MJ7[R4;B.6\5VD;!)U&V3N?6N7B#DL,#BNQ\1`F%,\C-<K!;R3S;(P=_<>M:0
M>AG4C[VAK^%XV;6[,C/+DD?0$UZ;7G?AI7MO$=I!*A5\,V#V!4UZ)6B,'N%%
M%%,04444`%%%%`!3)94AC:25@J*,DFG5Q?B+74G=HD)\N-L8S]X^M)NPXJY8
MUSQ5Y68;+`)X+GK7-RZC.Y:2:1V<_P`6['\JSKZ<W$VY#_P+H#4(F8@*TN\=
M_2LG>6YLK1V+5Q?.W7+G&`6[53+AI26`/J`,"B60L<`\>U-+J,@=0>?>J2L)
ML>\_EKA>`>JTSS.`<D5&S!R,\TS!`Q185RRLC#GL15NWU&X@N(YX'9'0_*0>
M<>GT]NE4-P51GGV]:42X/Z46`](T/Q=;WVR&]`MYSP&/W&_'M^-=)7C*NI88
MSQ76:#XI-B([6]+/;]!)W3_$52EW)<>QW=%(K!E#*001D$=Z6J("BBB@`HHH
MH`****`"BL*[6S;7KC[79FY?[/#Y>V`R%3NDZ''R]N21T]J9#J&HVMM*+H1,
M+3R8&(5G=Y&5,GCL"_8$GV[@'045BC4KYH&VQ$E'`:8V<J@(03D1DAC@@#@G
MKGVI8M0=Y)([<6_F37"QK,JDJW[@2;CSSP,#GIB@#9HKG(M1N[>:ZAD*F=[I
MAO2"25%58H^0B\\Y'&>,GDXYLP:AJ%Y.T<210>7")&\Z%\L=[KP"00"$!&>F
M>]`&U16/H=U<7LUW<-*OV=V1DC*G<FZ*-ASNQCGICKD^U0WFMRVIF9629=DI
MBQ;2(H*HS#YR=K<*>F*`-ZBLB;4;NSD2*X\EY)U!B,:$!"71,-DG.#(#GCH:
M9#+>Q7VJ><T<LL5M&T?E@J&_UA^Z2<'/'4]!]*`-JBJ%I86:1QW,4:-,4S]H
MQ\\F1U)ZG-9,-[<V^@Q"Y^SW*/IK3(K(>=JKD-DG=G=[4`=+16,FK3S796*-
MC'YS0[?LLAVD,5WE_ND9'3T[YJDD;?\`"(PR3)'.UQ);R.J1A3)N=,ALG#$]
M,G`^E`'345DH8]/M);FWTM;(*094V(&D4>FPGD9XSUZ=\U$^KW#>0(P%,L7G
MEEMY)@%)^5?D[XZG./0'-`&W16;9WEU?/OC1+=(RBRQ2H2^2BN1G(Q@,!R#R
M.U1IJ,\UAIDBB-9+U>202%/E,_`SZ@=Z`-:BN=M+VZAL;"2017$IL3.7\L[]
M@,65SDDD@GGN0.*LW6KRK/LMP-CN5200/-]T`L<)R>2!VZ$\T`;-%93W+W5C
M;><CPB:?RY,JR$@$XX/(#$#@]FJMJ<8TV*Y73@EL#932%(UPH9=N&`'`/)^O
M'7%`&]17,30RVDET76RECL[`RK%]F(7+>;G'S'&<<]<CTK5%Y<%)[H>4+6#>
M#'Y;&1MN<D'/'(.!@_7F@#2HK!&LW:VES,\.XI;/.I-M+&J$`80EOO9SU&.A
MXK:@$PB'GLC2=]BD#Z<D_G_*@"2BBB@`HHHH`YCQ-&#>1[N59:I\1P`H>U:G
MB5%*AF/09%9$R.UIA!FN>?Q';2UB9FQKBY#,V[!XKH[<E8@`.W>L'3S%$Z&5
MP-[$<^M="9XTB7$;/@=%ZU+1:$D12%)8$T(6S@8%17#%H!+"#QR`1@_2IK5A
M*JMGJ*74=E:Y,$+=\TKG:,5(!MZ5#-3:L0M69>KQF6V.!N*G.*H^&++?</<L
M""F54^_>MF090YI+5G$3I$B@+GYOKSTH4K*PW&^IEVQ+^/X`?O*N#^"&N\K@
M=+F$_CU)`V0`R9]2$KOJZ([''/XF%%%%40%%%%`!1110!5U.4P:9=2@X*1,0
M??%>37TAW+GC=R:].\27`MM&G8X.Y2N#WR*\HN6WM\W`':HEN7'8"QD0DG@&
MHL,"<'K2%CG`Z4['O210TN>,]12J-Q)/%#KC#&AV[9I@!0@YXI2#MR:$0GGT
MJ98^W6@+%9VIHRQP/UJ<Q8^\.M-VE.:+BL'*C_"I%DWC!)J,L&X)I$^5N>E`
M[GI'@?5OM=BUC*V9;<?+GJ4_^M_A74UY)X>U1=,UB"X+80MM?_=/!_Q_"O6@
M01D'(-4B)+46BBBF2%%%%`!1110!&L,:SO,%Q(ZJK-GJ!G'_`*$?SIAM(&$P
M,8(G8-)G^(@``_D!^50S:AY=VUM':7$[(BN[1[,*&)`ZL"?NGH#5J&5)X4FB
M8-'(H96'<'H:`*W]FV_E>7F?&=V[[1)OS_O;L_K2C3;00M$D.Q&*M\C%2"%"
M@@@Y'``XJ>&>.="\3;E#LA.,<J2"/S!J2@"BFDV4<+1)$R!I/,++(P;=C!;=
MG.2!SSS^-3PVD$#%HU.XH(RQ8L2H)(R2>>6//O4]%`%:WL+>U<-`C)B,1X#M
MMP``.,XS@`9ZU"VC6+D[XF888!3*Y50P*D`9P,@D<59M+A+NTAN8P0DJ!UW=
M<$9J:@"":S@G8-+&&(0Q@Y/"D@G]5'/M3+33[:SDDD@1A)+CS'9V=FQG&222
M>IJU4;3QK<)`6_>.K.HQU`P#_P"A"@""/3;6*82HC@C.U3(Q1<^BYVC\!WH;
M3;1X$A:$&-(3`JY/"$`$?^.C\JMT4`5A8P"Y\\!P^<X$C!2?7;G;GWQ0UA;-
M8K9F,B!`H558@C:05P0<\8'>K-1PSQSH7B;<H=D)QCE201^8-`$$>G6\>/\`
M7/A@X$L\D@R,XX8GU_/!["B33;610"KI@D@QRNA&3DC*D'&>W2K=%`%9K"W,
MR2[6#+C[LC`''3(!PV/?-,33+1+A)UC;S$8LF9&(0D$':I.!P3T%7**`*MMI
M]M:E#"C#RU*)N=FVJ<9`R>!\HX[8IHTRS6TCM4B\N*(Y01NR%3[$'(ZGOWJY
M10!#]EA^S?9RFZ+&,,2Q/XGG/OUJ)=.M5AFB*,ZS*4D,DC.S+SQN))QR>_>K
M=%`%>6SMYO.\R/=YT7DR<GYDYX_\>/YTGV"W^T>?M8.>H$C!2?4KG!/N15FB
M@"FNEVBQ2Q;',<J%&1I78!3V`)^4?3%7***`"BBB@`HHHH`P/%&1'"P[Y%4[
M>0+`#C.1Q6QK\!FTUF49,1#_`(=ZP+1PWR9X`R*PJ+4ZZ3]TH+&LU[NQ@`\U
MJHQ,ORC"CC-8RPN;I\NXC+9`4XXK4@MH,X.]^>[$U+-5;J73&/++!NW3-%H%
M*JRGAN:8]E`!\BGGW--LH6M9ECR3'@[0>U+J+H7\[6P:9-][VQ3V&6%,8\_U
MIDID##C&.*K*_DM(Y;:`N:N/P*S+U79)$C4N[*0J@9)-3;4M/0R?`B-<>(WE
M(R$1Y,^YX_K7I5<SX*T5],M)I[F,I/.V,-U"#I^?)_*NFKK.!A1110(****`
M"BBJVH70L[*6<C.T<#W)P*`.0\8:R9_-LH,&).&/]XUQ$P.`2.M:.J.Q0DG!
M/IWK++EX\$YQ6>YK:VA&#@\U+&&85#C)YK6T^W5X2S#.33>@HJY2*';BHPA)
MXK6&G`L=K''I5ZST=6;)J.8T4+F-;6<DC84'\*Z'3]&XW2\GM[5IVVEQ1\@5
MI0PA/:H;;-%%(Y;4-(QDKUK"DC*.T;_A7>WT9Y(&:Y+61YLZK%$WR\N^./I1
M%ZA)75S%`'F8]*5BN,"FL"6XXJ,G#5N<Y(``X'6O4O"&J?;=,2"4YF@4+G^\
MO:O,%`89.:Z/P=?_`&;5XE)^23]V?QZ?K2N#6AZ91115F84444`%%%%`&6\%
MXVM7+P2K#$T$2EVB+%B&D^Z<@`C/<'J*I26QLEELHH9RCW-LT)2-F`1?*!RP
M&!C8>M=#10!S<6FPF2.W-E@B_D><B$A7C(E*9;&&'(&.<9Q1<V[(\MJ;*,VB
MSL8C):-.B#8F`J+C`)+_`#=!@CO7244`<PME-/I\TMQ:.]RFF1>4SH2XE`DZ
M=PP.WWK5L;46FHSK##Y4#01ME1@,^7W'W.-N3UZ9K2HH`YW3-+640B^M-PCT
M^!%$B<*XWYQGHPX]QFFV]MJ#VT5L4=3)$MTTCKP)=OW2/7S,/^==)10!S-I9
MXBF#^8B"';*D5BZ%VR.6))\P\'IG()]14EM:Q?:[">73T$4?F1H4M&4!BR%6
MV8)3HW)Z>O-=%10!SEGI$2V>CA[(;V`%UN3EAY3'#^H#!>#TXJ&2TNCA;A!Y
M"ATA#V;SE")'P0%(*_+LPWMU'?J:*`.>%A(//N'@,EVMW!LFV88KB(,1Z#[V
M>W7-(ME;Q6=U"UJT<GVEG<K9M(K@NQ3(`^=0".!T]JZ*B@"MIV?L,(,(@PN!
M&!@`=N.WT[59HHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`&LH=2K#
M((P17%WD+:?>20G.%/RGU4]*[:LS6],_M"WW1X$\?W3TS[&HG&Z-*<^5G)QR
MD)@?>]:T+>/`'))/)YK-`:,_.I#`D$=Q6A#=1E1D\X[U@T=:9>B5F8YZ"I6*
M@X[U76['"J<GVI^W<<M1>PFA_FY[BC)Q41`!_K3PP%`6%<<'%.L(=UQ)=$9$
M"G;DX!.*2.-YG")U;]*B\4W\6E:.;.,GSIU(&.P[FM(1N[F=2=E8V]-OHM2L
M8KJ'[D@Z'J#T(_.K5>=^#M=_L^<VMRV+:9LAC_`WK]#7H?7I6QRBT444`%%%
M%`!63XHXT"Y.<8`/ZBM:H+RW2[M)8)%#)(I!!H8UN>/W#NL;*QX^M9H;#&M+
M4H&M9Y(&8G8Q%9F>34Q*D.4Y;'O74Z;$/LJC'&*Y6+_6K]:ZNQD$-DA<XR34
M3+IEZ*)0WM6E;Q#J.*RA<ID8!QZYJ[!,".'[UDS=,TX_E?%658"JBJ<;B>U4
M9M1*2%?.5`.W>A!8V)`&&<50N848,I488'M5"'5%:0A+EV;/3M5U;DN?WJM&
M3TW#`/XT-6$CAKZW-O<-&>0#P:H-]ZND\31+$1(!UKFV);G!%;1=T8R5G8F1
M@J'L:U-`C=KR%8U)D>5<8'N#64JDQC*YKN/`=D&FENF`S&NP<=SWS3ZB>B.W
MHHHJS(****`"BBB@!.E4SJ`E)6RA>Y(XWCY8P?\`>/7\,U5MR^JW=U'>*4AM
MY"BP9XD&3AV]0<<#IP>M:R@*H50`!P`.U`%,6EQ/S=73`'K'!\B_]]?>_4?2
MD.CZ<W^LLXI3ZRKO/YMDU>HH`H::H@EN[5,^5#(/+!.=H*@X^F<_G5^J=C\T
MUY)V:?`_X"JK_,&KE`!1110`444U75BP5@2IP0#T-`#J*S93-?WDUO'-)!;V
M^U9&CX9W(SM![``CISSVQ4!LX+;6;,6ID$I#M-F1FW1[2!NR3_$5Q]#0!LT4
M44`%%,AECGB66)P\;#*L.AI]`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`<]XCL=O^FQ#VD`_G_2LNWD##I777BJ]I,KXVLA'-<9;X)]*QJ+4Z
M:4KJQI*.00.*D)Q^-01$XP34^<CCI6=C6XO!'-+#').^(QP.I/058MM/>;F3
MY4].]:J01HH"C`'8=*TC3[F4ZJ6B*S"#2[-[B=P%C&YVQU->::O?R:KJ,ES)
MD;C\JDY"KV%;'B[6C?WALX&/V:`\D=';U_"N<)QP",GUK=*R.=MO5AT..U:6
MG>(=0TV4"*<O$.L4ARI_P_"LLD*I)QQR:IACG.3DG-`CU/3/%NGWH"S$VLI[
M2'Y?^^O\<5O*0RAE((/(([UXDDA!ZUJZ;KM]IS@V\[*O_/-CE3^%(#UFBN9T
MKQG8W8$=X1;2]VZH?Q[?C721R)*@>-U=&&0RG(-`#J2EHH`\G\5HT>L3*P&X
M,2<?7K7/;<$GM7??$#3-LL=_&<"0;''N.G^?:N$QC(-2M"]RS;6\;7"`2!P<
M9P",>U;<J)$AV1*SDX52,XK%T\#[2@)XR#FNL,8."1UK.;U-8(P#;WJR;E1B
M/;Y1^E/26YM/WF&9N."<9YQBN@6-=I!(K/<)/>)&@#)&V68>O8?UI<URN6VQ
MH-+J4@M(Y_+AMY9`C/&Y)'H/;.,9JG?6#[V1%`7!`'8'UKHEM8KRP:WESL8<
M$<%3V(]\U6:=8U\N_`BE7C>?NO[@U-^Q7DS%T_P_*B.9)4*L.@'-;,41AMS$
M22@&,-SQ0FHV8X%S%^#BI?,%Q&1$"=PQOP<#WS0Y-@HI&)J,&=&A:0^8V`V6
M`SDCUQ[US$@QT!]Q78ZU&3;+#'P`0`/05RSQ[78XR,\'WJHL4HE=&(X'2O2?
M!%L\.EO(Y/[UAC\*\^M;&YN[B.*&)F=SQ@5ZKHMC+I]@L,T@=A_='"^U:1,)
M/0T****LS"BBB@`HHHH`J7EJ\CK<6S!+F,84G[KCNK>WOVZ_5UI>I<ED(,4Z
M??A?[R_XCW'%6:K7=G'=!6):.5,^7*APR?3_``/%`%FBLY;^6T;R]2CV@=+E
M!F-OK_=/UX]Z9J]Y$VAWCVUS&S-$RHR.#\Q&!@_C0`W1=1M)H5A28&9]\Q4@
MC.6).">#C/;I6K7`:X\4CVDEI@1G3FC0#JIZ%<>O.*1=1!MY;:>69(E4EXG)
M7(\[>1CU*$_7%`'=&[MEN5MFGB$[#<(RPW$?2IZXM++2I]-FO+743;M&SLF)
M`<!2=GRGD'&,=#C%+I]_J%_J$<4]Y+$)(#-<A"`(TX9=G'&0PSGGK0!V$TGE
M0O)C.Q2V/7%86B1+;W-I(B[3?67G2_[4@*DD^_[PU-#<22>#OM#R>9*;,L6S
MDD[3^M8=G:VJ3:9;>2UG?$-&[*2C.-A*N".H)`XYP3@T`=-8%V6_,>WS/M#A
M=W3(``S^E5M"$D,]W!>J/[0R)))`<B53G:1Z`8(QVQ[U7\*7+FWODO9%%U'<
M$R@X!^ZH)Q]0>>E5]0>&_P!:6X:&>XTV.,Q226^XAGSGG;RRCV[T`=!<7EO'
M*+5[J.&XE7]V&8;CVR`>O-8=ZTL45Y"FLWDUW%']T1H$!;`4'Y,9)(XSFL6Y
M6QM/M$LEK*L/G;H!*K*)8\`,@W<JP/(Z$X%7HFN;"TBLKV,M*)H[PLN2TR;@
M7'J67CZ@"@#732GM8XH%UB[6-$&(@$R57&<87..GY^]:=G=P7UK'<VSAXI!E
M2*Q+O58&U*WOX-TEI#$T<TZJ2%WX([=BHSZ9%)X.)B@N+0Y&Q89<'MOB4G]0
M:`.CHHHH`****`"BBB@`HHHH`****`"BBB@`HHK&UKQ)9:2K*6\ZX'2)#T/N
M>U`&N[I&C/(P1%&2S'``KF=2\:6<#F'3XS>2],@[4'X]ZY#5M;U#7)=LLFR$
M'(B3A1_C42!+*W+]^U`[&S;:S>ZGK]K%=39"[G:-.$7`..._/<U;NX9(+@NJ
M_NV/RG^E8/A56?5UN&Y+[A]!BNLN9XH$V2KO,@P(_6HDDUJ:4VT]"G;2--<+
M$O+GM70VUHL*@OAG].PK(\.001M(<?Z0V2I8YPOH*WU'/-33BFN8JM*2?*RU
M'_JQ6%XMUL:78^3"P^TS`A?]D=S6S<W$5G:O/*V(XUR37E.K7[ZIJ,MS(>IP
MH/8=JV,"!20,DY^M,+`'/%&<=Q3>6/'-`QD[?N\=VJ'M3Y&W2'T'%-H$%*#S
MS24?UH`<&`Y["M+3M>U'3,"UN"J9SY9Y4_A69[>E(#WH`]$TKQQ;7`":C$;=
M_P"^F64_AU'ZUU,$\5Q&)()4D0]&1LBO%%+#A3BKUC?WUC(9+6=XF/7!Z_4=
MZ`/6KNTM[V`P742RQ'JK"N"\2^$)X+AKC3;<RVS<F./[R'Z=Q6CI7C4[EBU.
M$`8_UT8_FO\`A^5=A%+'/$LL3AT<95@>"*30T['CT4'E*K3*8W!*[2.>/6NC
M@A$T`8,RC&1AC71:_I/G1F:"%7QN9U`R2<=0.^<<U@6ZO#;*DBE6`Y!&#6$K
MHZ(.Y&]O&D9\QG8>[G%-M$0CY-H4'A5[4EU)G">O6H5AW.&C;:PZ&I-3J;<J
ML&=PR/4XICW<.1N*RQ-QGK@U1L(I'^69@1_.K[VL7D[-H`/IQ2#0FCM[1QN6
M)/P%*Z*O`&*RK::6"<Q/R!T/K6COW)FBXFC/O%3!:3H.35&YM+6*!FN8/+?^
M`9R"?\>_TP:=XAO#9+$RLR$M]Y.HK/LVDUJX5;B8+"C9+2=L^WZTXHF4K&WX
M,LV:ZDNF4^6B[5)]?:NRJ&U@CMK:.&$`(J@#'>IJZ$K'*W=A1113$%%%%`!1
M110`4444`)7/7UC9W>J6ZQ65J$6<+)+Y8R[`%RH_[YY/OCUK:OK@VME-,!N9
M5^4#NW8?GBJ<-L(+RRME9F6"%Y&8_P`3D@9/N<N:`$7P]IR:BMZEO&C*=VT*
M,;NS?A[?6M*2..5"DB*ZMU##(-/HH`A>TMW!#P1-D8Y0=*JV&C6&G/(UK!M:
M10C%F+9`[<_YX%:%%`#8T2)%2-51%&`JC``H*J6#%06'0XY%.HH`IW6EV%X<
MW-I#*<YRR#.?K^`JS%%'#$L42*D:#"JHP`*?10`C*&&&`(]Q3'ACDDCD=%9X
MB2C$<J2,''X&I**`"F+&BNSJBAWQN8#DXZ9I]%`!1110`4444`%%%%`!1110
M`4444`%5;[4+;3X]]S*$S]U>[?05!KNJQZ-IDEW(-S#Y43^\QZ"O/9[B>ZE>
MXNI#)*_+$]![`=A0!JZUXKNKK,5H3;PGT/SGZGM^%<NV78ECDFIY!WJ(#+;5
MY]:0R>V08P,>YJKJ$AEE6)>QP!5V/"1,YZ+^M4;/,MRTS#.WG\:8&[X>3R;Q
M2.D:8_/K5RY?[9?,V3@#Y<?Y]*JV`$43OSD\?7UJU:#:D[>46;.-PZ)]:YZ\
MM+([,-#5R8MS<R64$;6O$T;`AL=?8^U=3IM_'J%HLJX5Q_K$SG::Q5MT\L!O
MF'3)]/\`.:RY;S[`\L\3%1@C`[Y[?RJZ47!69%>2F[DGC'6VG86,+?(O+XKD
MSQ@\4^21II6D<Y).33#R:V.4"<#G%*#M4M@G'-,SQUH?_5?7B@",<]:.M`Z4
MN.>.PH`0#J:4]0#2@<4-]X^PH$-SP3ZTY(S(,]!3>6(7\35M%`C`'K0`)$%Q
MQ3P,4#[U*.E,8XCK]*UO#^MRZ1=!6):T=AYB>G^T/?\`G606//Y4A.?SH$>P
M(ZR(KHP9&&01T(K`\26H3R[B-0%/RM@?E2>"KYKK2#`YR]LVP?[IY']1^%;M
MS`ES;O#)]UQCZ>]1)75BXRL[G!7,2O$''!.1FLNT62&9EN=[#/R,K8XK;N('
MAEDMY!AD:H=F>"`1[USIVW.O<FA,38PUX1[;14DL%W)_J'DCZ<NV3^52VT8X
M_=CBM"--HZ`"GS%.R*<,$JNBSN';GY@,9JUROTI[#')%0R.3A5ZG]*@5SG/%
MI,GD`9QD]*L>&-#N9I8W;(M]P9CTSBH_$D.^*,J<%3@5L>%]>F*V]I>>4(C!
ME)`>@7CYCT'2M8:HPJ:,ZT```#H*6DI:V,`HHHH`****`"BBB@`HHHH`J:@-
M\4*?WIXS^3!OZ5';@MK-XY_ABB0?^/'_`-FJ2_(4VS'@"=1GZY']:BTIQ<27
MMRO,<L^(V_O*JA<_3(:@#0HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`//\`XC71DU"QL@?E`WD>Y.!_+]:S&7)`%5=>N6O?
M%DSDD@2[%SZ`XJZ?E5F]!2&C.NWVMM3EOY5%;9DF"`<=6/K4,[[I20?_`*]7
M;2/;N?ID`"F`E^^R`1KQFFZ<NV'<>YS_`(?UJ"^??.WHHK0TZ,!$#=`,G\*3
M=E<J*YI61J6,*;_WQ?(4=!T]J33Y"R2'>5#NV2/3-39\FV:3<KDKZYING[_L
MIB0#!Y(]/QKSY2<KL]:$5%)+8GGN<)M0_P"S7.ZI<>=-Y*GY4^]]:MR706)I
MCSP2/J>!_2L<9ZDY]3ZFO0CJ>74?0.@_E3>_-*?_`-5)U^E49$<C,K;0!]:;
M\QSELT^7DJW;H:%!(_&@0*N2N:7U-/(P?H/Z4W^'ZF@``^84C$`,34JK@_05
M`XW2B,=NM`#[9"2215DX"BDC`3/^>](S9`H`?GYS2%L`#WJ/=\S4C$`#-`$F
M[).#BE.<=:@W]<4X/Q0!U_@";9?7,&?OQAOR/_UZ[JO,?"=XEKKT#/\`=D_=
M?0MT_7%>G4F,P_$.GM(GVR$#=&/W@]5]:Y]74X/3-=Q</'';R/,P6(*2Y;H!
MWKSPL)`6A)V'E<^AZ5C474WI2Z&U;S*J]:N+.A7J.*Y@-."=K&D\VZ.%+G!Z
MUF;;FU<WI9]L9SVJ2'`3).6/4UFPH5P>E:5NC285%+$]*EZCV1'<:=_:,\$/
M(7>&;']T=?\`"L#Q7!#93Q_9)-L;LQ$"C"IC'\SFNQTF6"Y\Y+>4/R5:1.HP
M>?\`ZU<9XBL4AUB=&8[(0HCX^\2,\_3-;4TSFJ239<T'7;JU>-IKB22'(4QL
M<@+[5Z%&ZR1JZ,&1AD$=Q7D228(';M7H/A&]^TZ:8&;+P''_``$]/ZUL9&]1
M110`4444`%%%%`!15#6,_98L=?M4'_HU:SWUN:,7+*\4RK;2SQ,+>2-?EQCD
MG#@[AROI[T`:]]:1WUG);39"2#!*XR.^1[U+#$D$*11J%1%"J`,8`K)N;[4+
M8W09[1OLL`N6(C8;E^;Y?O<'Y#\W/^[0-7G>]98X7:%9A#L%K(2>0"WF8V@#
MDX]!UYQ0!LT5CKJ-WYAAD,27$CA(XVA9?+ZG).<.,#J,<\<9HFO[Z*>*S_T=
MKAYE0R[&";2CL#MSU&SIG\L\`&Q16?%J!CM;R2[*YLF*R,BX#84-D#)[,.,U
M0T"\A^U/;K=0SR7$8NF\N0/MD)PX]ARN/QH`WZ*Q=6CCEUBS66P^W+]GF(CV
MH<'='S\Y`_KS45O>26VG1+!(JL'E)A-M),4`<X3Y#\H'W<\CCCB@#?HK)359
M))K1$5,7J+)"Q_A7;E@W/)QTQZ].":IV^H7MO:HDDRRR33S@.+6238%D8'(4
MDGL`,C`]<<@'145DP:A=W$]I$L:0^8DCR>;&P.$=5X4X(R#GGID?CK4`%%%%
M`!1110`4444`%%%%`!1110`4G2EJO?R^387,O]R)F_(4`>2,/,U\OZLS?UJ[
M?S>39\?><X%4K7G5<^B'_"IM7;<J)_<_G2&9T:[I`#6F3LB)_NBJ5NF&&:L7
M9*6P'=B*8(I!3)(<_P`35N6,993M7.1V["LB%<,*W(P%C4*3G'/%8UG96.K"
MPYI7)IF!A\O!W>O:HKF9(K/"@A\$$YZT.1D8;Y2.>U9^HS$#:&RN>,=#7-"-
MW8[JD^6+96GD+!(4/RIU]S41`'T%(H.,=^YH)]!7H(\=N[N-SEB.]!]!_P#J
MI''*L.<'FAFV`GNW2@D:YR=J]%ZU*J84"FP(2"3SS4S?>%`$;=6-(HW$4C'C
M'J:FC3D4`'3<>P!-5X02=YZGFIK@[8#C^+BDC7"CZ4`/'?\`SWIK'Y:<!C/^
M>],?[M`QI;YC32<TG\1HH$''%.'2I["QEOI0L>%4?>9N@KI+3PY:1$--(TY'
M8C:M%QG.6HD\]3$&+A@1@<YKU@ZE;I:I-(VTLH.SODCI7.M)!8IB-%7^ZB`+
M519)+F?<Q_#L*0$_B'4VO+0PLWE1S'RP,]`>"3^=9<]PDMY)'&@01JB@#L-H
MQ5+59//OXT4MMW8!';`ZU+?J(=1:X3F.;Y@=V<CI^'&*RF:T]RY&`.O6E;;G
MI5=6(.?6GL_RUB=)<M!)<2B*%-\GIZ?7TK1U.5M'M$C0>;+*RB=P>$0G''?G
MI6#9ZC+IMTMQ&-V,ATSC</2MV+:^Z_U)@JI^\D0G@-U5??''Y#UJUI:VYE.[
MT>Q-IZVWAK0_.N?EDD`++@!F.,`8]<`9_&N(U"]DO[V6YE^\YSCT'85/K>KR
M:K>&5LK$O$:9Z#_&LTFNA(YQ<UM:!J+Z9<B91N5OE92>H_R*PE.6JW'(`@^M
M`CTVRUFSO%&)1&Y_@<X/_P!>K]>7QSXK3L=9N[/'ERDH/X&Y7\J`.^HK%T_Q
M%;7.U)_W,A[_`,)_'M6R"&`(((/0B@!:***`*S6-NUU]I*-YF03\[;20,`E<
MX)QWQFH1H]B`P\IBK1M%M:5R`C8RH!.`.!P.E2W%[Y4OE16\US(`&98MOR@]
M"2Q`['WI\-U'-,T2A@ZQK(RLN,!LX_'Y30`2V<$QF,D>[SX_*DY/S)SQ_P"/
M'\Z8;"W^TBX"N'R"0LC!2?4J#@GW(JU38V+QJS(R$C)5L97V.,B@"H-*L]K@
MH[;^/FE=BO.?E)/R\^F.@I\6GVT03:A)1_,#.[,V[!7)).3P2.:9/?F*[-M%
M:7%Q(L:R-Y90``D@?>8?W35BWG2YA66/.UNQ&""#@@_C0`QK.W=95:/(ED$C
MC)^9AC!_\=''M3KBUAN0OFJ3MS@ABI&00>1['_.*FHH`JW-A!=21R2^:'C!5
M6CF>,X.,C*D9Z#\J:VEVC*B^6RA01\DC+N!.3NP?FR23SGJ?6IXITF>9$)S"
M^Q\COM#?R84EW<I:0&5U9N54*O5F8@`#/J2*`(H].M(H_+2+"X0#YCD!!A0#
MG(QC^?J:1M,M2'&V0;W,GRRNNUCG)7!^7.3G&,YIM[J+68C9K&YD5RJY0Q\,
MQP%.6'.2/;GK5N)V>-6:-HR1RC8R/K@D?K0!'':0Q-&ZJ=T:%%9F+'!()Y)Y
MR0.34]%1K/&UP\`;]XBJ[#'0'('_`*":`)****`"BBB@`HHHH`****`"BBB@
M`K/U]]FAWA_Z9$?GQ6A6-XLD$?A^X'=RJC\P?Z4`><V`S?2MZ`#_`#^50W#>
M9F0_Q.:?:L1]H8=>!4%P<+&HZ"@8^U!DF]J??MNG2/TJ73HMHW'ZU49_,NF<
M],T`6+1=]R%[9K8VL3Y8V\<]OYUF::FYF?VS6BQ7.=IV^F>:Y:SO*QZ&&C:%
MQDA)4X`PHYQ61<R>;/@#A>/QJ]=2B-6;!Z<"LU<CD]35T8]3/$S^RA3P,?G3
M>_'4TI]/3K33R3ZFN@X@X`SV%1#YY-V.U.E.?D'3O3HE^8^PH$31+MC_`!I)
M#AJDSA14$I^:@!JC/YU9Z5#&.`:F?C=0!6F8M(B]@,U,#A5^E5)'_P!(..H&
M*L*V0N?2@!Y;K4#GBI2?O5`W:@8=":5%WNJCO2'J:DB^49[G@4`;NCJ`0%^Z
MO3_&MB6[$>W)QR`!6+;2K;VX`ZU'/.64NQZ<BD!LL-\IS\S$]ZJS:@JDQ6Q!
M`.UI/4^@K*FU.6Z_T>V!12/G?OCT%/C79@```<`#M0!:MF=FNUA16E$6Y`>F
M=PS^A-.M95D9K.]B*([D0L>-I]SZ56L9"FIJ1GYE*_RKIKB+S='O4ZC8Q'MW
MK&3]^QM#17*$NG30VZ8'F*<E64?>`[TS3M,GU!9&1UC5"!EP>:I027=I$1%<
M..,#)R`/2NKTYI8=)B:Y(,C+N.!CZ?IBE%)LTFY11AOI4MM=1+YL;L7"^PR#
MU_*L[Q#JPNW2SMV)MX2?F_YZ-W:GZ[JC[FMHV'S#YV'OV_I6`354EI=F,Y:V
M'@\4C'BF*WSD>O(I6ZXK8S%3UJ56^3Z&HP,"D+J`RYR3Z4`6TDQ4Z25GJ]3)
M*!WH`T4D/:M&PURXL'"QR;E[QGD'_"L'SBPX.U?7UH^T!1B/@>OK0!W0\6+M
M&ZT;/?#BBN#\UO4T4@/4'E^PWEP\L4SQS;65XHFD((&"I"@D=`?3DU0U&T-T
M^H7!LF:462&W+)EED'F'"D=&!V].>:WZ*`.=NEG;5(Y8[54F%Q&&9;1BY3<`
M3YN=N-N>,?XT:5`+8V\][`P:.TM8D+H25D)92![_`##/IFNBI"`>HH`Q;\/'
MK4LAFOH(WMHU#6UOY@8AGR#\C8QD>G6HH[<((_[1LWFB\H"%5B,A5]S98XSM
M8@H<]CGFN@HH`Y>6*\\ZU\^W4W<36ZM*MLSNXRN]A*#A1RP(]`>QJRED([59
M);4LC7DK7*^66:2/=)MXZD9*G'XUOT4`<]9VSKI^H"VMIH(GO%=8V4JS18CW
M``]`0&`';IQ23V,5S&RV]CBR\ZV*0M`4`82?O&"$#`VD`\<\_CT5%`%#4X2;
M.&."/A+B`A4'11(I/'H`*HSV+,VHW`@)E%W$Z-MY,:B)F"_]\GIU(K=HH`YZ
M>-;I;R62*<1M=*Z+):.ZOB)5^:/&2N<_B/:HYK.1YII4LO(NI[.$(PB+;"-W
MF+O&,';@=1GCTKI:*`.7%I,;=C`$%MYB^;`-.DC3:%?)\HMELDIG']T=>13I
M+4I9PN8FN61G,,!LG6/G'R[228SP<,<`9/:NFHH`2EHHH`****`"BBB@`HHH
MH`*YKQVY31$QWF'_`*"U=+7(?$.;986T6?O.S?D/_KT`<5;_`"6;R'^-OT%,
M5?,"-BI+H;+2)!_='_UZ6W4M'"HZ8)/YT#+#GR;-F[XQ6=&/W>?7BKVJ-MB2
M,=ZIA<B*,=6-'2X[79J6"A8-V2-W/UJ9CA>I^G:DC7;"J@``<"F7$HB!<[3C
M\C7$_>9Z:M")0O7WRA,DA>OU]*A_F:1?F)=NY_6E.>@[]:[8JRL>9.7,[B-^
M@_6G0P37,RP6Z>9-(>`/YTS(`R>@JYI&KG2WFE2!))7``9R?E7TXID&G'X.N
M5N(5DF5H&R9)$'*GTY_G5_3O"*PW,C7SB2('Y`A(W>Y_PK&F\3ZG.PVS^4I[
M1J!^O6J;WMW<+^^N9I.?XG)I@=@/#.D0O,US=`1L?W:F0*8_J>]<?J5HL%[)
M%#,D\:])%/!H48Q33WH`8BX`Z<4Z3HU*!@4V4X5\^E`&?'\TCM[U8C/W:@M>
M3SZU,!@Y'8T@'D\&H^N*>3P:3L*!C3U-3(/GC'O46.M2H?WR#T-`%\'<<GH*
M@G9II!%'U/Z"G2R[(\#K3-.D#&13]\\Y]12`GMX1`#MY]_6I2WK2M@+4+'`-
M`"VC;=04CL#_`"KL(G+0WD>/E*,H/K\G6N!N&8*Y0X8C%=;!J#C3;IG7`B@"
M(>Y)4#G\364E[R-8:HK6,)O;V.WW8#')/L.M:WB;4!96BHF-S<*/I5/P]Y=K
M:W%_<,$11L#'MZ_TKF=7U%]1O'F;A>B+Z"B,;H=27O%=4DG=BJLYY9L4R5'C
M8JZE6'8C!K8\+6L=Q<R,\H4``$*2&'/Y58\2Z9!#']HA(1BQW`G[YSU'M6G-
M9V,^6ZN<R6VL&]*>\@0^I--QSSTINP*Y%42/&Y_O'\!2X`I10:!"@T9[4WI0
MO)S0!*#3A3`:<"*!CZ*3-%`'LU%9%SJC6>LRI<,%L5@0EC_`Y+X_`[<?7'K2
M6&H7K)=-<6LLTBW&U8HM@,:%%8`Y(!(W<\]?:D!L45175;=X))D#D)&DH&`"
MZL/EP,]SD<XY%1ZNMPL)DM[V>&1L1QHBHRER<`G*D]^>>@H`TJ*BFCE>'9',
M8VZ&0*"<>V>,_A^%9<%S<W,J6:W+J"966Y"KO=$*CH1MR6;&<8PO'6@#9HK&
M2[NOMMM"UQG;<O;R@(!O_=LZGZXV].,Y^E2::\KZC=)_:$EQ%`!&4D\O._J3
M\J@@#@>_/I0!JT444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!7GGQ
M$GW:E'$&X2(<>A))_EBO0Z\I\8W'VC7[C'9]GY8']*`*MRN65<=%J>SCQ$AQ
MSS_.HY/]8?RJQ;X$"M]?YTAF?J#[[O;V44MLH:\&1P@J$GS+MF^M6]-7.]^Y
M.14U':)K1CS3-$`?-A3CU]*SK^4.RQCC')/\JO2LJ1[F).!DUDY+NSG@DYK&
MC&[N=&(G:-NX8P.GX4A_4]:7/<_A3'?8/4FNHX2.4Y(4=,\TF.6'7FD`.T9/
M>G+DD_6@0]$.5S4B#"]">E(BG(IZC`Z]Z`'DL,=*C7)9LGBI.XH`^]0`A'`I
MLHS$X[XI_I3)>(V^E`%"S^]^-6L`CCVJG;'#?C5I.5XH`27J,>E)GC-.=>1Z
M`4S^&@8H_P!9[4_.UT8]`PI(^N?:E;YMJ^IH8#[MN<57MY?)G1_0\_2G3MF0
MFF1#+<]*0&TS9!;(VU69\]*B67+>63Q_#3RNU<F@!B*KW"(_*L0#7336QAT^
M2*1P&D**I8XWA1NS^(Q^-<J6PX8=C6]XHO8WM[&)2"ZIG\P.:4HW*B[%35[\
M-;06,+$)$,R8Z,Y_PK';I1G/)IR,4=74X93D'T--:$MW9NZ?);:/%(9I7$K`
M,J`C>K#."`,[>O?\JR]0U*XOVS,[%1T4G./QJHQR22>3R33"P[<T60[]!:7A
MCD>E,`SUIX%,0X4AHS10(1C@?6@<"FD_,*>,4`*#3Q3!3A0`_-%)FB@#V`6:
M&]FN'(<2QQIL*\#:6.?_`![]*HW6B">XDF,D+AY2YCGA\Q.51>F1\PV<'_:/
M%:]%(9C1:6Z2Z?!AS%9Q*KRG:%FVXVC&2<A@#^%:4MOYMU!*S?+#N8+CJQ&`
M<^P+#\:GHH`H7-O>W5B8?M$<$K.=S!"P*9.%X((.,`G/KCUI/L-UMB<7$"7$
M.5C9+<A-AQE2N[/8'@CH/QT**`*"Z;@V[&<F2*9IF;;]]F5E_`#=QUX`^M.@
MLYA>K=7,Z2ND;1H$BV<,03NY.3\H]._%7:*`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`*\<U9O-UZ<G^*X8_^/5['7CM^,>)+A?[MRP_)J`)Y
M0!N8]J?"_P#H`;V;^9IET?D:FEMFEC'H?YFD49\9QN?VK5L$VQ*.!D=ZRU'[
ME1_>.*V8`$A!*\#UK*L]D=&&6[*VHR$JL6>3_*J@''M3I9#+.S^O"_2FGT[#
MK6E./+$QJRYI7#W_`"JN6\R1F[`8%/N&X"*>3U^E,48#59D+_=IT?]:3'(IR
M<&@"91S^%.!PM`'(^G]*!C;0,4=10O1J!U%*OW6H$(.JTUQE#[TX=11U6@#*
M@'S'V-64.,U`HVW$B^_]:FZ9H`?GYA3/7%"MDC--Y&:!DB\+FG1G]Z#Z`FF(
M<Q_C3HS@.?1:`(6/-2PKS48&6JP@VKF@"*48/'458CE,T>#PPZU`1N-,)*$,
MIP:`)7&#BHII&DE+.22,`>P%2>8)5R.HZBJ\C$2$`<T`2`TN[/05"H).3R:F
M'2@0A&>IS28IYIM``!3J04IH`#2444`,ZL:<*8IR2?>GT#'CI2]J:*>*!"T4
ME%`'M=%%%(84444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!7EVH68_P"$EU";&%6=B/<D\_K7J%>5ZAJ`N-5(CP/-F+MCMDYQ
M0!5OCC:H[G-,N#MT^->]27I_?J/05#=G]S"I[TAL9`N9(5SC!W9J_>.([;;D
MY;C`_6JUFNZ<YZ*HI+N0S7)!^Z@QQ6;7-.QT1?)2OW(AP*&81KD__KI1US5>
M1B[GT'2MCF&@%CN/4FG*.OUI5'(I57@GWH$.49(^E+CO[TY0`W^?2EQQ^-`#
MQU'T_I0!P:%ZB@8VF@!>C?2@?=-!^\:!TH`4_>'TIIZ`4X]3]*:6QB@#-8_Z
M6_N34Y'"U5E.+EC[U/NR%'O0`=%S[TH[TTL<&E!YH`>/E3Z\TJGY'_"D?L/0
M4L*Y5\^U(8*N,4]CQ1T-->F(834;4\TTT`(,CYEZTUSF0U(G.?:F%3N)]:0Q
M4&*D!I@I13`?2=Z`:*!"B@T4'I0`E(3Q12-]TT`1J>,U(#42?=%/%`R4&G#-
M1J:D'6@0O-%%%`'M=%%%(84444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`',>.]4ET_24AMSMDN6*%NX4#G'Z5YQ8AO[0AW9SG
MO7H'CU5*6C$`E%D*Y['Y:\_T]BVIQ%CDY_I0!HRIYEV<<U#?X!B`JV>&D(ZY
MJC=](J0V30.(C/*1G'`%0J/7J>2::I.QN>LG]*<I^4GO2BM6RYRT2(YFY"#O
MUIN.I]Z%Y<$]2:7^#\:LR#&"/I3E'R\4#O\`2E7M0`\=3]*/X?QIW=J0_=%`
M"CK^%*/NT@^]1V'UH`4]2:,\4C'DTT_=6@!YYW4=QQ3<_>II8\<T`4;R,K)Y
MF,`FCL,4Z[8E,$]Z83\B_2@!V<TY%W.*C%31=/PH`'I\1'EM]:C:G0_=:D,=
MFFL<FE:F&F(,<T-2BD;K0`B\(U,0DT_^$TR.@8^@T4&@!!3A3:<M`AW:@T4A
DH`2FR'"&G5'+]PT#&IPHIU(.E%("1:D6H14BTP)**2B@1__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>6
<FILENAME>masterintermediatex4x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex4x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@#
M0P1=`P$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`"$0,1`#\`]`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"F2DB)R.#M-/ID@+1L!U((%3+X6-
M;E7++`)1,V[T)S5@3$R(A7EEW9]*9#;H$4NGS]^:65)/.62,`X&,&N:$9PBI
M>GGZFC<6[`TQ*2[5Y3CK^M-CG<6Y=E)QWSUYI8HG"S!P`7SBF^7*;9HRHR,8
MYZ\TKU/BUV8[1V'K<9=04*ANA-+)*R$XB+*.IS39(V/DX'W2,^U->%S(Y*!\
M_=.[&*IRJ)-?UMZ"2B/:X"JC!20])]I.[:8F#=AZTT0OLA&WE6R>>G-2,C&Z
M5\?*%QFA2JO7;;I]X6BAT,OF@\%2#@BH)972Y)!)4`$CVJ6%&1Y2PP&;(I!&
M3<NQ'R%<424Y0CWN"Y4V1-,SSH5)";@/K5B21T.%C+_C4;PD&((.%;)I)8G:
M;=MWKC@9QBDO:1OWT_KJ'NNP_P"T+Y/F8/7&/>D:5_)<^65('K3$BD6`J44D
MMG!/:EBB<)("-H88"YSBA2J.R?8+10L4Q$!>0'`Z'UIR3DN%="F[IGO48BD>
MW,;`*1T.>M$<)WJ6B`QWW$T1E5]U?U^0-1U'_:/WA0(20<<?SHNV*PY4D'/:
MEA1EEE9A@,>*+E&DBPHR<U3YW2E??47N\R"2;9*$"%B1GBF^>7AD*J0R]1Z4
MYD8W2OCY0N,TU8FS/D8#]#^=#=1M_/\`(%RV"*8B`O(#@=#ZTY)R7"NA3=TS
MWJ,12/;F-@%(Z'/6B.$[U+1`8[[B:F,JONK^OR&U'4?]H_>%`A)!QQ_.D-R0
M7`C)VG!P:="C++*S#`8\4U8W`GR/OYQSUIWJVW[]`]T/M0X;8VP_Q4^2;:^Q
M$+MC./2HGB<VJH%^8'IFEFA8RF15W@CD9Q2YJJ7W?\$+1N/$Z^47((QP1[U#
M-,S(N49,MD'/6G_9R8"NT*Q.>N:219Y%4,@&#V/6IFZCC9]NB''E3)%(^UL.
M<[?7BD:X9.6B8+ZYH\M_M+OT!7`/O4)@D,9!C!;^]NZU4I5(I\O=_P!;"2B]
MQ[S2"X`521C@9Z^]2/.0Y5$+D=<=J8T<@DC=%!(7!!-))`PE9@@<-VW8Q2O4
M5[7W_KH.T78GC<2(&6H@Y%S+R2%7.,U)"GEIC`!ZD`U'Y;>=*V.&7`K67.XQ
M?7_@,A6NQ/M1V!_*;;W-/>?:0J*78C.!3/*?['Y>/F],^]!CD1UD0`G;@@FL
M^:JEKY=/O*M$>9]L>YD8'.`OK0DY+A'0H3TSWIKQRR(&.T.IR!1LEED1I%"A
M.<`]:KFJ7T\NGWW["M&P&Y(9P(R=OH:#=?*&$;%>YH2-@TY(^]T]^M)Y3_8_
M+Q\WIGWJ;U;/7OT\]!VB/>;#!44NQ&<4Z*02`\$$'!![5"\#;E<*&^4`KG%2
MP1[`25"D^AS5PE4<]=OZ_K<34;:$=RC*K2"1QTX!XHR8(UD+,^[`P3TJ2X4O
M"RJ,DTR:-GA10,D$9'X5,X-2<H]OQ'%II)B_:/N_(0&;`S_.G>;^^:/'09S2
M7$;-L9,$J<XIL:2^>SNH&5QUI\U12M^@K1:N.CG,A&(SM/?-,@ED:5@RG&?7
M[M(D4@E5M@3!Y(/!_"GHDB3N=H*L<YS4Q=1N+=]_ZZ#?*KV)Z***ZS(****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"H;N?[-:RS[=
MWEJ6QG&<5-574T9]-N412S&-@`!DGB@"I#J\F(7NK)H(9L;)`X<<],^E6DO5
M^T3QR^7&L9558RJ=Q/MV_'K64?M%_IUOIZV<\6T()))5V@`#G'KTJ5K%[FXU
M=&C91+L,;$8!(!Z'ZT`;!EC$AC,B!PNXKN&<>N/2FI<0O&TB31LB_>8,"!]3
M6$+.]OM-NYW5DN9MJA&X.U<<<],\TEM:S>7=L(I4S:M&4\C8"<<8Y.30!O?:
M8-A?SH]@`);<,`'I44UX$$#0^7*LL@3=YH``/<>OT%99T](]#MU$$PD)5W\M
M-S!@.I4]1[4T17+VUCOMBI2\#?+'M^7^\0.E`%Q-7\V6Y6*%62`-AS,J[B/Y
M#WZ5=6ZC%O%+,\<7F*#@N,9(Z`]ZQX;(I9ZMBUVNSR+%B/!*]@/;Z5%+:W*_
M9G>%G3[*D>/(\PJ<<C&1CZT`=#)+'$F^21$3^\QP*KVM\ES=7$*+Q!M^8'(;
M(S65+9306VG&6*2[A@W>9%L&[GIQDYQ5C1(6CO;]_LKVT;E"BLN/7\/\*`+=
MMJ,,[S(Q6(QS&(!F'S$>E699X8<>;*D>XX&Y@,USMQI[/9:H_P!E9IS<DQG8
M=Q&X=/;K5FXA,=_-+=6,EXDJ*(RJAMF!R#Z<]Z`-.:\6*^MK;829PQ#`],#-
M,O\`4H;."1]RR/'C,:N-PR<5FVMG=0W&DK*K$QI(&8#(3(.`35&>TD73'MCI
MLKW:OEIPF=W/4'J?I0!T8O%6XN$E\N..';^\,HYSZCM^/6IDFBD9ECD1ROW@
MK`X^M8.I6T[R:N4AD;S!#LPA.[&,X]:G^PF/5&6WB,$;V94NJX4-GU]>E`&K
M]KMLX^T19W;<;QU]/K3O/A\[R?-C\W^YN&[\JY<!=FG0)!;B19E_>12!BX]>
M.WKFKR0RQZQNAMI"'F+/YL0(4=V5_P"E`&U+/#``9I8X\]-[`9_.E:6-(_,>
M153&=Q.!^=9FJQR2WD2M`SP!#ADA60[L].1P,=ZHQVTXT[37GMI)HX2_FP;?
MFY)P<'K0!O\`VF#8C^='M<X4[AACZ#UI'N8(T5WGC5&Z,7`!K'O+<75K9I%8
MR01&Z!:/9@A>Y('2G7%LMMJ+R2V#75LT:I$L:!O+QU&/ZT`;$D\,48DDE1$/
M1F8`?G2/<P1A2\T:A_NEF`S]*P#931V,'F0SJRR.\:H@E$8.,*R]Z+F"=HK>
M0VCK.(=FQ(0\9Y/!'\/UH`Z%Y$C0N[JJ#JQ.!1%+',F^*19%]5.15#4?/;3(
MP(`S,4\U%0/M'?`/7%0Z)"\-U>_NY$B8H4WQA,\'/`XH`TS<P*KLTT86,X<E
MQA3Z'TJ*\O%MX9&0QO*@!\MI0G!.,Y/2LJ_T^:?5'@16%M<XDD<#@%01C^50
M&UNY=&O9)X9#</Y<:IM.2%(Y`_,T`="T\4>P22(C/]T,P&?IZU!9ZA%<V*W;
MXA0DCYV''..M9UQ`4U.22XL7NXY8E6/:H.P@<@YZ?6J:6%W_`&?8N8GQ"SEX
MVCW$9/!VG&:`.G5E=0RL&4]"#D&F)<P2+N2:-AC.58'CUJGHD+P6KAO,`:0L
MJO'LP#Z#)P*H:?9R6^@2O':YNW!!61>2,],'V[4`;275NZ,Z3Q,B?>8."!]:
M6.XAE;;'+&[8#85@3@]ZYY;6427?E03^6]F0,P!-S9Z8`Z_K5BWLC#=Z4\5N
MT?[EA,RIC!V_Q>^?6@#8>[MD+![B)2GWLN!CZTYYXHW5'E17;[JE@"?I7)W,
M8CTUK7RK>2;S<"99`7<D^G7/;FKE_97!O+L/&[K.1L=8/,./3.1MQ0!T9(4$
MD@`=2:B2Y@=&=)HW5/O%6!`JEJ=K/+I<<29F9"AD7H9`.H_K56"W%Q?B6"P>
MU@6)ED62,+YF>@VT`7],U#^T8GE$7EH#A?G!)'N.U6DGA>1HTEC9UZJ&!(_"
MJ.@0&WTJ(/"8Y3G>"N&/S'&?PK,AM;I3+#;02*K1N-TT85D)[!Q][-`'0QSQ
M2LRQRHY7[P5@<4GGP^=Y7FQ^;_<W#/Y5B:9:3&\ADV/`88RK?Z.$#<8P3NY]
M<T_3(?L[QP7&FR/<K(2UQL!4\]=W]*`-<7,!C603QE';:K;Q@GT!]:;+=Q+'
M*8Y(G=`WR>8!R!D@GM_2L".&Z2SM+-K.?=!=!F<+E<9/3\^M68;$^5J\K0/Y
MSM*(R5.2"#T^N:`+_P#:L"/;1S%4DG7=PZE5X[G/Y>M6_/APY\U,1_?.X?+]
M?2L)K5D;29I+-Y52/;*HCR0<<9!]#2ZG$QU0VT##;>A1*`>5VG)/Y4`:UY?P
M6=H+F1MR'&W802V?3GFI4N(9"H2:-BXRH#`Y'J*HZ[:M/I+QPQ;W7:54#)'/
M;\*K:G(D%I:7L$0@DA/RPL`I*G@C'XB@#5^UVV<?:(LY(^^.HZC\*D26.2/S
M(Y$=/[RL"/SKG+JU%J=)BD@,Y^=I$ZEB<$]>O_UJ?]AN;BTU`VT+6T<Q4QPL
M-I..O';-`&_%-%,I:*1)`."58&B*>&8D12I)MX.U@<5AV%K)OG8Q3*IMS&R"
M$1;C['=R?>I]$CEBGD0P,L(0`/)"(WSG[O'7ZT`;-%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!114<SF*%Y`NXJ"<9QG\:`)**R8-:$J
MW&^`+)#$90%E#A@/<=*=;:NTL]NDMJ\*W"EHW+@@X&30!J45S^HZO/+ITDMM
M!+'"6`2X##GGTZBM34KXV$43B(RF201[0<'G/^%`%RBL=M:E43@Z?)OMS^]'
MF#"KV.>]6+O4S#!!+#"LBS+N&^58\#MUZ]:`-"BLE];&VT:&V>7[2&(`/(([
M?G4*:G)#J5Y$P:61FC6&'=C!(YY["@#<HK+N=7,,DBK;^8(0#,1(!MXS@9ZU
M'_:-U)K444,>^VDB5P-P&03R_KQTQ[4`;%%4=1U`6/E*(P[RDA=SA%&/4GI4
M<VJ,C)'';%YC'YCH9`-H^O<T`:5%9K:O&UO;O;Q--)<9\N,$`\=<GMBJ]_J-
M_$EFR6IB:28*R%U.[_9S[^M`&U25G2ZG*)FA@LWFDC4-*`X`3(Z9[FF2ZT@2
MT>&!YA<[L`'!!&.,?4T`:$=M!$Y>."-'/5E0`FI:S6U5A>BU6VRX"EP9`I&?
M0'[V*TJ`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`A6VMUD\Q8
M(Q)_>"#/YU-110`4444`%%%%`!1110`4444`%,$48D,@C02'@MCD_C3Z*`"F
M/%'(RL\:,5Y4L,X^E/HH`8T4;NCLBLZ9VL1DKGTI]%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%0W$3S1A8[B6W(.=T84D^WS`BIJ*`*/V"
MY_Z"UY_WQ#_\;H^P7/\`T%KS_OB'_P"-U>HH`H_8+G_H+7G_`'Q#_P#&Z/L%
MS_T%KS_OB'_XW5ZB@"C]@N?^@M>?]\0__&Z/L%S_`-!:\_[XA_\`C=7J*`*/
MV"Y_Z"UY_P!\0_\`QNC[!<_]!:\_[XA_^-U>HH`H_8+G_H+7G_?$/_QNC[!<
M_P#06O/^^(?_`(W5ZB@"C]@N?^@M>?\`?$/_`,;H^P7/_06O/^^(?_C=7J*`
M*/V"Y_Z"UY_WQ#_\;H^P7/\`T%KS_OB'_P"-U>HH`H_8+G_H+7G_`'Q#_P#&
MZ/L%S_T%KS_OB'_XW5ZB@"C]@N?^@M>?]\0__&Z/L%S_`-!:\_[XA_\`C=7J
M*`*/V"Y_Z"UY_P!\0_\`QNC[!<_]!:\_[XA_^-U>HH`H_8+G_H+7G_?$/_QN
MC[!<_P#06O/^^(?_`(W5ZB@"C]@N?^@M>?\`?$/_`,;H^P7/_06O/^^(?_C=
M7J*`*/V"Y_Z"UY_WQ#_\;H^P7/\`T%KS_OB'_P"-U>HH`H_8+G_H+7G_`'Q#
M_P#&Z/L%S_T%KS_OB'_XW5ZB@"C]@N?^@M>?]\0__&Z/L%S_`-!:\_[XA_\`
MC=7J*`*/V"Y_Z"UY_P!\0_\`QNC[!<_]!:\_[XA_^-U>HH`H_8+G_H+7G_?$
M/_QNC[!<_P#06O/^^(?_`(W5ZB@"C]@N?^@M>?\`?$/_`,;H^P7/_06O/^^(
M?_C=7J*`*/V"Y_Z"UY_WQ#_\;H^P7/\`T%KS_OB'_P"-U>HH`H_8+G_H+7G_
M`'Q#_P#&Z/L%S_T%KS_OB'_XW5ZB@"C]@N?^@M>?]\0__&Z/L%S_`-!:\_[X
MA_\`C=7J*`*/V"Y_Z"UY_P!\0_\`QNC[!<_]!:\_[XA_^-U>HH`H_8+G_H+7
MG_?$/_QNC[!<_P#06O/^^(?_`(W5ZB@"C]@N?^@M>?\`?$/_`,;H^P7/_06O
M/^^(?_C=7J*`*/V"Y_Z"UY_WQ#_\;H^P7/\`T%KS_OB'_P"-U>HH`H_8+G_H
M+7G_`'Q#_P#&Z/L%S_T%KS_OB'_XW5ZB@"C]@N?^@M>?]\0__&Z/L%S_`-!:
M\_[XA_\`C=7J*`*/V"Y_Z"UY_P!\0_\`QNC[!<_]!:\_[XA_^-U>HH`H_8+G
M_H+7G_?$/_QNC[!<_P#06O/^^(?_`(W5ZB@"C]@N?^@M>?\`?$/_`,;I\-I-
M%*KOJ-S,HZHZQ@'\D!_6K=%`!1110`4444`%%%%`!1110`4444`%5[VV6\M)
M+=F*AQC([58HH`RQI+M++))<AFDMS!Q$%`SWX-2+IF&L"9<_9%*XV_?R`/7C
MI6A10!BRZ$[VS6J7SI;;MRQE`=O.>O4U?O[/[8L(\S9Y4JR],YQGC]:MT4`9
M[:9N:_/G?\?B@?=^Y@$>O/6FG2V#6[QW&UXH1"28PP8#N`>AK2HH`R[72/LS
M61\_=]E#C[F-V[/OQUI)]%2>>YF,N))65HV"\QE?QYK5HH`R9M%$LS2^<FZ0
M#S-T"MD@=1GI4\FG?Z=!<P3>3Y:",H$&&7.<>U7Z*`*E_:/=HJI,(P,Y5HPZ
MM]0:I'08U6+RY1N1-A,D0D!&<]#T/-;%%`&?-I:M%;B"7R)K?.R14'?KD=.:
M2?399[6))+QC/'()5E*#@_3TK1HH`SI=,E,[36]X\$DBA92$!WX[^QH32HXG
MLC$Y5;3=P1DMN]ZT:*`,V^TMKV;<]QB/(.WRP2N/[K=16E110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%4IM6L8)FBEG"NIP1M)Q^E3W<ZVMK),W1%S]3V%<24EG66Y(+`,"[>YJH
MJY$I6V.[!!&1R*6LW0;O[3IZJQR\7R'Z=OTK2J7H4G<***P[;Q&DLX26`1(0
M27+YQ@9Z8II7!M(W**PCXFA\W'V=_+_O;AG\O_KU8N=>M(8T:,F5F&0J\8^M
M%F+F1JT5D6.O074RQ/&T3MPN3D$^E7K^Z^Q6<EQLW[,?+G&<D#^M%F.ZW+-%
M9VE:I_:7F_N?+\O'\6<YS[>U1ZIK/]GW"Q>1YFY`V=^.Y'I[46=[!=6N7KRY
M6SM7G=2RIC('7DX_K4&G:E%J/F>4CKY>,[L=\_X5!JTOG^'GEQM\Q$;&<XR0
M:I^%/^7K_@'_`+-3MH*_O6-F>]MK=PDTR(Q&0">U3(ZNBNA!5AD$=Q7':S>?
M;+XMY>SRQY?7.<$\_K6MI&L^=);V7D8PFW?O]%],>U#CH)2UL3WFNPVET\#0
MNQ0\D$>E:JG*@^HKF]6N+*+4IDEL/-<8R_G,N>!VKI`,``=!2:&GJQ:**CGF
MCMX6EE;:BC)-(HDHK!?Q-&'PELS+ZE\'\L5HZ?J<&H;A$'5U&2K#^M.S0E),
MNT55OK^"PC#3-R?NJ.IK*'B9-^#:L$]0_/Y8H2;!R2-^BH+2[AO(1+`V1T(/
M4'WIM[?06,>^=L9Z*.II#N6:*P#XF3?@6K;?7?S^6*O1ZO!-92W$(+-$N6C;
M@T[,7,F6/M]IYWD^>GF;MNW/.>F*LUPWVK_B8_:]G_+7S=N??.,UU&E:I_:7
MF_N?+\O'\6<YS[>U-QL3&5S1HJA?ZM;6)V.2\G]Q>WUJ@GB:,OB2V95]0V3^
M7%*S*<DC>HJ&VN8KJ$2PN&4_I69?Z[]BO)+?[-OV8^;?C.0#Z>]%FP;2-FBL
MQM9A_M!+2)"Y+;2^<`'^M:=*P7N%%4-2U6+3V571W=AD`=/SK/7Q.N[YK4A?
M4/D_RIV;!R2-^BJ]G>0WL/FPMD="#U!]ZSK_`%W[%>26_P!FW[,?-OQG(!]/
M>BS!M+4V:*Q;OQ%##*4AB,V#@MNP/PJWIVK07Y*KE)!SL;O]*+,.9%^BJ6J7
M_P#9]NLOE^9N<+C=CL3_`$JDGB*'[*97B*R;BHC#9)&!SGMUHLP;2-JBL2V\
M1P2R!9XFA!/WMVX?C6T""`0<@]"*&K`FGL+16):>(5N+A8Y(!$I!)<R9Q@$^
MGM5K3]6CO[B2*.-E5%SN8]>?2BS!23-&BJ%_JUM8G8Y+R?W%[?6J">)HR^)+
M9E7U#9/Y<468.21O45#;7,5U")87#*?TJEJ&M0V,QA,3O(`#Z#\Z+!=&G16!
M'XF0M^\M64>JOG^@K:MYX[F%986W(W0T--`FGL2T53O]2M[`#S6)<\A%ZFLP
M>)DWX:U8+ZA\G\L46;!R2-N>40P22L"0BEB!["J6GZO#?SM%''(I"[LMCU'^
M-++>0WND7,L#9'E."#U!P>M8&A745G=2S3-A1$>!U)R.!32T)<M4=?16''XE
MA:3$D#HF?O`Y_2MI&5T#*0589!'<4FFBDT]AU%%%(84444`%%%%`!1110`44
M44`(2%&2<"F[G;[JX'JW^%(!O<L>BG`^OK4E`#,2?WQ_WS_]>C;)_?'_`'S3
MZ*`&;9/[X_[YHVR?WQ_WS3Z*`&;9/[X_[YHVR?WQ_P!\T^B@!FV3^^/^^:-L
MG]\?]\T^B@!FV3^^/^^:-LG]\?\`?-/HH`9MD_OC_OFC;)_?'_?-/HH`9MD_
MOC_OFC;)_?'_`'S3Z*`&;9/[X_[YHVR?WQ_WS3Z*`&;9/[X_[YHVR?WQ_P!\
MT^B@!FV3^^/^^:-LG]\?]\T^B@!FV3^^/^^:-LG]\?\`?-/HH`9MD_OC_OFC
M;)_?'_?-/HH`9MD_OC_OFC;)_?'_`'S3Z*`&;9/[X_[YHVR?WQ_WS3Z*`&;9
M/[X_[YHVR?WQ_P!\T^B@!FV3^^/^^:-LG]\?]\T^B@!FV3^^/^^:-LG]\?\`
M?-/HH`9MD_OC_OFC;)_?'_?-/HH`9MD_OC_OFC;)_?'_`'S3Z*`&;9/[X_[Y
MHVR?WQ_WS3Z*`&;9/[X_[YHVR?WQ_P!\T^B@!FV3^^/^^:-LG]\?]\T^B@!F
MV3^^/^^:-LG]\?\`?-/HH`9MD_OC_OFC;)_?'_?-/HH`9MD_OC_OFC;)_?'_
M`'S3Z*`&;9/[X_[YHVR?WQ_WS3Z*`&;9/[X_[YHVR?WQ_P!\T^B@!FV3^^/^
M^:-LG]\?]\T^B@!FV3^^/^^:-LG]\?\`?-/HH`9MD_OC_OFC$G]\?]\__7I]
M%`$9=D^\N1ZBG*P;H:6JTI\B08^ZW;TH`LTM,1MPI]`!1110`444UV"(SL<*
MHR3Z"@#!\3W>!':J>OSO_2F6%SIL>DM;33X>4$O\C'![=NW%48D;6-7.25$A
M))_NJ/\`(K5_X1J#_GO)^0K31*S,M6[HS=!NOLVHA"W[N7Y#]>Q_SZUUU<?J
M^F_V;)&8W9D8<,>H(KIM.NA>6,4W\1&&^HZTI=RH::,M5Q&EVZ76H0PR9V,3
MG'?`)_I7;UQV@_\`(8@_X%_Z":([,);HO>(=/M[:VCF@C$9W["!T/!/]*/#V
MGV]S;R33QB0[]@!Z#@'^M6O%'_(.C_ZZC^1H\+_\@Z3_`*ZG^0HO[HK+F,+4
MH5LM3ECAR`C`K[<`UTNO?\@>?_@/_H0KG]>_Y#$__`?_`$$5TFKPM/ID\:`E
MMN0!WP<_TH?0%U,OPI_R]?\``/\`V:J_BC_D(Q_]<A_,U6TC4O[.E<LF])`,
M@'GCI_.F:I>/?70F:,HI7"#VR?ZYIV]ZY-URV-R^_P"167_KE%_-:K^%/^7K
M_@'_`+-5B^_Y%9?^N47\UJOX4_Y>O^`?^S4NC*^TBIXCBCAU!!&BH&C#'`QD
MY/-;NF6ENEI;3+#&)?*4[PO.2.:Q_%",+V)\?*8\`^X)_P`15W2=8CE^S60B
M8.%VEL\<+_\`6H>P*RD9&O?\AB?_`(#_`.@BNAUF^EL+198E1F+A?F!(Q@_X
M5SVO?\AB?_@/_H(KKGC208D17'7##-#Z!'=G,_\`"27G_/*#_OD_XUH:F)[[
M0HI$7+G;(RJ.HQ_]>M/[+;_\\(O^^!5;5+[^S;56CBR20%&/E`I7[#M9:LY_
M3=1MK:(PW-FDJDYW8!/ZUT&E&P,<C6&`&.67N*RIM1TJ[C+7%HRRD=4`SGZ_
MXU%X920WSNH.P(0Q[>U-K02=G8JZI-]HU>7SBPC5]G'90<<5?DN]$>W,(MV7
MC`81C</QJOKEH]IJ!N`@:*1MP)&1GN#5A=6TORP6TY?,QR!&N,_6GT%U=ROX
M;G:/4?*S\LJD$>XY_P`:CU)WOM::(M@>8(E]N<?SK9T6>"\WNMC%#)&>'1!C
MGW]:R]<M);34#=1@['8.&`Z-1U!KW3<71[%8?*^SJ1C&X_>_.I+33K>UMF@5
M-RO]XMR6^M9:>)H_)^>W;S<=`>":NZ/J3Z@C^9%M9#]X#Y3[?6I:9:<>ASOE
MI_;OE;!Y?VG;MQQC=TKJS%!8V\TL,*)A"QVC&<`URMVQM=;DD9<[)]^/49S7
M1V.H1:JD\:QLJ*H!W=\Y_P`*<B8G/:3;#4M2/VABPP9'_P!KG_Z]=!=:-9S0
M,D<*QOCY648P?ZUSRFXT34LE<XXYZ.M:-UXC5[=EMX661AC<Q&%IN]]!)I+4
MJ^&[AH]0\G/RRJ<CW`S_`(U#KW_(8G_X#_Z"*O>&[%_--W(I"`$)GN?6J.O?
M\AB?_@/_`*"*/M"?PFSIFBQ0+%/,6:?ANO"FMBBBH;N:I6,S59=-5X_MP#NF
M2J#)//\`^KO65=76D7%M(L<#0R`$HVP#G\#574<IK4ANE+)YN2/5,_X5HWFH
MZ6;-DM[='<J0H\K&WCK56L0W>Y#X6D(O)H^S1[OR(_QJKKW_`"&)_P#@/_H(
MJQX7_P"0C)_UR/\`,57U[_D,3_\``?\`T$4_M$_9.A@T:RBMQ&\*NV/F9NI/
M]*YNX3^S-7(C8XB<$?3KC\C6I#XC$<`2>!S,@P<'@GW]*S;:.;5M5WLN=S!G
M(Z`?YXH5^HW9VL;/BC_D'1_]=1_(U4\/:=!<127$Z"3#;54]!Q_]>K?BC_D'
M1_\`74?R-96D:H=.5EDC9X7.>.Q_SBDOAT&[<VI9\0Z=!;1QW$"!,MM91TZ9
MS^E:/AV9I=,4,<F-BGX=?ZUBZMJIU$I''&5C4Y`/4FM_1K5K33T208=B68>A
M/^10]M07Q:')6L#7-S'"APSG&?2NK@L+?2H)9XMS.L9+%CUQS7/Z#_R&(/\`
M@7_H)KKY$$D;(W1@0:),(+2YR&DVPU+4C]H8L,&1_P#:Y_\`KUT%UHUG-`R1
MPK&^/E91C!_K7/*;C1-2R5SCCGHZUHW7B-7MV6WA99&&-S$86F[WT$FDM2KX
M;N&CU#R<_+*IR/<#/^-:FISZ4EUNNE\V95QM`S@>_:J?ANQ?S3=R*0@!"9[G
MUK,B9(=4S?H6"N?,&,Y/_P"NBUV"=D6M0N-+N;4FVA:&92-HVXSSSTJ]X5D)
MBN(^RLI'XY_PJ#5;_3I;0QVL"M(>C"/;M%2>%/\`EZ_X!_[-0_A!?$9T0.JZ
MP!(QQ*Y/T4<X_(5T<FCV+P^7Y"KQ@,O4?C7/7D,VDZIYJ#Y0VZ,XX(]/Z5I/
MXFC\KY+=O,QT)XH=WL"LMR_-;16FCW$,0PHA?GN3@\FN>T*TBO+_`&3#<B(6
MQZ\@?UK:BOFO]#N9'C*,(G!..#P>169X7_Y",G_7(_S%);,;LVA/$-E!:2PO
M`FP2`Y4=.,?XUMZ&Q;2+<GK@C\B16;XK_P"77_@?_LM:&@_\@>#_`(%_Z$:'
M\(U\3-&BBBH+"BBB@`HHHH`****`"DI:2@!L7^K7W&:BO;I+*TDN90Q1`"0H
MYZXJ6/\`U:_05G^(_P#D!77T'_H0H`TZ*YR]MXIKO6WD7+10HR')X(0G/Z4V
M-97GALV#-'>>7<LW;@9?\R%_.@#I:9)(L4;2.<(@+,?0"N:F$S:G,"8DNOM`
M,3N[AMF1@`!2"I'7ZU(B1-+?0(!<O)%*?,`8.I[*X/Z'VH`Z&*1)HDEC.Y'4
M,IQU!Z4^N8MH+28:+$B*482"51QEO+&[--LXECLM*NUW>>]UY1<L22F6&WZ8
M`H`ZFBN7TT3-?PEC$EV)6,V7<NZ\Y!&W&/3G'%)I,2)_8[*N#.LRR')^8`'`
MH`Z2VN(KJ!9H&WQMG!P1T.#U^E.ED6&)Y7^ZBEC]!6/X>$,&ER>7%FX0MYJ*
M/F)!;`_*LM'4.C0^2@GMIO,2(-QA,X8D\D&@#IH+Z">5(HR2SPB<9'\)Z59K
ME7\[RT^S[O,_LJ/&WKC=SCWQFI3TO?[%SY/V;G;G'F9[>^W/Z4`=+44]Q%;^
M7YK;?,<1KP3ECT%8LDNG1Z=)]AB#JS(LI;=M7G[S?3O^M9K)&1*C^6]M#=PL
M=@(158?-@$G`H`ZU)0\LD>UP4QDE2`<CL>]25S$^!<WWE`_9?-M_-VY_U6SV
M[=/PI+D)_96I_9L_8O,B\GKC.5W8]LX_6@#J*CGF6WMY)GSMC4N<=<`9K`FB
MBCEU2W$OD0*T+#(++D@DY]CCFK:.K^&;DI$(E$,H`4DJ>#R,\X-`&K#(LT*2
MIG:ZAAGT-/KEK:W@NS!!:;OWEJ1=$YX;`VYSWS^E:6B/)=R2WLRE7"K``?\`
M9^]_X\3^5`&O17-P$17TZVVRXN'64K(-PD0X)`<'@C/`JK`+G[/(UB8UF%NP
MF57<NQXY(*C#=?SH`ZZBN=NUL7T.[&G`G`C,F`>S`\^_!S5>_FCN$UF2)]R-
M]FPP[\T`=)+<QPL_F!U6.,R,^T[0![^OM3XY%EC61#E'`93Z@US][:1QW=U;
M1H64::Q4$DDG>3GZYYINZ.ST^SOK!`Q$9A<)W9AQ_P"/`?G0!T%S<16L#3SM
MLC3[QP3C\JEK%U6S$/AA[=5WF*-?S!&3_.F7S1V<%M?:<@:,(T("="&^[_X\
M!^=`&[17,36]E::C'!?9,26*C//+;CSQWZ_C3)?/\FQ%^J&/[/\`\MG90'SW
M(!^;&.OO0!U5%5=-$HTZ`3N'D"#+#//H>0#TJU0`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!5:^'^
MCY]#FK-5K[_CV:@!MH^4%6JHV705>H`6BBB@`J.:))XFBD&488(SC-244`5;
M73[6S=FMXMC,,$[B>/QJU110!!=6D%Y&$N(]Z@Y`R1S^%%K:06:%+=-BDY(W
M$\_C4]%`6"J5OI5E;3+-##M=>AW,?;UJ[10%B"ZM8;R,1W";U!W`9(Y_#ZT6
MMK#9QF.W38I.XC)//X_2IZ*`L4KC2K*YF:::'<[=3N8>WK5VBB@+%.32[&63
MS'MD+9SQQG\*+C3+.Y96E@!*KM7#$`#TP#5RBG=BLB![6&2U%LZ9A`"[<GH.
MG/7M3;2QMK+?]GCV;\;OF)SCZ_6K-%(=B*XMX;E-D\:NOH>U0VVG6EJ^^"!5
M;^\221^=6Z*`L4KC2K*YF:::'<[=3N8>WK5VBB@+!36574JZAE/4$9!IU%`%
M%]'T]VW&V7/L2!^0-6H88H$V0QJB^BC%2447%9#719$*.H93U!&0:I?V-I^_
M=]F7/U./RS5^BBX6&1QI$@2-0BCH`,"E=%=2KJ&4]01D&G44#*!T?3R^_P"S
M+GZG'Y9Q5R.-(D"1J$4=`!@4^BBXK%:YL+6[.Z>%7;UY!_,4^VM8+52L$2H#
MUQU/XU-10.Q%/;PW";)HUD7T89Q5:/2+"-]RVRY_VB3^AJ]11<5D(``,#@53
MN-*LKF9IIH=SMU.YA[>M7:*!V"BBB@""YL[>[`$\2OCH3U'XU'%IEG"CK'`H
M#J5)R2<'KSUJW11<5D5+73K2SD,EO%L8C:3N)X_$^U<SKW_(8G_X#_Z"*[&B
MFG83C=6*EQIMG=/OF@5F[D$@G\JF@MX;9-D$:HOH!UJ6BD58QO%'_(.C_P"N
MH_D:C\/V\-SI<B31JZ^<>"/85NT4[Z6)Y=;E2WTVSMGWPP*K=B221^=6Z**1
M12M]*LK:99H8=KKT.YC[>M7:**`M8BGMX;A-DT:R+Z,,XJM'I%A&^Y;9<_[1
M)_0U>HHN*R$``&!P*KW-A:W9W3PJ[?WNA_,59HH&5!IEFL#0K`H1\;L$Y.#G
MKUIUI8VUEO\`L\>S?C=\Q.<?7ZU9HHN*R&2Q1S(4E174]F&:J+H^GJ^X6RY]
MR2/RS5ZBBX6&-$CPM$5'ELI4J..*KVNG6EG(9+>+8Q&TG<3Q^)]JMT4#L5KN
MQMKW9]HCW[,[?F(QGZ?2I+>".VA6&%=J+T&2?>I:*`L%%%%`!1110`4444`%
M%%%`!24M)0`V/_5K]!3Z9'_JU^@I]`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`#)8UEC:-P2K#!P2/Y4VW@BMH5BA0(B]`*EHH`****`
M"BBB@`J":T@N)8Y)4WM&<KDG`/TZ5/10`5!-:07$L<DJ;VC.5R3@'Z=*GHH`
MB^SQ?:OM.W]]L\O=D_=SG&/K4M%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!5:^_X]6JS5
M:^_X]6H`AL>@J]5&QZ"KU`"T444`%%%5[Z%KBRFA3&YUP,]*`,;^V;O^U_LW
MR>7Y_E_=YQNQ70UP?V9_MGV7CS/,\OKQG.*Z;1-.FTX3F<IA]N-ISTS_`(U<
MDC.+9K45RM[J=UJ5UY%H6$9.%53@M[FHYM*U"RC-P#TY8QOR/>ERCYNQUU%8
M^A:HUX#!.<RJ,AO[P_QK8I-6*3N96O7\EE;QK"=LDI/S>@'7^=9VE?VI-/#.
M9)GMV?YBSY!&>>":B\0PW$=V'EDW1.3Y:[B=O3/':I]$M+X_9YUG(M<G]WO/
MJ>W3K5;(B[<A=2L-3EOY7MP_E$C;B4#MZ9KH5!"`'KBN0U[_`)#$_P#P'_T$
M5T&M:>+ZUR@_?1\K[^U#Z#3W-&BN6TC5_L5O+#-DA06C'OZ?Y]Z31[1]2OGN
MKCYD5MS9_B;TI<H<U]CJJ*Q->U1[4K;VYVR,,LWH/:LY-&U":(7.X;R,@,YW
MFA(;EK9'645SVA:G,;C['<L6SD*6Z@CM4OB#4Y+<K;0,5=AN9AU`]!1RN]@Y
ME:YN5R>MW,\>K3JDTBJ-N`'('W13;;2M1E0749VL>02^&-4KN2:6Y=KC_6\*
MW&.0,?TJHK4B4KH[NJ6K13S6#I;`F4D8PV._K5VL[7O^0//_`,!_]"%0MS1[
M$&AVM[;O,;P,`P&W<X;U]ZV*Y[PI_P`O7_`/_9JS]>_Y#$__``'_`-!%5:[)
MYK1N=C17)7UMJ<T1O;@';][:&^X/IVJ_X;OI9C);S.7VC<I)R<="/Y4N70:E
MK8WJ*Y_7=6EBF-K;-M('SL.N?052&BZDZ"<_?QD`O\U'+W!R['6T5EZ']M6U
M8WC';_`'^\/7/M63>ZG=:E=>1:%A&3A54X+>YHMJ#E9'545R,VE:A91FX!Z<
ML8WY'O6MH6J->`P3G,JC(;^\/\:'$%+6S-BBN.U[_D,3_P#`?_014E];:G-$
M;VX!V?>VAONCZ=J.47.=;17(6E[J-Q&+*"1F+'.[/('U]*AN(KW3;@;W9'/S
M!E;K1RASG:T55L+G[3817#8&Y<M]1P?Y5SMS>W>KWGD6Q98R?E4'''J:25QN
M5CK**Y"XL;_20LPDPN?O1L<`^]=#I-]]OLQ(P`D4[7`]:&@4KZ%ZBBBD4%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4E+24`-C_P!6OT%/ID?^K7Z"GT`%%%%`!116?J>KV^G+ACOF
M(XC!Y_'TIQBY.R)E)15Y,ODA022`!U)K*N_$-E;DK&QG;_8Z?G7,WVIW5^Q\
MUR$[1KPH_P`:JJ*[885+69YU3&MNU-&W-XENY#^ZCCB'_?1JJVJW\GWKJ0?[
MOR_RJDJTUS<"4"*.-DQR68@Y_(UKR0CLC)3J3WD7/MEV>MS,?K(:M6][=!,_
M:93SW<FLH&Z_YXP_]_3_`/$U8A:[V<00=?\`GL?_`(FIERVV-8*5]_Q-9-5O
M$_Y:!AZ,HJW#KO::'\4/]#6#NO/^>$'_`'^/_P`32;KS_GA!_P!_C_\`$UFX
M0?0V4YKJ=A;WUM<X$<@W?W3P:LUPNZ\_YX0?]_C_`/$U=M-8U.VPKPPRIZ-.
M<_GMK&5'^4VC6_F.MHK)M=2OKM<Q6MGD=5-VP(_\AU8\W5?^?*S_`/`MO_C=
M8M-:,V33U1>HJCYNJ_\`/E9_^!;?_&Z/-U7_`)\K/_P+;_XW2&7J*H^;JO\`
MSY6?_@6W_P`;H\W5?^?*S_\``MO_`(W0!>HJCYNJ_P#/E9_^!;?_`!NCS=5_
MY\K/_P`"V_\`C=`%ZD)`!).`.]4O-U7_`)\K/_P+;_XW4TZ>=82)<1D[XR)$
MC.>HY`/&?RH`?;W,%U'YEM/',F<;HW##/U%2U@W5Q>/:`QQSS1"4!G*202,N
MT]0J[N&V\JO?TR:5ENFA"3O=->&W`A>+S%0MLY+8P`=V?O>V*`-VHOM$/EO)
MYT>Q,EFW#"X)!R>V"#^1K)=IK^[4)]LBMRT8;Y7B/W9-WH>NT9^E1&*X62[E
M*W7GO!(L1!?&0\F!QQG!7&?PH`Z"FNZQHSNP55&22<`"N?N6E^TW3VR7Q(;:
MT;M<*I7/S,IP0.<`!!G`..O$5PMW+9.EPMXS/`?($7F$9+/E6X!.%V#+CGMS
MF@#ING6JS:E8H8PU[;+YH!CS*HW@]".>:BU>*[GM1%:*C!F`E#2%,IW`.#UZ
M?3-<_:07MO96,D<%PEX+=(Q$8=T;`,3\Q(RAYYZ=NM`'47-Y;6BJUU<0P!N`
M9'"Y_.A;VU8.5N82(U#.1(/E!Z$^@K.UIA=Z=)$(+K)<H-L&[)!Z$==I]>F.
M]4I+6:)XY5MW!3!D4QEXT9OG;:HP6`8#N<$C'0B@#I*6H[=WDMXWE3RY&4%D
MSG:<<BI*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"JU]_QZM5FJU]_QZM0!#8]!5ZJ-CT%7J`%HHHH`****`.._
MYF+_`+>__9ZZN[5GM)E3[S1L!]<5@ZIHER]Y)/:@.KG=C<`0>_6M#1+.[MA,
M]VV6DVX!;<1C/^-6]=3.-T[&-X=ECBU/]X0-R%5)]<BNIN)(X8'DE("*"3FL
M74]!,TK36A52QRR-P,^U4AHVJ3D)*2$'0O)D?UH=GJ"O'2PSPZK-JJ%>BJQ;
MZ8Q_,BNNJCIFFQZ?$0IWR-]Y_6KU3)W9459'/>*_^77_`('_`.RUH:#_`,@>
M#_@7_H1JOX@L;F]^S_9X]^S=N^8#&<>OTJYI$$EMIL4,R[77.1D'N33?PB2]
MXYO7O^0Q/_P'_P!!%=@2`"2<`=37-ZOI5[<ZE+-##N1L8.Y1V`]:T]:2\GMQ
M!:1%@_WVW`<>G)IO6P+2YS6I2QW-]-+`F(R<\=_?\:Z/0+B&73UCC`5X^'7W
M]?QIND:2+>TD%R@,DPPXZX'I5&UT[4-.U$R01>9$#@_.HW+^)ZT.ST$DT[E3
MQ"K+JTA;HP4K],8_H:O1V.KR1J\>H(589!$C?X5I:IIB:C$.=DJ_=;^AK$&E
MZQ!^[B9PG^Q-@?EFA.Z!JS)[31;M+])VG@<I(&?#$GKD]NM4_$*L-6D+="%(
M^F/_`-=;&CZ5-92--/,2[#E%/'U/K4VK:6NH1AE8),GW6/0CT-%]0Y="[!)'
M-`DD1!1AD8KC]9D2759VC(*Y`R/4``_K5F/1M44F($I&>I$GRG\!27.@WB3E
M8(S)&`,,649..>,^N::LF*5VMCK*SM>_Y`\__`?_`$(5HU2U>"2YTV6&%=SM
MC`R!W!J%N:/8R_"G_+U_P#_V:L_7O^0Q/_P'_P!!%;'A^QN;+[1]HCV;]NWY
M@<XSZ?6J>KZ5>W.I2S0P[D;&#N4=@/6K3]XS:?*;FH?\@ZY_ZY-_(US_`(7_
M`.0C)_UR/\Q717B-+93QH,L\;*!ZDBL?0=.N[.]>2XBV*8RH.X'G(]#[5*V*
M:U1F79\G7G:;[JSAC_NYS_*NP5@RAE(*D9!%9NK:0M_B1&"3`8R>C?6L?^Q]
M54>4,^7[2C;^6:>C%K%G23L+BRF\APQ9&4%3GG&*YKP[+'%J?[P@;D*J3ZY%
M;>CZ:^GQMYDNYGZJ/NC_`.O5/4]!,TK36A52QRR-P,^U)6V&T]&;5Q)'#`\D
MI`102<UROAU6;54*]%5BWTQC^9%/&C:I.0DI(0="\F1_6MW3--CT^(A3OD;[
MS^M/1(-9,YS7O^0Q/_P'_P!!%=1J'_(.N?\`KDW\C6'J^E7MSJ4LT,.Y&Q@[
ME'8#UK>O$:6RGC099XV4#U)%#Z`EN<[X8_Y",G_7(_S%6/%?_+K_`,#_`*4[
M0=.N[.]>2XBV*8RH.X'G(]#[5-X@L;F]^S_9X]^S=N^8#&<>OTHO[PK/E'::
MK/X:V)]YHY`/KEJP-,2>2ZV6TZPR,"`2Q&?:NITB"2VTV*&9=KKG(R#W)K-U
M'07><SV3!23DH3C!]C0GJP:=D,GTO59(66>]B,?5MTAQ_*KVB:=/IZS"9XV#
MX*["3ZY[?2LK^RM7N/DG=@G_`$TEW#\LFNAL;8VEJD)D:0J/O-_GI0WH.*UN
M6****@L****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`I*6DH`;'_JU^@I],C_`-6OT%/H`***SM:U)=.M
M<K@S/P@_K51BY.R)E)03DROKFLK8J8("&N&'X)[_`%KD7=I'+NQ9F.23U-([
MM([.[%F8Y)/<TJBO4ITE36AXE:M*M+R%45(HI%%2`538HQ%`IP%`%/`J&S9(
M0"K$(^4_6H@*GA'RGZU#-8K47%(13B*2I+&FFD4\BFFF2T(CO$X>-BK#H170
M:;JJW.(IL+-V/9O_`*]<^13>0<C@BIG!36I4)N#T.UHK*TG4OM`$$Q_>@<'^
M]_\`7K5KBE%Q=F=T9*2N@HHHJ2@HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"JU]_QZM5FJU]_QZM0!#8]!5ZJ-CT%7J`%HHHH`***:[I&N
M795!(&2<<DX`_$D"@!U%-WIYA3<-X&2N><>N/PI$DCD_U;JW^Z<_YZ&@!]%%
M%`!159=0LFN?LRWEN9\E?*$J[LCJ,9S5F@`HI*6@`HHIDDB1+ND=47(&6.!R
M<"@!]%-:1$9%=U4N=J@G&XXS@?@#^5.H`**2EH`**:SJI4,P!8X4$]3C.!^`
M-+0`M%%%`!1110`44R26.)2TLBHJJ6)8X``ZGZ4^@`HI*1G56568`N<*">IQ
MGC\`:`'4444`%%%%`!13)98X8VDE=8XU&69C@`>YJ&WU"RNY#';7EO,X&2L<
MJL0/7`-`%FBBDH`6BBB@`HHII90P4L-Q!(&>2!_^L4`.HHHH`***0,&&5((S
MCB@!:**3<-P7(R1G%`"T4V.1)8UDC=71AE64Y!'J#2/+&DB1O(BO(<(I8`MW
MX'>@!]%0Q75O-+)%%/$\D?#HK@E?J.U$5W;3K(T-Q%((SARC@[3[^E`$U%16
M]S!=1^9;31S)G&Z-@PS]13Q(AD,8=2Z@$KGD`YP<?@?RH`=112%@HR2!SCF@
M!:***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*2EI*`&Q_ZM
M?H*?3(_]6OT%/H`;(ZQ1M(Y"JH))/85P6I7KW]Z\S9V]$'HM=#XJO?*M4M4.
M&EY;_='_`->N4%=^%IV7.SR\;5N^1"@5(HIJBI5%=39Q00JBG@4@%2`5FSH2
M`"G@4@%.`J31(4"IXA\GXU"!4\0^3\:EFD4*132*>:0U)8PTAIQI#3)8PTTT
M\TTTR6(K,C!E)#`Y!':NHTV]%[;!C@2+PX]_6N6-6=.NC:7:N3\AX<>U15AS
M+S+I3Y)>1UE%(#D9%+7"=X4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!5:^_P"/5JLU6OO^/5J`(;'H*O51L>@J]0`M%%%`!5;4(&N;&:%#
MB1E.P^C#E3^>*LT4`<RUXV[^VX@6\X-;Q+T'W05!]_,##_@523Q26$MZ]M<R
M1_8[")L!582;?-QNR,]NQ!YZUO>1%L">4FP,&"[1@$'(/USS0T,3[]T:-YB[
M7RH.X<\'U')_.@#'2]U"6^=HXI_+2X$6S,0C"Y`))+;\X)(_`8[TNFW5WY.E
MSW%RTWVY0'0JJJA\LOD8&?X<<GOVK4:SMGN%N&MH3.HPLI0;A]#UIXAB58U6
M-`(_N`*/EXQQZ<<4`8EL)[JQN;..UD`:ZGQ<%DVK^];D<ELCMQU%2_;;B1+6
M(S[7GNKB)BH7.U1+C'&,C:O]:V$14!"*%!))`&.2<D_G40L[9;@W`MH1.3DR
M!!N/&.O7IQ0!BZ6MR;32K5+Z:-9+$RDA(R1@1@`97H-Q]_>FS:O<?V;'?QM<
M,8[=)9EC6(1Y*AL-N.[D'^$UNPVMO;G,%O%$>?N(!UQGIZX'Y4Q]/LI"ADL[
M=BB[%+1*=J^@XX%`&4D]](\;?;G43WDUN%$:815+X(X^]\G4Y'M27Y-UIEU:
M71,RQ7D,+,V`74O$W.`!_%CCTK;$,0QB-!M8N/E'#'.3]>3S[F@PQ'=F-#N8
M.WRCEAC!/OP/R%`&#/'<P7MA/J$GRV\[1QL&SO3RI"7;W.!QCC!]:DCO+W[0
M]L'G#20&6-[GR@>&4?+L]=W&X=?7FMQD1RI958J<KD9P<8R/P)_.JZ:;8HKJ
MEE;JK@A@(E`8'KGCGH/RH`RH?-GU:R)NKH/'','#K'NR&C.TX7'(/;TZ]:@.
MIZE_9LEZ(YT#VSR?O/*V1L%)&T`[CSQA@?PK>%C:".*,6L(2)MT:^6,(WJ!V
M-'V&T\R23[+!OE&)&\L9<>A/>@"I=H\<VE+)*TK?:CEF`'_+*3L.U9%W<7K>
M'(I9KIYFOK5PR;%`4^2S\8&>=N#D]^,5U#(K%2R@E3E21T.,9'X$TT01!441
M(%C^X-HPO&./3@D4`8]S/?1SBU@>ZF,<`E$J"'+DEN&W;1@8'W>>>H[QO>7[
MPW4PN#"R7$,*QA58)O\`*W9..?OGO_3&L=.L6ACA-G;F*,Y1#$NU3Z@8XJ;R
M8B&'E)AF#'Y1R1C!^O`_(4`8TL]Y;PZC-]MDD&GG(5D0>;\BN0Q"^^.,?C3+
M?4=29?M1M[AT82%HV\H(N`Q`7#;BV0`<^_2MPPQ,LBM&A$GWP5'S<8Y]>.*8
MMI;)<M<I;Q+.PPTH0!C]3UH`P;^:>VD%RM[Y\@TZXF0E5PI_=D8P/N^F<].I
MJU>7TT=XK0O=&%IUMR<1>6I)"G&?GR"<]Q^%:2V%FF_9:0+YF=^(P-V>N?7.
M!2M96C7'VAK6$S<?O#&-W'3GKV%`&%8RW<&E:5;1/=2>=;[RT8BWIM"?(-^!
MCD]<GC\KKR3R?V.]PFR;SWW#(/(BDYX)'ZU?:PLVB>)K2`QN^]D,8PS>I&.3
M[U*(8@J*(T`C^X-H^7C''IP2*`,&+4+R&TM)GN6F:[M/..]%"Q',8W<8X&\D
M@YZ=JO2?:(YH+/\`M"4^:6)G*Q[Q@#"CY<9/)Z'@&M`01*$`B0!%V+A1\J\<
M#VX''M40TZR%N;<6=N(&.3&(EVD^N,8H`RTN+R>]6T6]=!&DW[U$3]Z5,8!.
M01QN(.,<@]*B.I7L-G!<^:T[75H9PA10L9S'TZ<#>3@D].HK>2"&,((XD0(N
MQ=J@;5XX'H.!^5`@B4(!$@"+L7"CY5XX'MP./:@"EI<EVSS1W*3[%"E'G,6\
MDYR,1G&.!CZFJ,<EPMM!%;3>29]2GC=]H8[=TK'&>_RULVUI;6B%+6WB@4G)
M$:!03^%.$,0QB-!M8N/E'#'.3]>3S[F@#+EOIX1.IF!9+Z&!"0,E6\O(^IW-
M52]:YDMFBN+J82M-"Z[1&4V^:OS(0,X&1][GCN.NX]G;23B>2VA:88`D9`6&
M#D<]>M(EA9HLJI:0*LW^L`C`#_7U_&@"MJ-U+IT4,Q=Y4`:-@0N7;;E2>!R2
M,<8&6_*G%J%QY,B7$SB6V00RF)%R\K/M4C/`)`!P>/G&:V?(A\E8O*3RDQM3
M:,+CI@>V!CZ4C6\+K*K0QLLO^L!4$/QCGUX`%`&-%<ZA-;S1*\XDAN=C;O*$
MQ3RPV!C*$Y(_#WJ2:[B%S97AE)A^P3R^9MY*_NCG']*T/[.L?(,'V*W\DG<8
M_*7:3TSC'L*G,49()C7*J5!QT!ZCZ<#\J`,*._O8Y)89&G!5[8YN1%NP\FUA
M\G&,#COU]J>+N[N]:EM([MHH5>49C12WRK"<`D$=7:M2/3[**-XXK.W1)!M=
M5B4!ASP1CGJ?SI\-I;6^/(MXHL9`V(%QG&>GT'Y"@#+L[NYOG>)KEK?R%)+J
MJ_O")'0YR#Q\@)QC[W6H;1[BU@:Y6X9HVU!X_(VKMPTY7.<9SDYZXK9DLK64
M*);:%PC%U#1@[6)R2/?-/\F+;M\M-N[?C:,;LYS]<\Y]:`,&'4]1^R&]-O.R
MO`\I23RMBL%R`NT[^O!R,_2K$`=/$D*/>_:?]#D<!E4,N7C_`+H'!QQ]#R:U
M$M+:.=YX[>))G^](J`,WU/>D@LK6V8M;VT,3'.2D84G.,]/H/RH`Q["XOK\0
M_P"F-%_H,,YV(GS.V_.<@\?+T'Z5,\WVN/0KMD"O-('..V87.*U4ABC_`-7$
MB84)\J@?*.@^@R:!#$%C41H%C^X`HPO&./3CB@#G)O-MH;.&2+:EM:RK-.K`
MM(@CY9<'H6VGG'/YTMTUPB[+R.".4V@$0@8NK$.GWN!@9*^V"W-=!#:6UNSM
M!;Q1-(<N40*6/OCK38;*TMU=8+6&(2??"1A=WUQUH`J6+2G4[MKI8HIO+B&V
M-]R[<O@Y(!R3D8QV%4]3:>?7K:W6XDACC>-E**N5+).">0?[H'XUK+I]HD(A
MCMXXHPZR;(U"C<""#Q[@4^:UM[A66>"*4.`&#H&W8Y&<^F30!3\Z>/5PLTS^
M1(VR%4"E"0F2&XW!N&/7&!ZUF3PR;M1/VJ7YM2@`!5<*282#T[9Q]!W/-;XM
M;<7!N!!$)R-OF;!NQZ9ZT&UMVF,S6\1E.,N4&XX.1S[$"@#)-Q=_:5LEO'R+
MSR3,43>5\CS/3&<]\?@>\$>IZDMNUYY$[KMD8I)Y01=JL0%VG>3D`'/OP.E;
M_DQ;]_EIOW;MVT9SC&?KCCZ4Q;2V2Y:Y2WB6=AAI0@#'ZGK0!GV=S?*SF2WN
MIT*!UWF`,3GHNUL8P<\^G4UJ1L7C5FC:,D9*-C(]C@D?K3(+2VMBYM[>*(N<
ML8T"[C[XZU-0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%)2TE`#8_]
M6OT%/ID?^K7Z"HKZ;[/93S#JB$CZXXII7=A-V5SC-:NOM>J3.#\JG8OT%4A2
M4Y17L)<JLCYZ4G.3;ZCU%2J*8HJ4"I9M%"@4\"D`IXJ&;)"@4X"D%.%26A0*
MGC^X*A%6$^X*EFD1#2&G&D-241NRHNYV"CU)Q0:;<6\5S'Y<T8=,YP?6H3I]
MG_SZ0?\`?L?X4]1:$QIIJ(V%G_SZ0?\`?L4TV%G_`,^D'_?L4]26D2FFFHS8
MVG_/K!_W[%--C:?\^L'_`'[%/4EI'6:+<>?8JK'YH_E/T[5H5R>B6.GO>-'+
M8VSAEXW1*>1^'UK>_L72O^@99_\`?A?\*XJL;2.ZE+FBB]15'^Q=*_Z!EG_W
MX7_"C^Q=*_Z!EG_WX7_"LS0O57OK@VEA<7(`)AB9\'H<#-0_V+I7_0,L_P#O
MPO\`A5M8HUB$2HHC"[0@'`'3&/2@"C*]U8B/$KWDD\@15D*H%.">JKTX[Y-0
MC7H3<R0CR6*LR*JS`ON!V_,N/E&>AY_"KD6G6T,@D59"RG*[Y78+P1P"2!P3
MP*7^S[;S)'VO^\SN3S6V<]2%S@'/.0,T`9MSJ%[#%<LZJDJ2,$17#)Q#NZ[<
MD9YZ`Y]NNHXGDL3EO)G*YS$0^#[;A@_B*C33+1%*^66#,68R.SEB5V\DDY^7
MBI3:PM:_9F#-%C&&<D_F3G\<T`<W+KL]GH<@ENP=28R#]\%0Q%1G&,`$XQCC
MDL.U;%W>2&QLC;2J&NY$C\X`,%!!)([=L#W(JPNG6BV;V@A'DN&#`DDMGKD]
M<^^<T2:=:2(Z/%N5PH(+'^'[N.>"/4<T`91O]109W"1+:X:&5PJ@R\IMX]PQ
M''\6.V:U=,N5N[-9!,LK?Q%1@`GG`]L$8/<8/>GQ65M#''''$`L;%U&3]XYR
M3ZGD]:6UM8+.+R[>,1IG.!^7\@!]`*`)Z***`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`JM??\>K59JM?_
M`/'JU`$-CT%7JH6705?H`6BBB@`J&ZNH+.W:>YD$<2D!F/09.!^IJ:L_7(II
MM-*6XS+YT17*[@,2*<D>@QDT`*VL621"225T!<1A7B=6+$$@;2,\X...:D.I
M6JS"(NX8D#/EMM4GH"V,`]."<\CUJI_9]S/J$%[<"&-T==T:.6&U5D`P2!SF
M3T[4Z6QNF2>T3R?LL[LS2%V\Q0QRP`QSWP<C&1QQR`6(M3M)9_)21MVYE!,;
M!25SD!B,$C!XSV-$.IVDTOEI(P;:7&^-E!48RP)`!'(YZ54DTJ22SB@>086X
MFD<J3DJXDP![_./RJJL5SJMP8IXS'$MI-;M((W3E]@SA@/0\#(&.O-`&JNJ6
MC1N^]P$QPT3!CG@;01EL]L9S5<:PGV34;H1L8[,G`VD,V$5N01D<G'MBH(]*
MG65;C8HGA.8]UY+*']0=WW<Y[9P?I4QT^ZEL=5CE,*RWP;:%8E5S&J<G`]/2
M@!\6JPI!&;J1O,8;F*VTBA!DX+`@E1[MC.":M/>P).L)9B[8^ZC,!GID@8'X
MU6EMKR*:8VH@9;@#>96(*$`+D``[A@#CCOSS26EE/82&.V\N2"0J6:1SO7"*
MG`P=V0H[C\:`+']H6GE1R^<HCDB,ZL00"@QEO_'A^=.CO(9+=I]S)&F=QE1H
MR,>H8`UFP:9<Q^3%(EL\%O:O;IN8DR`[,;AC`X7GK4\5A<-I\T$TBHS2!XE$
MC2"/&"!N."PR"<>AQT%`$PU6S\IY&>1`A4%7B=6^8X'RD9Y/&<4RYU)!I-W>
M6WS-;QN=LB,I#`9P5.".WX&H9K&\O)$FN!##)&T>U8Y&8%1(KL22!S\N`,<>
MO-3/IYFBU.*63"7A(4CJH,:I_,$T`375RT-S9QJ`1/*4;/8!&;C\5%0M=3OJ
M36T<D$6S!\N526E&.64@\`=.AY%(T-]/*DLT=LK6^YH@LC$.Y4J"?E&T8)XY
MZ^W)J%K=7>8=EOY1(*S%B)(3Z@8()ST.1_B`6[F40Q!S(L>71<LI8<L!C`]<
MX]LU7_M>RW./,?Y-^3Y3X)7.X`XP2,'@<\4Z]MYKN!HOW:XGB=#D\JK*QSQU
MX/Z5!'I\JI;*SH?*NY9FY/*MYF!_X^/RH`M3WUM;_P"MDQ\NX84G()`&,=22
M>!U/:F-J=JL2R;I#N)&Q87+@CKE0-P[=1W%4!HDOV9E:4-)'(OD[9'C_`':`
MA4+`YZ,W/J>AIW]F3K;8CMXA,TA=B;R4LIP`")""3P!Q@"@"==:MA+=K,'B2
MW=5\PQMM.0N.<8!R^,?CTJ1=7LRVW?(K9`(:%U*9Z%@1\H/J<"JSZ;=,9D+Q
M.DTL,S2$D'<ACR-N,8(3/7J<>]27VG2W(U$(Z#[5:K"F<\,-_)_[Z'Y4`6OM
M]M]I\C>V_.,[&VY]-V,9]LYJI/KMHEA/<P[Y?+A,RJ8W7S%]02.1R,D9QGFH
MH](>.[)(WPF9I@QNI1@EBV/+'R\$]?TI)='GDTZWMC*@,=@]JQR<%F"`'Z?*
M?SH`U8YT>#SOF1,$YD4H0/<'!'XU3;7-.3=YDYBVKN/F1LGRY"YY'3+#GI^5
M$]@+JUN#<>9'+/"T;K'.[HN1CY5.!G\!6:8;S5[V.9XUBCB15.Z-TR1+&Y^\
MH)R$/&,#U.>`#8;4K9?+W><HD`(+0.`,G'S$C"_CBHK[58K9A&F7E\V.,_(V
MT;F4$;L8S@YQG-5M8TV\OO/2)QLD3:A-Q)'Y9Q_=7AN?6GSV%VP:WB\DP-<K
M<;W<[QB0.5QCV.#GT&.]`%R*_MIIS#'(2X)&=C!6(Z@-C!(YS@]JKVNLV\S.
MDA*ND[PG",5!#E1EL8!(`.">XJ&QTA[6YBWKOB@),<C7<K'H1_JS\H."1G/X
M<\":?>B"XLV^SFWGFD<R!V#JK.6P!CD\]<C'OCD`NIJ-J]QY"R-NR5!,;!6(
MZ@-C!/7@'L?2FP:M93J628A1'YH9T9`R^H)`R.1T]15>.QNA'#:/Y(M8&#+(
M'8R,%.5!&..V3DYP>.>(SI$[6MA$9E#6UMY;')P7!C(/N,H<_6@"=-8@:XG4
MATBACC;+1NKEF9AMVD9[#''.:O0RK-$LB;MK=-RE3^(/(K-:RNYIKF>XAM6,
ML4:+#YC$?*S');:"/O`@@<8JS8K=P+#!./,&UV:3>6VG<-JY/+<$C)Z[>>M`
M%:TUN"ZTP7!?R9#;^:2\3E%(7)P>-V.X!SQ5FZU2SL\_:)64*,LPC8JOU(&!
M]#5"XT6>71+.R5XQ)!"T;,<X),+)QQZL#46JQ7.V^L;6,LU\,[FB<A245,9`
MVXPO4D8]#Q0!H6>K0W$CQ/N219I(ON-MRK$`;L8R0,XSWJZTR)+'$S8>3.T8
M/..O-4/[-D^Q>1N3=]L^T9YQM\[S,?7'%,U"U^SVBI9F=KGS`T+2&28*W3DD
MG:,$@\CJ:`+2W\#23'SU\N-`2-A!'S,N<]P2I`P.W?(J,ZG&TMJL.<2S&-Q(
MC(R8C9NA`(^Z.O8U7FT7>LD:2;8_)@C3YB&S&[-R1SSD<@YZU'_8KS!#(!$2
M[>9BZDF)4QN@PS=_G]J`+D6J17&H16T`9E>)Y"S(R]"H&,CD'<>1QQ4HU&U+
MR+YA`CR6<HP3CKAB,''L:@@MKPW\$]R(%2"%XAY;$EMQ3G!`Q]WISCU-,6QN
M_L?V$^2(8P/*EWL6)4@KN7'L,\G/XT`6/[6L_*>1I'C5"H821.C#<<#@@'!/
M?I33K%B'9#))O3&\>2^8\@$%N/E&#WQW]#4$]A>7LB37`@B>-X]J1R,P($BN
MQ)('/RX`QQZ\TU(M06_U(PQP^5-*N&E)4C]V@+#@[A[<=#SZ`%U]1M4N!"9&
MW9"E@C%`3T!;&T'IP3W'K2#4[5ED9&E<1-L;9"[?-D@@8')R.U4TTRYAM&TZ
M(QM9OP97D;S5!ZC&.3Z'(QGIQR]M/NEL%ABD&X7$DK*)6CWJSLP&]1E<;@>/
M3'0T`2#6(&O;>!%D=9XV<2"-L*58+@\<<DYSC&.>HJQ:W]M=DB!RW&X91EW#
MU7(^8>XR*RX='N4CC1RC`K<12?OF)59'#`AB,D@#OCZU9TW3I+:X\R9!N2,Q
MH_VJ64D$C/ROPOW1P,_6@!VE:Q;ZA;0/DK))&&(VL%SCD!B,''?![5(NK63)
M(_FLJQH9"S1LH*CJRDCYA[C/;UJC;:3=-86MC>&$16R%1)"[;GS&R=,#&`QY
MR<X[4^[T^^O[1H)S;QE(G2-HW8[V92H)&!M&#TY_3D`NKJ=HR2/O<>7C<K1,
M&YZ84C)SVP.:AAUB!_M#.'"1S")`(W+N=@8_+C=D9/&.U%W83R:@;N)T)18_
M+1F(!92^<\="'Z\\CIQ4)T^Z=+EY8;=Y9IQ*%$SIL_=JG#A<@\'D#OVH`U1(
MIC$@)VD;LX[55&JV9B>0O(@0J&5XG5AN.%^4C/)XSBD5+TVLELT@$JVZJMU@
M?-(003M]N#^-4(M(NO-D=RJ;FMR%-S),?W<A9OF89Y!Z4`:(U.U,/FAI"-^S
M9Y3[]V,XV8W=.>G3FG:==_;K8S``#S9$&.X5RH/XXJJUC<QW\U["8Y':0E(W
M<JNTHBG)P<'*9Z']:LZ;;2VMJR3%#(TLDAV9Q\SEN_UH`MT444`%%%%`!111
M0`4444`%%%%`!1110`4444`%)2TE`#8_]6OT%9OB5]FCR@'&]E7]<_TK2C_U
M:_05C^+"1ID>#UF&?R-:4E>:,:[M2EZ'(BI%%,%2**]5GAQ6I(HJ04Q:D%0S
MIBAPIXIHIXJ&:H44X4@IPJ2T.%3I]P5"*G0?NQ4LN(AI#3C332&----/---,
M0TTTTXTTTR6----/---,EDVG/Y>H0-_M@?GQ76UQUN<7,1'9Q_.NQKFQ&Z.G
M#[,****YSI"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`JM?_`/'J
MU6:K7_\`QZM0!!8]!5^J%ET%7J8AU%%%(84452U>::"QW6[A)#+$@8C.-TBJ
M>/H30!=HK%>YNH;[^SC<R-O:/_265-R!A(<8`"]8P!Q_%35GO)M36P6\=$3S
M09E1-TFT1$=1@$%R#QV_(`W*C\Z(Q++YB>6V-K[A@YZ8/OD52T^^GFC17MI7
M^=XVF4H%RKLN2,@\[<\#O5*,?\4QI\7_`"T5[:,KW#+(FX?A@_E0!L7%U;VB
M![F>*%"<!I'"C/XU*"",@Y![U1O(R]U#<6\L)GBC=?+D/#J2,].1RHYP>_%3
M6EQ'<V$,T2[$DB5U3H5!&10!84AE#*001D$=Z6N9L[JXL-%TV2.X\Y9K=%VL
MJ[80%'S\8.%[Y)_"K5[<7EEF"*\:9G\HB61$S'NE5,$``$$$XX['F@#<I`P)
M(!!(.#CM6,]S=0WXTXW,C;V3_2&5-Z!ED.,!=O6,`<?Q55MGN@;_`,J[>4+>
M,))(1'YA`CC'1AMX[XQST]*`.DHK,O[][6"WNHV,L4BE0N`-S%<H?;)&/^!5
M4CO[ET,,DTHFA`@<PJFZ27<>1NX'RKGG`P_Y`&]17.KJ%XT4CO+/'%:2.L[8
MB,N`$8$@94@!CG;SP,>E:=R\TU\+=+AK9%B\S<H4E^<8^8'@=^.XYH`OT5C2
M75SY4]XMT1Y$A06P5-KX.`#WRV<C!'4<=<QQW5X/*F^UEO.N9X!&Z*$4+YFT
MY`SQL'?IV[T`;;2(A4,ZJ7.U03C<<$X'X`_E2[@&"Y&3R!6"]_=6J1JSSRSB
M4[XI%3)'E2,`I4`8)48[^M-GFFM;N*Z^T&\<6$\RKM4#/[LX&`/E/;.3[F@#
MH:*Y][O4HX\9G19'B"RSB$D%I%4X"$Y&#W_.GQ76HF[8*MQ(D4XA.[R0A7(!
M9N0VXC)&`!T&.]`&X6`(!(!)P,]Z19$<L%=6*':P!SM.`<'\"/SK#\R6>XTF
MYEN&/G7#'R"J@1D1R<#`SD=#DGGTJ26ZN9;YK9+AH@;TPAD120OD;\<@]^]`
M&U16!9SWU[=3P_;GC6W0C<L:9=A+*F3D'L@SC'MBB/4KJYTZ;4%E,)@B21;<
M!2)<QJ_)(SR6*C!'3OTH`WZ2LE[^6.[:TDEVO&[3,V!GR`-V<8]2$]>">M9M
M[<W4A6TDDNU$ABF5Y1#D`31C(VYX^;/([?44`=.LB.SJKJQ0X8`YVG&<'\"#
M^-.K%-_+:3SR7%SFUMIUBD9PH^5HD(8X`YWGV'S'T%127FI,ZQ!+@2"`3GRA
M%P69OE;>1PH`'R\^_J`;]%1P2-)"C.H5RH+*"#M.,XXJ2@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`*2EI*`&Q_P"K7Z"LGQ2F[2@?[L@/Z$?U
MK6C_`-6OT%4M<B\[2+A>X7=^1S_2M*3M-,RK*].2\CAQUJ5:C6I5KU6>)`D6
MI!3!3Q6;.A#Q3A313Q4,U0X4X4T4\4BT.`S6AL`C"^@JG;+NF'H.:OUE-FL$
M573'(J,U:88-1.@/3@T)@T0&FFGL"#@TTU1`TTTTXTTU0AIIIIQIIID,?;+N
MNX5]74?K785RVE)YFHPCL#N_(5U-<U=ZI'5AUHV%%%%<YT!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`56O_`/CU:K-5K_\`X]6H`KV705?JA9=!
M5^F(=1112&%-=%D7:ZAAD'!&>0<C]:=10!%);PRAQ+#&XD`5PR@[@.@/J.3^
M=$=O#$$$4,:",%4"J!M!Z@>@X'Y5+10`U$6-=J*%&2<`8Y)R?UJ);.U6Y-RM
MM")VZRA!N/X]:GHH`KRV-I,@26U@D16+A6C!`8G)/UR34HC0.7"*&8!2P')`
MS@?J?SI]%`$$-E:P,S0VT,9<`,4C`W`=`<4D-E:01F.&UACC+!BJ1@`D=#@=
M^!^56**`(I;>"8.)88Y!(`KAE!W`=`?7J:B;3;%HEB:RMS&IR%,2X!QC.,>@
M`JU10`QXTD4*Z*P!!`(S@@Y!_`TR2VMY4D22")TE.75D!#G@9/KT'Y5-10!5
M_LZQVHOV.WVHVY1Y2X4],CC@\#\JDN+6WNE5;F"*8*<J)$#8/J,U-10!`UG;
M-<+<-;PF=1A9"@W`>QZT_P`B$J%,2;0Q8#:."<Y/U.3^9J2B@""&SM;=0L%M
M#$JMO`2,*`V,9X[XXHAL[6"0R0VT,;L22R(`3GKR/7`J>B@"O%8VD.[RK6!-
MS!FVQ@9(.03[YI6M+9[E;E[>)IU&%E*`L/H>M3T4`0"SM5G,ZVT(F)R9`@W$
MXQG/7H33_)BW[_+3=NWYVC.[&,_7''TJ2B@"-(8HV9DB16;[Q"@$\D\_B2?Q
M-,-G:EXG-M"7A&(V\L90>@]/PJ>B@!OEIO+[%WD;=V.<>E5TTZQC5U2SMU#@
MA@L2C<#U!XYS@?E5JB@"%;6W6(Q+!$(R`"@08.``./H`/PHN+6WN@HN;>*8*
M<KYB!L'VS4U%`#$C1"Q1%4N<M@8R<`9/X`#\*?110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%)2TE`#8_]6OT%*Z!T9&Y#`@TD?\`JU^@I]`'
MGDL307$D3?>1BI_"G+6MXGM/*O5N5'RS#G_>'_UL5DK7JQESQ3/$E#V<W$D6
MI!4:U(*&:(>*<*:*<*AFB'BG"FBG"I+1=LU^5F]>*L4V%=D2K[4^L6[LZ$K(
M:XR*AJQ4,@P?K0@93N+ZSAG$$\\<;E=P#G''UJ![ZR'2]MR/^NJ_XU?VC=NP
M-V,9[TM-7):3,PZA9?\`/W!_W\'^---_9_\`/W!_W\'^-:#Q`\KUJ`@@X-6K
MD.R*AO[/_G[@_P"_@I#?6G_/U!_W\%6C335:D.Q:T._TZ.>266_M4PNU=TRC
M.?Q]JVO[:TK_`*"=G_W_`%_QI^FV_P!FLT0C#'YF^IJW7%4ES2N=M./+&Q1_
MMK2O^@G9_P#?]?\`&C^VM*_Z"=G_`-_U_P`:O45!91_MK2O^@G9_]_U_QJ:X
MNXX;"2\7][&D1E&PYW@#/'UJQ3)8DFB>*50T;J593W!X(H`H?V@;8S+=7-O-
M*FT""`8=2Q`52"QSDD#)P.>U.75HL2AX98Y8E+-$VW=D8X&"03\R]\?,*4Z6
MDA)GN9YF&-C.5S'A@PQ@#/*J><]*0:3!E&EDEED683L[$9=@`!D``8&%X`'*
M@T`)+K$$3NK13'&=I"@^9APC;>>S,!SCVS3AJ:^=Y;VTZ`,JN[;=J,P!"G#=
M>0.,C-,CT2TBN)IDR#*X<@*@(.\/][;N/(Z$GVQ5E[*)_,R6_>2K*<'NNW'_
M`*"*`*D6M))&LAL[I$*+*2P3Y8VZ,?FZ<'CKQTJ235X8W=3%,<9"$`?O"'"'
M;SV9@.<=>,T\:;`(&AW/M:!;<\C.T9Q^/)J*/1+2*XFF3(,KAR`J`@[P_P![
M;N/(Z$GVQ0`Z/4FDO(8%M)07#^8&*YB*[>OS>C#IGJ*9JUS?6SPFT>V(E=8Q
M')&Q9F)Y((8<`9/3L:L?88Q=?:5DD63>6.",'(4$<CI\J^_'6I)+5);N&Y<L
M6A#!%_A!..?K@8_$T`4=9O;NR>W-N]NJ2N$;SHV(&3U+`@`8]>]-35+@7CV]
MQ$D'[W",_`V;B.I/)("XQW?'\)J>;2DN(8XIKJYDC5=KJ7&)1_M<?RQ2WFDV
MUX6:8N69@=P/(&TKM^F&;_OHT`7Z***`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"JU__P`>K59JM?\`_'JU`%>R
MZ5>JA9?=%7Z8A]%%%(852U:1XK-6C8JWGPKD''!E4$?D35VH;FW2ZB$<A(4.
MC\>JL&'Z@4`48]5E9C(]LJ6WV@V_F>9EBV_8#MQT)QWJK=W^H(VH;50I#=PI
M'M?YN3%\N-O0ACSGOCWK3_L^'[/Y.7V^?]HZ\[O,\S\L_I39=-CEFDD,LJK*
MZ2/&-NTNA4ANF<_*!UQB@"M/K/V3=%=I!#<!E`#3XC^8,02Y48^XW;M[U/:W
M,>K6+E)=F'V.T$NX9'7:X[$=^#SV-/GTZ*:X:XWR),0H5U(RA7=@C(QG#L.<
M]:)K$SV+6LEU.=WWI/EW,/3[N,>V*`,LI/+!&8!>W%G]J+(([@AVC\LC[Y8'
M;OY&3TQVQ6C'=Q0V<#Q"1H3+Y3-(Y+(<E>2<D_-@=>_M3Q92B$)_:%UN!R),
M1@@>F-NW'U%,N+)ETUK2U1&\S<&:60J1NR2V0#DY.<<?44`5;C7XXIC$/LZ-
MEL&>X$0*J=N1D=2P;`Z8&<C-.?78A):E?LYBN1&5#3@38<@`B/'(YYY]?2K)
MTU5BA6"XG@>*,1^9&5)91Z[@0?7/6FRZ3')*S?:)U5Y$E>,%<.Z;<$DC/\*]
M\4`1'5IOLLMQ]FC6-96B5GFP/E9E+,0IVK\O7GK^-37>H/;64,YBB+2$`DRX
MB3@G)?:>.,9QW'2I!8A+8PP3S0_O&DWIM+99BQZ@C&2>U'V$):);PW$T.S^-
M-I)SUR"".<^E`%3^T9%G>*&V#3/<"+#SG;GR0^0<'`QQ@#W[T^+4YKC$=O;1
MM.N[S5:;"IABO!`.<E3C@=.<=*DM](MK9HC%O`B<.H+9&1%Y8_\`'?UH_LM$
MY@N)X'+NQ="N6W,6(.01C)..X]:`*QU^`7OD%K<*)1"1]H'F[R0.$]`3C.>Q
MXQ4>IWM]%+JJ1^6L4-F)$;?AE8A^<;?5?7C`/<BM%;'R[CS([F=$)W-$"I5C
MZG(S^1'\Z9=Z9'=R3,TLJ">'R953&&7YL=02"-QZ4`5[C639^8EY%##,-FP&
MX&QMQ;&6(&,;6SP>G&>E,AUM[J5(+2&">4[PS+<9C&W8>&"G(PX[=>*O3Z?%
M/.\Q>1)65%#*1E-I8@CCK\QZ\41602:*:2>::6-74-)MY#%2>``/X1TH`?:W
M/VJT\Z-,-EE*D\!E)4C./4'G%8UEJ&IRKI;&.*22>U=V!EVJV/+PS';P>3P`
M>O6M>TM#:22;)6,+994/9B[,QS[[L?A3+738[5XF665Q"C1Q*VW"(VWY>`.!
MM&,\T`4IO$4,84#R$D"EI$GN!'C#,I"Y'S'*MZ#ISS3I[B:XU6P$&&M7@:?B
M9D)P4YP!S@-T)P<G/05972DC)-O<3P.Q8LR;26!9FP<@\`LV._-6#:HUS'.2
MV^.-HQSV8J3^/RB@"A#JF+6SV6[EKJ%&@5I"Q8D9(9CZ#DDY)&>]10^)+227
MF2W$+;]A2<,^%!8EE'W1A3W/;.*MC2+=88XP\F88EBB?(W1A<<CCJ<#/KCTX
MJ2/3UC9AY\S6Y!`MVV[`#U[9]>"<4`5!?7"ZE!]K5+6W-O+(<RY'!CP6R!@C
M)]1SUI;W5X89();9?M0D0[#'-\I_>1ICT)RW7M@CO5FWTY8;E)VN)Y6C1HT$
MA&%4D<<`9^Z.3DTZ[T^&\FCEE+AHQ@;3_MH_\T'ZT`5_[3E24VLEO&+PE0D:
MRDHV0Q!W;1CA&[=O>I#>W1D\B.UC:=$#RJ9L*H)(&T[>2=IZ@?A3Y].BFN&N
M-\B3$*%=2,H5W8(R,9P[#G/6D;3LE66[N$EV[7D4KND&2<'Y<#J>@&,\4`4_
M[<>2&XNH+4/:6ZJ[N9=K%2BOPN.H#=R*?/K7V3=%=I##<!E"AI\1D,&()<@8
M^XW8].^:L?V5;"TNK5`R17*[6"G[HV!,#\%%.GTZ*:X:XWR),0H5U(RA7=@C
M(QG#L.<]:`*;ZG]JTU)K>1`PNXHG,4@=?]8H(##J"#^M(VO+&]TC+;2-!#)*
M%AN0Y^3&0W`VGD>O?TJ^UDLELD,TTLNV19-[$;B58,.@`Z@=!50:%!Y7E-<7
M#Q"![=$)7"(V,@87/\(Y.?QH`>=2DB,T=S;HDR>7L5)=P;>Q5><#'(YX_.J;
MZK>6]_<K<6\:;5B`#3?NESYA+E]N0/E`Y'7\ZTY["&>661RVZ1$7(/W=C%E(
M]P3G\!4":3LDFE6^N_/F"AY24)(7.!C;M`^8]OUH`D%Y/).8X+>-Q'M$S&7&
MTD`X7@Y."#SCJ*J7.O):RSQR?9G:-)&5(KD,Y**6PRX^7@'UJW'ID<'E"VGF
M@1$5"B$8<*,#.03T[C%5;S0A-:/$ES,=L<BP1N5V(61E[+DCYNY)H`=/K#V4
M(FU"V2"-Q^[Q,"2V,[6R``?Q(X/-12:Q]ITK4C#)`+BWMFDW6\PE495L?-@<
MY4\8]*MII4>T+-//.JKMC61A^[]P0`<^Y)-2&PWV=Q;7%U/.LZ%&9]H(!&.-
MJ@=_2@"$:C-&&2Y@AAD\DS)NG^4J"`=S;?EQN'K5=-=\R#=&ELS"4Q,_VG]S
MG`(Q(%[[@.0.0?QO7FFPWCH\C.KQKM0J1Q\RL#R.H*+[5$-*PLH%]=!IGW2/
M\F7^4+@C;C&%':@"PUUMO8+8IS+$\F<]-I48_P#'OTJC!J]Q="/[-9JVZVCN
M6WS;<!MWRCY3D_+[?A5R6PC=8!'))`T"[$>/!8+QD?,#P<#\J2STZ&SV^6SL
M1`D&6(.53.#]?F-`&=J&L32Z1=W.G1;HXX<F7?M=24#`A<<X#`GD=^M3+KUN
MU^+</;[3*8<>>/-W@X^YCID=<^^,4LF@V[69M%N+F.!HUCD1&4>9A0H).,YP
M!TP#CFK<=EY4Y>.XF2,L7,(V["Q.2>F>2<]<4`4[35KJ[@MWCLHUDN8S+&DD
M^/D&,DD*<<L,=<Y[4ZWU6>\C46UFOGC<9(Y9MH0!V0<@'DE3VQP>?59].EAM
M;2+3\;[9/+5VEV-LP.,[&!S@=NW:BUT?[/:Q1QW4\,J;LR1D$L&8L0=P.>3P
M3S^9H`8^M.5F>&U5H[>(2S%Y=K+RX90,$$C8>X'O2'7[<7Q@#VY02B'_`%X\
MPL2!PF.F3C.<\'C%6CI-MY-Q$-X6X@$#_-SM&[G)[_.>:>MCLN/,CN9T0MN:
M%2NQCZ\C(_`@?K0!!>ZJMG?10/\`9MKLBX-P!+\QP"$QR,^_K4EW>3),\-K;
MK.\<8DD!DV$`D@;>#D_*>#CZTD^E1S3O)Y\R+)(DKQKMVLZE<'D9_A48SCBG
MW5@MS(7$\T#.NR0Q$`NO.`20<=3R,'GK0!0T?5+FYLQNA4B"",R3R2[0[&)7
M]/?D_P`^RQ:Z9W6&".UGG:0)^ZNMT8RK,#NVY_@/&*M0:1;P6<EJC2;'V<DC
M(*JJ@CCT041:3&EXMW)<3SSJ0=TA7L'`X``Z2']*`&6^IS2RQ"2V2..25X-P
MEW'S%#9XQ]WY3SG/L*I7.NRNABMFLS<"2,@17(D&TR*I#?+P?F`Z=R>U:3:7
M;O$L;;RJS238SU+[LCZ?.?TJ)M&CD8--=7,K*FQ"Q0;!N5@0`H&04!YS[YH`
M%U!EDFB$(-R9UB"&8E"_E!S@D<`#/0=LXR:OPM(T2F9%CD[JK;@/H<#/Y55_
MLR/#GSI?.:02^=\NY7"!,CC'0>F.35J&,Q1!&D>4CJ[XR?R`'Y4`24444`%%
M%%`!1110`4444`%%%%`!1110`4444`%)2TE`#8_]6OT%/ID?^K7Z"GT`5-2L
MUOK)X3][JA]#VKBBC1N4<%64X(/8UZ!6!XATW.;R%>1_K`/YUTX>I9\K.3$T
MN9<ZW1@K3Q3!3Q78SC0\4\4P4\5#-$/%2P+OE5?>H15RQ7)9_3BHD[(TBKLN
MT445@=`4UUW+BG44P*U)3Y5P<]C4=6C-A374,.:=24Q%:1"ON/6K>DVGVBY#
ML/W<?)]SV%$<;32"-1DM6[;6Z6T(C0<#DGU-14J65NI5.G=W)J***Y3J"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*K7__`!ZM5FJU_P#\
M>K4`5K+H*OU0LNE7Z8A]%%%(85'//';QAY6VJ65,XSRQ"C]2*DK/URW%SIQ5
MH1,%EC<ILW94.I;`[_+GCO0!H45@Q6<:-J-U'8[MQ18$>(@"/RD!VJ>G?(&"
M<8[53M[.2>\CA:V!L?/1]J6C01_ZN4-E&)XSLSZY'KR`=54"7*R74D"(Y\H?
M._&U6P#MZYS@@],5@W5KY3R@6C2+!,WV6W-N7B8%(S@8'R'=N`;H,FII;!5N
MKZX:S#(URIDVQ9:2+RTR!CDC=R1SG!&#0!OT5SPLDGNK=8K1ETXW&?):(H!^
M[DW':>BDE1@@9.?6DCTI"T+26>6DOIO.)3DQ9D(!_P!DD+P>.E`'15"UR@DE
MB0-)-$@<QKU(.<8)P.=I[US]S;,LMQ;&RC%NDI^S%K-I@`47(4*1M^;/)X_*
MHY+21[>YEFLW-[<:6@5Q`2WF;'#C=C@\J.>O`[4`=516%Y#?:/\`4/\`VC]I
MW?:/*./)\S.-^,8V<;<]>W>HK2V72]/TNZ^SM$Z1YO'"?,5$3$AN_P!X+C\!
M0!NM.BW,=N2?,D1G7CLI`/\`Z$*EK&UB&*34[&2ZM)+BV2.4.%B,@!)3&Y1G
M/0\8/KVJ*S\ZQFDEGAG9)HMD*I&S%0))"JG`^7Y74<^GM0!M+/&UP\`;]XBJ
M[#'0'('_`*":B%]`WE;6)$LK0J<'[R[LC_QQJR-$LUM[NWDGM"L[6,"B0PDD
M.H8."V.#C:.3SQZ5%!ID!6WMOL&T)?R-,/(*JR8EV9.,,N"H[CG%`'2U&L\;
M7#P!OWB*KL,=`<@?^@FN=N;9EEN+8V48MTE/V8M9M,`"BY"A2-OS9Y/'Y59T
MJ#;J,=S=VI%S-90?O3"<AP&WY;'RG&T<GGCTH`W::S%2@",VXX)&/EX/)_EQ
MZURUY$D=C=)':R,K20[I!"897/FK\I8XWGKAA_\`7JY%;_\`$QMI+*V>&R$R
MG9Y)C`;RY0S;2!@<H,XY-`&S<7"6T;RRAA$B-(\@Y"@>W7UZ#M4H.1FN531W
M&E6\4=J1++ILRR%EY,I$>T,3WR#C/3'M6I-%"VGV@@M66R63,UN("I*X;CR\
M9/S$'&.?>@"_=72VWE`H\CROL1$QDG!/<@=`3^%3!B9&78P``(;C!Z\>O&/U
MK!&GI<7%H6LPUHMVS1))%_JX_)/\)'R@N,X^E/U"R>ZUV/S(&DMB8M^5RI`6
M?.?;)7/U%`&[17/FU6.[DBN;4R:<DCK'`(=Z@E8RI"@=`?,&>Q-9]M;326L;
M21XMR)!$);5[AHV\V0Y&UOE."OS<].OJ`=A25STNG2?9]5N&A,MZ@!MY3'\V
MX0IRO7'S`]/I4D:R"6UMO)N-\5[-([&)MNUA*0=W0_>'?\J`-B*X260Q89)5
M17>-NJALXR1Q_">A/2I2<#-<[I>G1"6-;RR.^;3X8RYA).X*P<%L<'&T<]>/
M2KFFQR7?GM>+YAC0VGS@$28SO;Z,<<?[-`%Z&]@G:`1,6^T1&:,X(RHV\_\`
MCPJS7-Z9IMO*FFQ3:>/+BM'699("H\W]UG.1@DX//?'6J]TMVVG0,;3_`$V*
MU3RV:T>60L%SPX/R$'(YY^M`'3PSQSQL\;;E5F0G&.5)!_4&BVG2YMHKB(DQ
MRH'7(QP1D5GZ/;16JWD:VWE3>=(S,(BH=2[%,-C#8![9Q6:FG3PZ?9K96_D3
M26!$Y5""6'E\-@CYL;P.<]>10!T4UPD,D"/G,S^6N!WVEOY*:EKFK2UD%Q;/
M$N(5G!,<=F]NB8BE!;:Q/7<H)Z<"HK&%I=)L_P"RX'AO?LW[V8QE-^8B%^<\
M-\Q4CDXQVZ4`=556>^AM_M.\M_HT(FDP/X3NZ?\`?)K$AM9A%,8%"I\GFQ1V
M3P;P'!;[S'<=NX<=<]>E`M5:'7/L-E-##-9A(E,10.V),[5/3J.,#GGOD@'2
M`Y&:6N=NEF.J1RQ6JI,L\8++:,7,>X`GS<XQM[8/]:KWB7+Z-:6"6UPT]O#(
MDA$3;<B!U&#C#9)&,9H`ZJHFG1;F.W)/F2(SKQV4@'_T(5CW=@]O-&EA`4A>
M+-P(UQYF)(\Y/=BOF>YYH6PLKJ_M/+T_;9I'-E'MRB;B8\94@>AZCMF@#9EG
MCB>)';#2OL08ZG!./R!I+>=+A&>,DA79#D=U8J?U!K$EM`]C9&\M3-';W<NY
M&A,A$?[Q5^4`DCE.W8&EBT\Q0&YCMMMX;\GS-GS^69SGGKMVDGT[T`;]06]R
MMP\H1'V1L4\PXVL02"!SG@C'(K%T:UN([N)IRJSJA%P5LW0R''\4A;:_/.0/
MRI8+(6<<5PEIY9COY9)?+B.]DS*JG`&6'S#'M0!T%(3@9KG[6R%W<VQNK5W@
MW7;E9HSCYI5*Y!]LD9]*C%N0CKJ%G-<1A72V58BS(1))C!'W25\O#<=.M`&]
M;W*W,4$L2L8IH_,5^``#@@'ODY_0U/7/Q6LILM-CD2=%73'BD,8.Y&(C&/\`
M>X./I4UM$AT>YB:W:&$/A?)MBA=>#GRB,^H(QS@^M`&LT\:W"0%OWCJSJ,=0
M,`_^A"J[ZE%&X25)$DQ$2I`)7S&*J.#CJ.:R;:UB^UV$\NGH(H_,C0I:,H#%
MD*MLP2G1N3T]>:BM[2Y%O:AH)0P@L`V5/!64EOR')H`Z>H;BX2VC>64,(D1I
M'D'(4#VZ^O0=JRM3L[F:\:&W!6.<"8R`<+)&.,GW/E_@AJK<6=Q>P/(;9EDN
M[6Y8HZ_=9O+$8/H<*/R-`'0+<1M<O;@GS$19#QV8D#_T$TES<I:QM+*&$*(S
MO(.0H'MU]>@[5CV^FV=S>N_V`+;BUC6)7@*!6WR9PI`P>1S[^]0WUK=7NEVR
MS0/+*VF2APR_\M2(R`?]K(./I0!TE%06@A%J@MHO*BQ\J>68\?\``2!C\JGH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`*2EI*`&Q_ZM?H*?3(_]6OT%/H`*
M0C(P>E+10!S.L:2;9C/;C,)^\H_@_P#K5EBNY(R,&L/4=$Y,MF/<Q_X?X5UT
MJW21QU:%GS1,44X4T@JQ5@01U!'2E%=!SHD%:=JFR!?4\UFQ+OD5?4UKC@8K
M&H^AO3746BBBLS8**H1ZB\K2"/3[MA&Y0G"*#CTW,*D^US_]`ZZ_[ZB_^+I7
M"Q99=RD56/!P:/M<_P#T#KK_`+ZB_P#BZAFN)L[O[/N1_P`"C_\`BZJ+%)$M
M"J68*H))Z`5#$]U.<1Z=<M_P*/\`^+K3M&FMAG^R;QI#U;=#^G[RB4U$48-E
MVQM!;)EL&1NI]/:K=4?M]S_T";S_`+[A_P#CE'V^Y_Z!-Y_WW#_\<KF;;=V=
M"5E9%ZBJ/V^Y_P"@3>?]]P__`!RC[?<_]`F\_P"^X?\`XY2&7J*H_;[G_H$W
MG_?</_QRC[?<_P#0)O/^^X?_`(Y0!>HJC]ON?^@3>?\`?</_`,<J2\GEBTN>
MXCC995A9U0@,0VW.,`X)^AH`M45FR@65N6M)Y))IL;!([3;C[`L`,C/0@5':
MZC<3O;F4)%'*K+C;DM(-V0"&^7A<]^_-`&M16-87MPE@!<RHS"VBD1PA)RV0
M`1N^8Y'7(SGM38+_`%*:8VQ$$4R%]S21YR`$(^57./O_`-X]/PH`VZ*PFU&X
MNUCEC>.*'SX$*8.\[@C_`'LXZ-C&#QGGM5B74+F&ZE+"-K=)3$$5#OXBWYSG
M![C&*`-6BL&/4;VYFMU1A&K2J=[6SHK`JY*X8@G&T?,..1QQ5V[O9XIV\OR_
M*CDCC964EF+L`"#G@#/H<X/2@#1HKGTN[]+2TN#<1.XLY)G!C.'`V'&-W7KS
M^E33:O.&NS%'E84?;NA<`,HSDOT(/H.:`-JBLZ_N;NWCB2$I)<$%V`AR"HQD
M\N,=1W/TJ"'4;R=695C5Y(?,MXBF2P^7)W;L'&X#!V\]\<T`;%%8QU:;[3!#
M&OG$B,R;;=^=SE2<\A-NTGYLYQCWI(;K4(H$>:6)D\Z022>23M4/@#&[([_-
MSCC([T`;5%9FK,\=UIK)-(BM<^6ZJV`P*,>?R%5-%<0W]]')<R2+A'B+W)E0
M1DD`Y)X8D'/X4`;U%<S'?W5]KLT4<T]N)+65(4:)U",&7#G(P3U.>W`ZFK.E
M7S?;%MKB21VVE8\$E2"6.23R>$(!QT7/\5`&[1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!5:__P"/5JLU6O\`_CU:@"M9=!5ZJ-GTJ]3$
M24444AA115#6)[BVLA):[?,,T2_,<#!=01T/7./QS0!?HK-EU*6)9I#;H8K4
M?Z2PE.5.T,=HV_-@$=<5%?:A<-'NMHU$`N8XC,)/FSYJJWRXZ=1US[4`:]%8
M\^N""YD@9;:1EW82*YWR87DY7;D':"<<\C%:$-R)[B:-`"D6T;P<Y8C./R*G
M\:`+%%9$MHG]NP+YMT$DAEE91=2!=P9,<;L`?,>.E0V&L30Z5:7&HQA8Y(-P
ME#[F8JA8Y7``R%)')H`W:*S-/U=+V62%#;-*$WJ(;@2`CIR0.#T]>O>H=#O)
MGALUN4S)>0M<;Q,S]-G8CY<[N@X&.^:`-FD(!&",UCC6Y7M_M$=HAC2U2ZDW
M38*JP8X'')&T]<#Z4:QJ5S'8Z@UE"&%NA5Y/,PR-L#`@8P<!@3R/QH`V:*S7
MN9+&>*V&V4RNS>9/*4SN8G:O!R0.@XX`HOM3EM;B:..V61+>`7$KF7;A26X`
MP<GY3U('N*`-*BLQ]3FAW+<0P0N8S+'ON,*5!`.YMORD;AZU%!K;W3Q16D$$
M\K>8&*W&8U*;/X@IR"'':@#8HK&NM=2WM4N"MNJX?>DMP$?*$A@@(^8Y!].W
MK4\VIR)^]CMUDMA,L!D\W#;BX0G;CH"?7/'3O0!H.BR+M=0PR#@C/(.1^M.K
M(&O6YO?(#V^WS3#CSQYN\$C[F.F1C.??&*2/6)WM[.4VD48NU#H9)\``A<`G
M;C<=W`[XZ]J`-BBJ-W?/!=PP)'&?,_BEEV`\]%X.6[XXJC!JE\D(\RVCF>6\
MDMXMLN.C2=?EX`"8SR2.>O%`&Y16;#J`6]DADCV`S&-G,I8;Q&CX`/08+>GW
M<]ZJ2>)88LEQ!&$022+)<!7P1D!5(R3MP<<=<<T`:]S:6UVH6ZMXIU4Y`D0,
M`?QJ55"J%4`*!@`=!67J%_/9ZE'Q&;1;66:7+X/RE<D#:<D`\#/.3TP,V8+N
M8W(M[J!89'0R1[)-^5!`.>!@_,/7ZT`7**Q['4+A8B]S&I@-S)$)?,^;/FLJ
MC;CIT7KGVHN-77^S8YF@;;/8O=$+(5(`"G:".<_/U]J`-:1$DC:.15=&!#*P
MR"#U!%)%%'#&L<2+'&HPJJ,`#V%9<=].+^\MHD6:;SB4620HJHL<6><'N_3'
M<TZQOIO[%:[FV+()901<2A`H$C``L`<8''X4`:M%9L.KI-ITMVHB<0/ME\N7
M<@'&XAL<@*<]!Z<4Q];B0W`*`>3+LR6QN49W-^&R3C_8_(`U:*YY]>%U&D<3
MPK*TD3KY-P)"%\U%(;`^4X;&.1UYJ]I]_"L"K=74:S27$R1K(X#-B5@``>O8
M4`:5(B+&BHBA44850,`#TK)?4+B:>P=(U2UGF.UQ)DR+Y;D9&.,X!&"?PIUO
MJH_L]7$)#>1$\*-*6+[QA06(Z[N">>Q[T`:U%8)\3V^R21?(D39(T:I<!I&V
MJ6^90/E!"GG)ZC.*MR:E<1"V\RUCB>?)Q)/A5'&%+;<;SG@=.#S0!IT5ABYG
MN=0M884(A\R=G#7#@DQRA<Y`Y'.=O3G'`%1IXDMHK:(_N51($DD6:Z_>`%<X
M4')<X]<9R.M`'045D7VH7#1[K:-1`+F.(S"3YL^:JM\N.G4=<^U6)KVX^W26
MMM:I*8XTD9GEV<,6&!P>?E^GN*`+]%97]LB2W>[MX0]I"@>5V?:P!0/PN#G"
ML#U'XU#<ZI>R6DLMM;I&L=TL"N\OW\2A#QM.`>F>HYXX&0#;HK$DN[F+5YGN
M(U\J""(A([AOON6&`,`,2P`YZ8![D!]Y?W*".&>-;>=IH2OE2[PR&5%;D@'^
M+!X[B@#8HK(L]3EGLXGL[3S42)&D#SG<,J&V@D'<V".I'4<^DDE[<2:E8"T\
MN2VN('D.Y\9&4P1\IZ!N!QG/;%`&G16+I.I7+6%@;R)?](B&R3S,L[!-QW#&
M!D`GJ:AEUR>>%EM/LC3)-`&,5SYB%7?;C=MX/&#QP#D9Z4`=!152>ZFC>&"*
M&-[F1"^QI"J`+@'YL$]6':JUUJWV6[AAF6V7S"BE/M`\T%CCA,<@$]<^M`&I
M16+)KWEJ"\5O%OEDCB,UR$#;&(8DXX'`QC)R>F.:K76KRRR074"+);16\\[*
MMP5W-&P!Y`^8=<=CG/84`='165J]\\#6\$>5:5D?>#T`FB4C\0]-L=2,<+_:
MB=@-PXE)[)*P(_!<8_'TH`UZ*CA9W@C>1/+=E!9,YVG'(S4E`!1110`4444`
M%%%%`!1110`4444`%%%%`!24M)0`V/\`U:_04^F1_P"K7Z"GT`%%%%`!1110
M!5N["WO!^]3YNSKP16-<Z)<1$F$B5?;@UT=%:1J2CL9RIQEN<O90NLY\Q"I4
M=&&*OUKLJL,,`1[BHFM86_@Q]#5.K=ZDJERJR,VBM`V,7JP_&D^PQ?WG_,4<
MZ'R,H45HBSA'8GZFI5BC3[J*/PI.:'R,S4MY9/NH<>IXJRE@N/WIW>PZ5<HJ
M7-E**&HBHH5%"@=A3J**@H****`"BBB@`HHHH`****`*O]FV&V1?L5MME(,@
M\I<.0<C/'/-/2SM8W5X[:%712JLJ`%0>H'M4]%`$1MX2A0PQE&385*C!7T^G
M)XIL%G:VPQ;VT,0Y_P!6@7KC/3Z#\A4]%`$!LK4RI*;:'S$4*K^6,J!T`/85
M)Y4>[=L7.[=G'?&,_7'%/HH`K+86:(R+:0*KL'8",`,PZ$\=:D:WA>=)WAC:
M5!A9"H++]#VJ6B@"%;6W0,%@B4-NR`@YW=?S[T&TMFE:4V\1D==C.4&2OH3Z
M5-10!#<6MO=!1<013!3E1(@;!]1FF#3[(>9BTMQYB[7_`':_,/0\<BK-%`$'
MV*US"?LT.8!B(^6/W?\`N^GX4UK"S9P[6D!</Y@8QC.[^]TZ\#GVJS10`QXX
MY"I=%8H=R[AG:>F1[\FHULK58VC6VA".P9E$8P2#D$CUS4]%`##%&9!(44R!
M2H;'.#U&?3@4@@B5D98D#(NU2%&5'H/05)10`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`56O_P#CU:K-5K__`(]6H`K672KU4++I5ZF(
MEHHHI#"H;JW2ZMVA<LH)!#+C*D$$$9]"`:FJ*XG2VC$DA(4NJ<#NS!1^I%`%
M633$DW!KB8I(`)T^7$_`&6X[@`'&*)M+CED)\^98S(LIA4KM+A@V>F>HZ9Q^
M-7ZB:X1;I+8Y\QT:0<<84J#_`.A"@"E_9?E-%)%-++]G):&"1PL:D@KC(7/1
MCUS4FG:?]BLX(1(P*,68*<ALY^7)YP,C'3[HJ]10!"UNC7<=R2=Z1M&!VPQ4
MG_T$57.E6S6EK:N&>*V7:H)^\-A3!_!C5ZB@"O;6[P%B]U/.#P!)M^4?@!G\
M<FH1ID:6]K%#++$ULGEQR+M+;<`$'((YP.W:KC,59`$9@QP2,87@\G^7'K3)
M;A(98(WSNF<HF!W"EOY*:`*B:/;I:RV^^4I+;+:L21G8H8`].OS&DO=(BO%F
M0SSQ13C]ZD3`!SC&2<9Z`=#SCG-:-%`%6[LA=D![B9(\8>-=NUQGOD$C\"*2
MXT^&Y-R7+C[3`('P?X?FZ>_SFIKF=+:VEN)21'$A=L#/`&34@.1F@"G=Z;%=
M3PSF26.6%2L;H1\N2.<$$'[O>FVNEQ6UT;GS9I9CN+-(1R6"`]`/^>:_K5NX
MGCMK>2>9ML<:EV.,X`Y-24`9<NAP.DR)<7$2SJZ2A"OSAF9L<J<8+MTQUYS4
M=SI=S-=@(XCM?-25@)3R58-]W;WQ_>QSG&:V**`*B6(CF+QW$R1%BQA&W86)
MR3TSR3GKBHY-*C>PBLA/,D"1"%E4K^\3&,'(].XP:MQ3QRO*B-EHGV.,=#@'
M'Y$5)0!4N[(79`:>9(\8>)=NUQGOD$C\"*:FFQI.L@EE*K,9TC^7:K$,&QQG
MG>3R>M7:CN)X[:WDGF;;'&I=CC.`.30!5N-*M[F&YBD,FVYD$CE6P00%'![#
M"C\S3Y;'?/YL5Q-!G&]8]N'QTSD''IQBK(8F1EV,``"&XP>O'KQC]:=0!4N[
M"*[E1Y&<;4:-E&,.C8W*<@\'`Z8/O2V]D(9?->>6>0*45I2/D4X)`P!Z#DY/
M`YJU10!0ATN.*3/GS/$)&E$+%=H<L3GIGJ3QG'XU%_8D)B:)[FY>/R'MT5F7
MY$;&0.,GH.3DUJ44`49-,C,TD\4TT,TCEC(FW(RJJ0,@C!V+VZBDCTJ**QCM
M8I9E$;F1)-P9PQ)).2"#]X]0:O$X&:9!-'<01SQ-NCD4.IQC((R*`(+>PCAB
MN(V>2;[0Q:5I",L2H4]`!T`J.+2;:(P'YW\F$P_.<[P>I;U/7G_:-7ZA6Y3S
MDA<,DKAV56[JI`)XX[CWYH`K#3`8_+EN[F6,,C(KE?DVL&&"!D\@=<FK-M;I
M:Q&.,DJ7=^?5F+']2:DC8O&K,C(2,E6QE?8XR*=0!072HUFB?SYS'"Y>*+*[
M$)!!QQG^(]2<=J5-*MT^PX,G^A)LC^;J,`?-Z]`?K5Q&+`DHR<D8;'.#UX]>
MM#,59`$9@QP2,87@\G^7'K0!1?2D>*:`W-Q]GE1D\G*[5##!P<9[G&214M[8
MK>P^2\TJ1LI1U3;AU/4'(/YC!]ZGN)X[:WDGF;;'&I=CC.`.34E`%2#3H8)T
ME0ON0RD9/'[Q@S?J.*BBTI+=(DMKFXA6-%1@A7]X%&!G(/..XQ_*M"B@"A-I
M<<LA/GS+&9%E,*E=I<,&STSU'3./QI)=.EEU*:Y6ZE@5XHX\1$9."Y.<@_WA
MR.>M7(IXY7E1&RT3['&.AP#C\B*DH`SVTF#:8XWDBMV4+)`F-D@`"@'(ST`'
M!&0*D.G0FSDM@SA7D:7<",JQ??D<8X;I5A9XVN'@#?O$5788Z`Y`_P#034E`
M%0Z?$YE,KR2-+$D3L2`3M)(/`&#EB>*C&EHW,]Q/<.&1@\A4$;6#`#``QD<\
M9/KTJ_10!FKH\<44<4%S<0QK&L3JC+^\4#`SD<''&1@_I5F2R1Y;>2-WA:`%
M5V8Y4XRIR#P<#ISQUJS44UPD+PH^<S/L3`ZG:6_DIH`JOI%K)8V]F^]H;="B
MC=R04*<_@QIATA'\QI;NXDD<1CS&V`KL8LI`"@=3W%7(KA)9#%ADE5%=XVZJ
M&SC)''\)Z$]*FH`JSV?G"-A/+'-&I43)MW8.,\$$<X';M4#Z1&\A;[3<!6D2
M5T!4AW3;@DD9_A'0XK1HH`I?V;&L*I%-+$ZR/(LB$;@78LPY!!'/<>E..GQ2
M%3.SS$0O"V\CYU8@MG`_V1TJ=9XVN'@#?O$5788Z`Y`_]!-24`9AT:)Y4DFN
M;F9D`"[ROR@.K@<*.Z#GK23Z6)!!`JC[.D[3L[.=^2Q8J`!@@[B.O3UK4HH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"DI:2@!L7^K`].*?40;RY"#
M]UOT-2T`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%5-1;%J?<XJT
M3@9-9-_<":01H?E7OZF@"2RZ5>JG:+A15RJ$2T445(PK-U^)I])>-(I)29(B
M4C^\0)%)QZ<`\UI44`<^T:+%<?9+$+8R"-?*DM6PK`L6;RL`G^`<=?PJM9Q7
M232L;0O"D<R1K]G:--K>2>$))Q]\XZG!Z5U-%`'*V]G)/>1PM;`V/GH^U+1H
M(_\`5RALHQ/&=F?7(]>;1MA%=2QW-JSZ9'(X2%8"Z@E8RI"`'(SYG;@FN@HH
M`YNXM9GOF.!&"4^RL;-Y7C4*O`<,`G.<@^O?H+FCQ)%=SK';D*1EIGMS$Y.>
MC$_?/7YA6Q10!SEIIQM],TE5@E23[UP5!\S/DN.3UR"0!GIP*C6UN'2WCT^%
M;<K<$B?[*T0YB<99#WY`W="2/I73T4`8UV`='@1+$>6SXDCF@:;R\9R2@Y?Y
MAU]]W2J6DZ;]HEE-]:;D2+;$'B*J/WLN-JG.W`VX]`17344`<M<P2S:1+]OM
M)KB]ELU$#"$L4;R_F&0/E.[.>F<@<XK7N+43ZO9O+#OCC@D.6&5#[H]OX\$C
MZ5I44`<BVG7,UA<12HK77V9Q,JV3*97V\9D+;7.[!!`^F*N7BI'!?K:VLZQ7
M-B(X$BMF`##S,C&/E^\.N,UT5%`'/W.G&5;]VMV,DEY`%;!SY?[G=@^G!SCT
M]JN6RQZ?JDEO'%Y-M,L8B5$PGF8D+8Q[*,_AZUJ4F!G..E`&"]NEO)JQ33U>
M6:4-DVY96C*H&.0/FP=Q*@Y.#ZU!9V33/%%+;9M1?%M@MVBCV>0?X&S@;CTZ
M$Y]:Z:B@#FXDC2]TP&W9;SSV$TWEX$A\N3G=_$.XZX''%56TZYFL+B*5%:Z^
MS.)E6R93*^WC,A;:YW8(('TQ73QV=K%.T\5M"DS_`'I%0!F^IJ>@#G)+&.XU
M2W$5FRV),7R&$HH`6?(*D#`R5R".X]:D:W$,TD5Q:E].2=@D`AW#!1""%`Y4
M-OZ`\GVK?J*XMH+J/R[F".9,YVR(&'Y&@#$M4WZ*N(G:W%W*980-S-'YC\8'
M7!QD<Y`(YJ&XB@6>UVVDBZ<US\MOY+#)\J3<0G7'3C'.#P<UTB(D:*D:JB*,
M!5&`!0R*S*S*"4.5)'0XQQ^!-`'+R10#4[87%G*]@?.:&`0L=BXB',>,XW;N
M,<9!P.UH0*JQ_P!IVKW%KA_)C\AI?+^=BN5`)SL*@''&",\UO%%+ARH+J"`V
M.0#U_D/RIU`&'8:>TEW*U];[P+9%C\T;L`M+\O.02%*@GW]Z@TY%L;?3Y%M)
MDV6KPRI';L"93Y?48[[3\W3WKHZ*`.733Y'TV1I;-GGBTN$0ED.Y90K\+Z,#
MMZ<U/!9A;ZTGN[0OB:Y`8PERK-,&1NAP,`D'H,^]=#10!ROV2Y^QV*W"`1K9
MQ(H>T>=HY`#N("D%#]WD^G;O?T^'R=4_U32RE3YL\EL48'']_HRDXPN3C\*V
MZ*`,"WT\7%Y&MY:>9"#=G$J97)F!7KQR,D5-#'<M9Z(9$D\Q,&;(.5_<N.?Q
M('/>MFB@#E9-*;^QXHHK$"273'$P"<M*`A4-_M`[L9YZT][5GNF,,:P1LR_9
M#_9\A:)<#(!!'E_-NX(&<]P:Z>B@#FWTZ1;5Y5A&^2]E:?S(3*6BW/M&T$$K
MG:<#Z\]VR6I2SA<Q-<LC.88#9.L?./EVDDQG@X8X`R>U=-10!DZ?;10:EJ1^
MR^7++)O6018#*43/S8Q][=QG.<FJ`LQ#I&FP-81'=$&F:6T:<B3:HP5!!R>?
MF/3;CN*Z6B@#E(K*8Q;S;,M[-80`2M"Q;<-PD!;@AMN!R03QSQ4T=HGV.?<"
M("R8ACTV1(PPSDF(DE@<C./05TM%`&;;2L]@]M!&+:Y2#<J;"%3.X+QV^[G'
M:J4EM;2V(BM;&:)S-!Y^8F4MB1=Q+?Q<9)89^M;V!G.*6@#G+NRE74'55CB7
M<@M66R:0QJ%7A65@$YSP?7N.`L=N/M5@3:2?;(YF-S-Y)`;]VXSNZ$$D8Y..
MG%=%10!S>F0Q:<Z7=Y:LCKIT),OD$E616W@MC@XVCGKP*T+^RCO-4M_/MQ+"
MMO+RRY"L6CQ^/!_*M,@$8(S2T`<W'93Q6UFT%NZ32V9-T5!#NV8R0Q_O$;P"
M>>OO2S6D<P"Z?9R06C20B6/R&BW'S4.0I`/"[LG'ISQ71T4`<_=V,<&HW+P6
M:HS6\0C>.''"EMZA@,*2F`,D=O2H<0"ZO4M+`+;F&$-&]JQ5?FDRWE#!/0<<
M9ZUTCHKH4=0RD8((R#4=O:V]HA2V@BA0G)6-`HS^%`'/6D+9VWUKYMBLD@2$
M6K*.1&581G)`SO'MGMVK6UM-):QM)'BW(D$0EM7N&C;S9#D;6^4X*_-STZ^O
M57-I;7:A;JWBG53D"1`P!_&I54*H50`H&`!T%`&+!"8=7C<QM/*X'FS20%2@
M"8RK],$C[F2<L36O;S)<6\<\9)21`ZY&.",BG]>M%`"T444`%%%%`!1110`4
M444`%%%%`!1110`4E+10!'*FY2*JF6:'@?,/0U=IK(&H`I'4''_++]:/[1;_
M`)Y?K5@VRGM2?9E]*`(/[1;_`)Y?K1_:+?\`/+]:G^S+Z4?9E]*8$']HM_SR
M_6C^T6_YY?K4_P!F7TH^S+Z4`0?VBW_/+]:/[1;_`)Y?K4_V9?2C[,OI0!!_
M:+?\\OUH_M%O^>7ZU/\`9E]*/LR^E`$']HM_SR_6C^T6_P">7ZU/]F7TH^S+
MZ4`0?VBW_/+]:/[1;_GE^M3_`&9?2C[,OI0!!_:+?\\OUH_M%O\`GE^M3_9E
M]*/LR^E`$']HM_SR_6C^T6_YY?K4_P!F7TH^S+Z4`0?VBW_/+]:/[1;_`)Y?
MK4_V9?2C[,OI0!!_:+?\\OUH_M%O^>7ZU/\`9E]*/LR^E`$']HM_SR_6C^T6
M_P">7ZU/]F7TH^S+Z4`0?VBW_/+]:/[1;_GE^M3_`&9?2C[,OI0!!_:+?\\O
MUH_M%O\`GE^M3_9E]*/LR^E`$']HM_SR_6C^T6_YY?K4_P!F7TH^S+Z4"(/[
M1;_GE^M']HM_SR_6I_LR^E'V9?2@"#^T6_YY?K1_:+?\\OUJ;[,OI1]F7TH`
MA_M%O^>7ZT?VBW_/+]:F^S+Z4?9E]*`(/[2;_GE^M']I-_SR_6I_LR^E)]F7
MTH`A_M)O^>7ZT?VDW_/+]:F^S+Z4?9E]*`(?[2;_`)Y?K1_:3?\`/+]:F^S+
MZ4?9AZ4`0_VDW_/+]:/[2;_GE^M3?9AZ4?9E]*`(?[2;_GE^M']I-_SR_6IO
MLR^E'V9?2@"'^TF_YY?K1_:3?\\OUJ;[,OI1]F7T%`$/]I-_SR_6C^TF_P">
M7ZU+]F7TH^S+Z4`1?VDW_/+]:/[2;_GE^M2_9E]*/LR^E`$7]I-_SR_6C^TV
M_P">7ZU+]F7TH^S+Z4`1?VDW_/+]:/[2;_GE^M2?9E]*/LR^E`$?]I-_SR_6
MD_M-O^>7ZU+]F7TH^S+Z4`1?VFW_`#R_6@ZF^.(A^)J7[,OI1]F7TH`I2W,\
M_!.!Z"B"W).2*O"W4=A4JH%H`2--JBGTE%,1-1114E!45S+Y%M)*-GR+G]X^
MQ?Q/85+4%W;)=P&)RRC*L&7JK`@@C/'!`ZT`9T.M-<(@MX8)96G,'R7&8\["
M^0X7D8XZ=<U+%J<UQA+>V1IEW><AFP$PQ7@X.<E3C@=.<5)#I<<4PF:::643
M><6<KRWE^7V`&,4#2XT.Z&>:%BSLS(5RP9BQ!R#QDG&.1ZT`065].VE:=M43
MW=Q`KX=]@.%&YB<'U'0=2*EGU-K=+OS(,/;6HN&`?(/W_ESC_8Z^]2#38TM+
M>"&66(VRA(Y5(W``8[@@Y'M3+K2DNHV4W-PC/$89'0KND7G@Y!]3TQUH`AN-
M7FA%TR6?F);RI%Q+AG9MF`!C_;[GM^4<VOI;3M%<?98VB($RFY`8$@'Y%(&X
M8(].^,XJ\VG0LLRDOB69)VY_B7;C\/D'ZTKV6;AIHKB:'>0TB)MQ(0`,G()'
M``X(Z4`4VUIHHI+FXMUBLHYFA:7S,MD.5SMQTR/6I9;NX6U$MU:B-&DB"!)S
MN^9U`W8`QC/(&0>1FI7TRW>T:V?<8VF\X@GJ=^_'TS^E(--4Q>5)<W$L89&1
M7*_)M8,`,#GD#KD^]`%.W\0P7$X2/R9%DW")8IP\K;03R@Z9"G')ZC.,U)+J
M4[Z'>WD:P"2*-V3RY2X!`SS\HP1Z8JU%8>4[;+JX$1!"PY7:F?0XS^9Q31IB
M&VNH9IYIC<H8Y)'VAMN".,`#N>U`%1-0FL<V\MM\L%O]HGE-PTFU26X!(RQ^
M7..!VXP,R7.JSV8`N+-1*^TQ(DN[<"ZH<G`P07''(]ZN/90R2S/("_G0B%U/
M0J-W_P`4:@.E1R8,\\\[*5*,Y7*`,K8&`."57.<DXZT`0R:K<0&<3VD:_9D$
MLQ68L`ASROR@D_*>#CIUJ35M5&F!7?[-LVEB)+@1NP'9%Q\Q_$=JGN-/AN?M
M6\N/M4(A?!Z*-W3W^8U'?:7'>M*3/-#YT7DRB/;\Z\X'(.,;CTQUH`=%>33S
M,88$:V1BAD,F&)'!PN.@/'4=#Q5>WU2XN8+9H[2,37,?G1HTQ`"`+DL0IP<L
M.`#^':TMB$G,D=Q,B,=S0@KL)]>F?R.*;_9L:6]M%#-+"UM&(HY4VE@N`"#D
M$'.!V[4`01:L9KJ*%(47=D,9)-IW!F5E3@AB"I)Y'&#4MC?2W9F_=1*8^`OF
MDN#Z.-ORG\Z#I<1$2>=,(D<2&/((=@V[<3C.=W/!&:EM[(0W#3/<33.5VJ9-
MORKG.!@#/XY-`&19:AJ<JZ6QCBDDGM7=@9=JMCR\,QV\'D\`'KUJ>;Q%#&%`
M\A)`I:1)[@1XPS*0N1\QRK>@Z<\U=M=-CM7B9997$*-'$K;<(C;?EX`X&T8S
MS35TI(R3;W$\#L6+,FTE@69L'(/`+-COS0!!<W$USJ.G);@-;RQM.3YS1D@%
M,'@<\-TZ'OTYBO-6:31_-B0Q/<:?+<HP;F,JJX'_`(]U]JU#;(;F*X);?$C1
MKSP0Q4G/_?(JF=$@*M&9YS$87@2/*A8T?&0,#/88SF@!(;N6-=3D(:;R9P$7
M/0>7&?P&23^="ZG<2M;QPV]O+)-&\@9+G,>%*C[VW)^]Z?XU:%DJ+<".62-I
MW#EU(RI"JO&1CHHZYJH='=;N*:.\F0JDF^4;=[,Q3G&W;C"^GI]:`(I_$,,6
M%_<)(H)D2>X$>,,RD+D?,<JWH.G(S5NTOY+YA+;0H]F3CS3)AB>^%QT!XZ]C
MQ2C3$3:;>>:W?&'="I,G);G<#W9CD8ZFGI9".X\R.XF5"=S1`C:S>O3/ZXH`
MS[34[_[/%YUO%)+-=2PQXFP/E,AY^7@#9CN2.>O%6TU/<L),.#+<R6_WNFS?
MST[[/UIT6F1Q2HXEE*QS-,B'&%9@V[MG'SD\FD_LN/[4LPFF5$D:40C;LW,"
M">F>=Q/7K0!7@U6\G6WV6,6ZZB\Z(&XXVC&=QV\?>&,9_"K']HF6WM6M8A)+
M=1^8B.^T!<`DD@'ID#@'DCZU)!I\-O\`9=A?_183`F3U4[>OO\@IHTV-+2V@
MAFEB-LH6.5"-P`&.X(.1ZB@"B]Y<W6IVENL2ILWM.@G9<,I3N!\PPX(!QG/.
M*9=W^H(VH;50I#=PI'M?YN3%\N-O0ACSGOCWK3@T^*&:.8/(\J*X+,1ERQ4D
MGCK\HZ8%-ETV.6:20RRJLKI(\8V[2Z%2&Z9S\H'7&*`*T^L_9-T5VD$-P&4`
M-/B/Y@Q!+E1C[C=NWO4D.KQ3:>URFQV600XCD#J7)``#>A+#G'X5-/IT4UPU
MQOD28A0KJ1E"N[!&1C.'8<YZT3VCM8/!O:>3A@TK!26!R#E1Q@@=!0!G7.K3
MQ7T4-U$+80R!Y623>KH8Y3Z#@;.XZT_4M2NH=-N&E@%LSP2-`ZR[B&"EL,,#
M!P,\9'!Y]76FC,UPUU?N7F9E)7S-X.%=>3M7J'/``'3WS,VCQR0R0SW-Q-&T
M;1('9?W:D8.,#DXXR<G]:`%;4)H2Z7,$,+F-I8\S_*54@'<VWY<;AZU6AU4W
ML]GY;1C%VT4GDR^8C_N688;`R.G;J*M/I,<H/G7$\KC'ENQ7,>&##&!@\JIY
MSG`S2PZ7'%,)FFFEE$WG%G*\MY?E]@!C%`%=;^XAN=0>2-7M8)P&<R8*+Y:$
MX&.0,DG)'7O4T>I2/Y4S0(MG,P6.42Y8Y.%)7&`">G)ZCCT<VEQM/+)Y\X29
MP\L0(V.0`!VS_".AY[TZ/34CE5O/F:)&WI`2-B'VXS]`20/P&`"I%KC"SAO+
MNV$-O/$9(RLF]N$+D$8&.`<<G\*DBNKQM;B@N(5AC-O(X"2;U8[D`[#!&3[<
M]34QTJV:TM;5PSQ6R[5!/WAL*8/X,:+?35AO1=O<W$\HC,0\UA@*2#C``].O
M7USQ0!5@U>[G@M)18QJ+P?N09^^TM\WR\#`/3/T%)=:\MO:I<,MNJX?>DEP$
M?*$A@@(^8Y!].WK5Z+3X8H;*-2^VSQY>3U^0IS^!-5I=#@=)D2XN(EG5TE"%
M?G#,S8Y4XP7;ICKSF@"*_P!2FVW&Q5BBM[F&-IC)@G+1D\8Z88YY_P#K.GUR
M...)Q]G03[FA:>?RU=!CYB<'&<\#GCTYQ:DTR"2.>-]Q6>9)G!(ZKMP/I\@_
M6D;3(]Y>&:6!]S,K1[?DW8W``@C!(!.>]`%&VUBXN+BZFBB66TCMDE54?+Y^
M?(``Y)*XZ]@1UQ6G87+75L)6$/)(_<R^8OYX'Y8IG]G@3F9;F=7:(1N05^<#
M.">."-QZ8I;:Q%N2PGF=VD\R1FVYD.W;S@`8P!TQT'O0!;HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBDH`6DHHH`
M****`"BBB@0444E,!:2BB@`HHI*`%I***`"BBB@`HHHH`****`"BBB@`HHI*
M`%I***`"BDHH`****8!1110`4444""BBDH`6DHHH`****`)J***DH****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`***0D`9/%`"T4SS8_[Z_G1YL?\`?%`#Z*9YL?\`?%'FQ_WQ0`^BF>;'
M_?%'FQ_WQ0`^BF>;'_?%'FQ_WQ0`^BF>;'_?%'FQ_P!\4`/HIGFQ_P!\4>;'
M_?%`#Z*9YL?]\4>;'_?%`#Z*9YL?]\4>;'_?%`#Z*9YL?]\4>;'_`'Q0`^BF
M>;'_`'Q1YL?]X4`/I*9YJ?WA1YJ?WA0`^BF>:G]X4>:G]X4`/HIGFI_>%'FI
M_>%`A]%,\U/[PH\U/[PH`?24WS4_O"D\U/[PI@/HIGFI_>%'F)_>%`#Z2F^8
MG]X4>8G]X4`.HIOF)_>%'F)_>%`#J*;YB?WA1YB?WA0`ZBF^8G]X4GF)_>%`
M#Z*9YB?WA1YB?WA0`^BF>8G]X4>8G]X4`/I*;YB?WA2>8G]X4`/HIGF)_>%'
MF)_>%`#J*;YB?WA1YB?WA0`ZBF^8G]X4>8G]X4P'44WS%_O"D\Q/[PH$/HIG
MF)_>%+YB_P!X4`.I*;YB_P!X4;U_O"@!U%-\Q?[PH\Q?[PH`=12`@]#FB@`H
MHHH`GHHHJ2@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@!CL00J\L?TH$8ZM\Q]30G+,WOC\J?0`E+110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`$;Q*W(^4^HJOO*/L?K_`#JY5/45
MQ&L@ZJ::$R0'-+4%O)N45/5")Z***@H*2EJ.:/SH7C+,H=2I*]1]*`,.VU"=
MM46Y=V^QW$C0QKG@8Q@X]S_6M:]N_LA@)CW1R2!&;.-F>AJH?#VG^6%5)$<8
MQ(KG=D=_3]*NWMJMY9R6[MC<.&QT/8T`4IM:2)9F\DL$E\F/#?ZQN_T`J"]U
MB;^SKAH(_*N(64/\P8(#W'KZ?C5IM'A?3H[1V)*'>),<ENYP?Y4T:,IL[B!Y
M4S-CYHX53&#D<#K0`Y]2DBA@5[;_`$J4$^5Y@P`.Y;IZ5')K:)9)<"!B3-Y+
MQYY4\_G3Y])-Q%!YLX>>$$>8\2L&!]5Z4]=*A^S11,W,<HEW(BIN8>H`H`BN
MM7EME0O:`97<RM.H8?0=34EQJACDM$@MVG^TH67#`'IGO276EM//<2)<;!<(
M$<&,-T&.#VJ6/3HT:S=G8O:IL4C@-Q@Y%`"V%\+RV>7RS&T;%'0G.".V:I1:
MX[01W,ED\=L[;3+O!"G..GI[UH6]FEK%.L18^:[2'<>YK+LM&N&L88;NX=8E
M;<]OA2,Y/\0[>U`%N;5)/.E2ULWN$A.)'#A<'N`.]1G6@\\,5O;/-YT0D4AL
M$<D$'TQ@\U)+I<GG2O:WCVZ3',B!`V3W(]*EMM,@MIHY8BX,<7E`$C!&<Y^N
M:`*=O?WS:A?1F#>D7W1O4;.#CZY_2H=+OY8--^TW/G3/-(%C!<'>V2,*.W2M
M%-/:/4)[E)R$G`WQ[1R0,`YJ--(0:9#9M,VZ%MZ2J,$-DG./QH`BFU*5K:[A
MEA:UNHX3(HW!N/4$4VUN\75MYTDO_'BLKDR?+[DKCK[YJ8:2SK.UQ=--/+$8
MO,*`!5]@*='I2K-$[R;U2U%N5V_>'KU_2@")=9<*DTEE)':.0%F+`]>A(["K
M%_?M:7%O"EN9FGW``,`1C'K]:@71GVI!+>R26B$%82H[=`3W%6KFS\^]M;CS
M-OV<L=N,[LC'X4`4/[=<0M*UC($B?9,=X^0YQQZU8U#5#92`"!9$V[B3,JG'
MLIY--DTC?:7D'GX^TR^;NV?=Y!QUYZ4MQI32RSNEQL$\81P8PW08&/2@!)=7
M?SQ%;VC3[H!,"'`X/KFGMJH.FQ7D,082'&UY%3'7/)]Q2V^F>1<)+YV[;;"W
MQMQG&.>OMTJ*/1S';6D:7'[RV+%6,>0=QYR,T`"ZTLD,?E6[/<22-&(@XZCK
M\W3'(I\>K#?=BX@:'[*H+98$G(JO+I+PVY"!KB4SF4.C")DR.W;M2V6E.RWI
MNPRBY`&TON88[D^M`$@UG&\36_EMY32QCS`=P`SCCH:8FM2LT`.GR#[0N8L.
M/F/?Z#WI\6BJD<JM)&2\;1JRP*I7(QGCDFI5TS:U@?._X\U(^[]_(`]>.E`$
M/]N(MFTKP,LPE\GR<_Q?6E;60EG<RM!B6W*AX]X(Y(P012OHL4D4Z229,LYF
M5@OW">WO33HVZQN+<S(&FV_,D"J!@YZ#K^=`#TU25Y98#9O',(O-C5G'SC^E
M+H=W<W>GB6X3+<[7R/GY/8=,=*F^PYU%;HR<"'RMF/?.<T:99-80&$SF6,'Y
M`5`VCK^-`&?9:O.EM=SWT1\N*0J"&&0>/DP/YU<LM3^TRM#)#Y,H3S`N\,"O
MUJ,:.I2ZBDG9H+ABX3:`48]\_A2VVD+")`\B,'C,8*0JA`/?(Y)H`2TU?S[Q
M;:2!8R^=A657Z<D''2H8M>=XX9382".9BBE7!RW8"IK?27AN+61KD.+8,JJ(
M@N01CKGK21:/Y=I:0>?G[/,)=VS[W.<=>*`+%A?&[>:*2$PS0D!T+;NO3FKM
M5+:S\B]NKCS-WV@J=N,;<#'XU;H`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@!D
M7W#_`+Q_F:K:M=/9:;-<Q!2Z`$!AQU`JS%]P_P"\?YFJ>M6\MUI,\$"[Y'`V
MC(&>1ZT`.GU6RMY7BFFVO'C<-I.,].U2&_MA%))YHVQN$8X/#'&![]15&:RG
M:;6&$>1<0JL7(^8A2/PY(ZU%%IEPMW:Y4"WV1O,,C_6(N`/Y?E0!I-J%HET+
M9I@)20,8.,GH,],^U1R:K:JDYC?S'A5F*@'!QZ''KQ6?)I=R;J>-O.:":?S=
MR2(H'(/(()R,=O2I4L[OS+F*.(P6\L<@*M(&4L>A7N.^:`+$.LVCVL$TCF,S
M#A2C'D`$@<<]?QJ2'5;*>6..*X#-)]W`.#[9Z9]JIV]K=%]),EOL%JK))EP?
MX,`]>YJ.'3[I=-TV)HL20W7F2#<.%RQSU]Q0!IQZA:2W)MTF!E!(Q@\D=0#T
M-1PZM8W'^JGW94N/D;D#KCCGZ5GV.EW,4T$4_G&."0NKB1-AZ]L;N<\_6G6&
MGW4*Z0)(L?9_-\WY@=N0<=^?PH`OZ7J":E:+.J%&_B4YX_'`S33JUJ\4Q@DW
MR1QM(%92NX`=LCG\*CTB"ZMM*^RO&(Y8@RHQ8$,>2#QVK/.GW\CPL\4Q=894
MD:2<,"Q7`P,\`F@#0M]5\R:-952.-K-;EF)^[D]/I5F'4;2>.1TF&V,9?<"N
M!Z\]JR)-)NYHU3:$_P")?'%DL,;U;.W]*DNM/N]1-Q*\0MF:`1*A<'<0V[G'
M;C'XF@#234;5X'F60E$QN.Q@>>G&,FJ]QK=M%#%+&3*KS")@`04SU)&,_AWH
MN6U"XLR$MS`X=<JLHW.N?F`(Z5GG3;P2S2K`Y`N(9D1Y0S,%'(R3U^M`&JNI
M0A[DR2QK%#L.<,&&X9&01U^F:?\`VG9_9'N?.'E(0')4Y4YQR,9[BLV:PNY+
MNYN5BP?.AF1"X^?:N"*+FPN[BUU"3R=DMRT6V'>#@*1R3TSU_*@#274[-HI)
M1,-L;!6R""">G'4YHFO%_LV:[MR'"1LZY!&2`>OY52GLIGN]0D:V,L<OE&,"
M0*3M!R0>Q!^E3"&[DT2>&?+3O'(J@D9P0=H)Z9Z<T`+!K-G);[WF"NL8>10I
MX]<<<C/I5P7$33F`/F0('(`['OFL=+69Q;M?PK;V]K;-&[;P=^0!V[#'YU-X
M>CD-L]Q,VYY"$5L8RBC`/X\G\:`+L>H6LLYACEW.,Y^4XXZ\]*2'4K.<N(YU
M.Q=S9R!M]>>H]Q6>ME=F>6.*-[:"59`X,H="2#@J.H.>:KC1[JXM_*F,T;QP
MF-&,J%#TX`"YQQWH`T;G6K:*QFN8,S>7CY<%<Y/')'3KS4KZK91HC/,0'&0-
MC9QTR1C('UJM>17FH:3<V[6H@D*@(/,!W$')Z=!Q2%+V*[ENDL_,^TQJIC:1
M<QD9X]"#GM0!<DU*SCECB>=0\BAD`!.X$X&#5NL;3M,FM+ZV+C>D5H8S)D??
MW9P._3-;-`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%5K_P#X\Y/I5FJU_P#\
M><GTH`I6;<"KU9]ETK0JR"Q1114%A1110`4444`%%%)0`45D:]K]OHL.77S9
MF&5C!QQZGVK@+WQEK5U*3%<?9QG[L2CI]3S2N-)L]6HKSC1/&E[!=*FI2&>)
MS@DJ`R^XQ7HL4B2QK)&P9&&0PZ$4P:L/HHHH$%%%%`!1110`4444`%%)7.>)
M-;EMI/L-D#Y[+EF`^Z#Z>])NPTKFS<ZE96C[+BYBC;&=K-S^526UW;W2[K>9
M)1_LMFO.X]*O)I=\H#;CDLS<_G5A](N[==]M(`XYRK$$5/.:>S/0Z*YCPYX@
MGO)Q8WR*)U&`Z_Q8]1ZUTPJS-JPM%%%`@HHHH`****`"BBB@`HHI*`%HJ"ZN
M[>SB,MS,D2#^)VQ66GBW0WDV#4$!SC+*P'YD8H`VZ*:KAU#*05(R".]+0`M%
M%%`!1110`4444`%%%%`!1110`4444`)161J'B73-.E,4LQ>4<%(QDC^E0V_B
M[2IVV[Y8S_MQ]/RS2N.S-VEJ.*6.:-9(G5T89#*<@U)3$%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`,B^X?\`>/\`,T^F1?</^\?YFGT`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M45'--'`@>5MJEE0'&>6(4?J10!)1110`4444`%%%%`!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!5;4/^/.3Z59JMJ'_'G)]*`*%GTJ_5"RJ_5D%FBBBH+"BBB@`HHHH`*0TM
M-/3F@#S=[-M7U"^OKIW=%E(1<X&*NVNFVJX80KD>HJ2!3#87>SYR9BBL.A'K
M5>">X@D0.0=YQC.:PF==.R6QH36%M/$5>%2"/[M:'@R5O[+FMG8LUM,R#/IU
M'\S664NY+@LKCR^RYQ6QX9B$1O\`CEI@?J-H_KFG3W(K+2YNT445L<X4444`
M%%%%`!1110`E<IJR(NK7,A'SDH"?]G:/ZYKJZYGQ%;M]O$@Z2(!TSR"?\143
MV-*?Q#86!3(QM]:LH\;+A6!^E8]A!)YLZ&4X7&`0`/?BKMM:+O8DL?7YCC\J
MR21TN]C+N!]E\2P2#Y09$Y'N:[ZN::W078G\L,RKM&!TR>M='$28D+=<#-:P
M9SU%;4?1115F04444`%%%%`!1110`56U"[6PL9[IP66)"Q`[^U6:R?%`SX?O
M!D#Y!C/U%`'G\LEQKEU]HOY&9G/RH#\J#T`K8M=`M2F"F<^]8UJ76)7C(X[M
MT%;>EZ@Z^6+K:RRYV%%(S^OUK"3;.R"5MC4T>5M*N([4$FVE;:`3]PGIBNG'
M2N`N;BXDO&"-M12"B^7U/7[U=[$XDB1QT8`\UI!NVIA523NA]%%%69!1110`
M4444`%%%%`!1110`E<_XNUF72[+R[7_CXD'#9Y0=,_6N@KB?%D#3:^@D_P!5
MY`QVSC=@?SI/1%15V<K:EGWO,QY/)(SS5R#3[VY!>-/*0#"D]Q6YIUA;QJG[
MM2R\Y/K6LT:E>.M9<QT<O<Y72==O]!NWMY$$T)8%H\\CW!KT>UN([JVCGB.4
MD7<*\YUR(QWHE3[SIM_6NS\)A_\`A';3><G#?^A&M(NYC-),V:***HS"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`9%]P_[Q_F:?3(ON'_>/\S5
M+4S,LUB;>-))/./RNY0?ZM^X!_E0!H4E<Z9[I+RX9D2*4N0S1XD\M3Y`)#$#
MHI)Z8XY!Q3H'GO+T!+^4B(S*DRHF64"(]UQU/4#GM0!T-%99O;O[`EX\<20J
MB2L0Y)*D`OD;>,`DC!/053FOKB&-YVW`R11LTBK&KQHSR$#+8'`P.>._>@#H
M*2N>-[*)$EEN/LR2I$)9P4.P8E(.>5&2%&>1S@=0:L6L[1Z)&_VCRU:9]]Q@
M#8I=OFY&!VZ\#-`&U16*]ZRNH34-[`+Y"?)_I6>IZ<^GRXQUZ5#]LF2"Q-WJ
MAMUN8VD>4K&NTX7"C(P.IZ^OTP`=!17.QZG=L8GGF,-RS0A;+:H\Q65"[8(W
M?*6?H<#9SWIEQJ5U;6MJYO29C`LS+(T:"7(Z*NPDXQT!&,CF@#I:2N9?4);&
MW5#>2N/.F#2;H048-\J$M@`$$G'7TP*O:E-LN;&2>\%CNBDW2`K@'Y.,L".M
M`&S17.QZG=L8GGF,-RS0A;+:H\Q65"[8(W?*6?H<#9SWJ2&[NDMD\^\?;)##
M(\[J@,6[=N(XQC@=0<9H`W:6N=M;SRC;`7VZ.2XD`5-@>4F4C.".5YY*XQUZ
M=%UR6Q;5K2W>5(KS*.)7<CRU#9PH_O-TX[=>@H`Z&BN;T>2VL+V\!-NZ%F9[
ME$*LK-)PCYZGYN/I4*1>?=)$'=-1>>9;EE)W+"0^T_3[F/>@#JJ*Y[293;7T
M%NRM*DBMY+C@*A+-D+Z<8Z\#8.]=#0`4444`%9GB"7R-*,V-WESPMC.,XE0U
MIUD>*/\`D!3?]=(O_1BTUN)[%7_A*/\`IS_\B_\`UJ/^$H_Z<_\`R+_]:N>H
MKL]E#L>?[>IW.A_X2C_IS_\`(O\`]:C_`(2C_IS_`/(O_P!:N>HH]E#L'MZG
M<Z'_`(2C_IS_`/(O_P!:C_A*/^G/_P`B_P#UJYZBCV4.P>WJ=S=F\1K,@5K3
M@,K??!Y!!'53Z?7TP>:D_P"$H_Z<_P#R+_\`6KGJ*/90[![>IW.A_P"$H_Z<
M_P#R+_\`6H_X2C_IS_\`(O\`]:N>HH]E#L'MZG<Z'_A*/^G/_P`B_P#UJ/\`
MA*/^G/\`\B__`%JYZBCV4.P>WJ=SH?\`A*/^G/\`\B__`%JCC\1K&\K"TYD;
M<?G`YP!V7GIWR?PP*PJ*/90[![>IW.A_X2C_`*<__(O_`-:C_A*/^G/_`,B_
M_6KGJ*/90[![>IW.A_X2C_IS_P#(O_UJ/^$H_P"G/_R+_P#6KGJ*/90[![>I
MW.A_X2C_`*<__(O_`-:HYO$:S(%:TX#*WWP>001U4^GU],'FL*BCV4.P>WJ=
MSH?^$H_Z<_\`R+_]:C_A*/\`IS_\B_\`UJYZBCV4.P>WJ=SH?^$H_P"G/_R+
M_P#6H_X2C_IS_P#(O_UJYZBCV4.P>WJ=SH?^$H_Z<_\`R+_]:C_A*/\`IS_\
MB_\`UJYZBCV4.P>WJ=S=/B-3.DWV3YD5E'SCH2#UVY_A'?'KVQ)_PE'_`$Y_
M^1?_`*U<]11[*'8/;U.YT/\`PE'_`$Y_^1?_`*U'_"4?].?_`)%_^M7/44>R
MAV#V]3N=#_PE'_3G_P"1?_K4?\)1_P!.?_D7_P"M7/44>RAV#V]3N=#_`,)1
M_P!.?_D7_P"M6CI%Q]KAFN?*\OS)<X^BJ.NT9Z>_IGC`XVNJ\,A1IK$%"3*2
M=I!(.!UP!@_7)QCG&`,JL(QC=&]"I*4K-FQ1117.=056U#_CSD^E6:K:A_QY
MR?2@#/L^E:%9]GTK0JR"S1114%A1110`4444`)37&Y"/48IU%`'(01/:Z6]K
M,IW0L5.>_<&L^9U:X0$E"OH.:Z'Q5)Y=M%C[Q8_E7.PRAY`7P>^:Q:LSKIRN
MM32MY#P"23ZD5L:'&P$LI^ZQ`'X9_P`:QEFW[0@R3Q76Q((XU11@*,"G!:W)
MK2TL/HHHK4Y@HHHH`****`"BBB@!*R/$"G9;R=E?!_'_`/56O45S;I<PM%(,
MJWIU%)JZ'%V=SD++S%OIEW,`3G/8UH887!PI48^\3]ZJ,D365Z\,I+;3P0.H
MJXD@D(P#^-96.KF1=L5$ETJD9`7)]ZV17.SW#:39R7S!25``0_Q9(XK5TK5+
M?5+59[=O9D/WE/H:TBM#GF[LO44451`4444`%%%%`!1110`5E^(8WDTQS'U7
MG'Z?UK4IK*&!##(/4&DU=6'%V=SS'3UPPA9?9OKFM6ZMLSV_E$,P&<9QCD?_
M`%ZL>(K:+3-2AGB18XIAR%&`".O]*BM2MQ*)ER2>``Q`K"2LSMA)-7+C(AB.
M.#D\5TMD"+*`'KL'\JYVWB5KN./G]XV#N.?K74#@5=-;LRKO9"T445J<P444
M4`%%%%`!1110`4444`%8/BB$&&.?C<H91^./\*W:S=>0-IS,1]P@D^@Z?UI2
MV*C\2.5LYI()(T8NP=L`-CIZ\5:D%R9U,;N4[\@8_P`:K!0+R)A\P"\@]OI6
ME$<@*V.!Q7.=EM#.U.S-XUL"P4[CN..@QG^E=;H\:PZ7;QH,*JX'YU@2#?,B
M\_,=O'O73VT7DV\<?]U0#6L+F%6UB:BBBM#`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBDH`;%]P_[Q_F:?3(ON'_`'C_`#-/H`9+$LT31ONVMUVL
M5/X$<BFP01V\0CB!V]<LQ8D^I)Y/XU+10!%<V\5U"89@6C;[RAB,CT..H]NA
MJ2EHH`****`"F&)&E64K\Z`J#Z`XS_(4^B@`HHHH`****`"BBB@`HHHH`***
M*`"BBB@`HHHH`*R_$433:0T2D!GFA49Z9,J5J5F>()?(THS8W>7/"V,XSB5#
M36XGMJ9/_"-7G_/6#_OH_P"%'_"-7G_/6#_OH_X58_X2C_IS_P#(O_UJ/^$H
M_P"G/_R+_P#6KIO5['):AW*__"-7G_/6#_OH_P"%'_"-7G_/6#_OH_X58_X2
MC_IS_P#(O_UJ/^$H_P"G/_R+_P#6HO5[!:AW*_\`PC5Y_P`]8/\`OH_X4?\`
M"-7G_/6#_OH_X58_X2C_`*<__(O_`-:C_A*/^G/_`,B__6HO5[!:AW*<WA^[
MA0,TD&"RK]_')(`Z@>OU],GBI/\`A&KS_GK!_P!]'_"I)O$C2(%6UVD,K9\T
M]`02.,>GT]01Q4G_``E'_3G_`.1?_K47J]@M0[E?_A&KS_GK!_WT?\*/^$:O
M/^>L'_?1_P`*L?\`"4?].?\`Y%_^M1_PE'_3G_Y%_P#K47J]@M0[E?\`X1J\
M_P">L'_?1_PH_P"$:O/^>L'_`'T?\*L?\)1_TY_^1?\`ZU'_``E'_3G_`.1?
M_K47J]@M0[E?_A&KS_GK!_WT?\*CC\/W<CRJ)(,QMM/SYYP#V''7O@_A@U<_
MX2C_`*<__(O_`-:HX_$C(\K&UR';<!YIX&`,<Y].V!STSDDO5[!:AW(_^$:O
M/^>L'_?1_P`*/^$:O/\`GK!_WT?\*L?\)1_TY_\`D7_ZU'_"4?\`3G_Y%_\`
MK47J]@M0[E?_`(1J\_YZP?\`?1_PH_X1J\_YZP?]]'_"K'_"4?\`3G_Y%_\`
MK4?\)1_TY_\`D7_ZU%ZO8+4.Y7_X1J\_YZP?]]'_``J.;P_=PH&:2#!95^_C
MDD`=0/7Z^F3Q5S_A*/\`IS_\B_\`UJCF\2-(@5;7:0RMGS3T!!(XQZ?3U!'%
M%ZO8+4.Y'_PC5Y_SU@_[Z/\`A1_PC5Y_SU@_[Z/^%6/^$H_Z<_\`R+_]:C_A
M*/\`IS_\B_\`UJ+U>P6H=RO_`,(U>?\`/6#_`+Z/^%'_``C5Y_SU@_[Z/^%6
M/^$H_P"G/_R+_P#6H_X2C_IS_P#(O_UJ+U>P6H=RO_PC5Y_SU@_[Z/\`A1_P
MC5Y_SU@_[Z/^%6/^$H_Z<_\`R+_]:MBPNOMMG'<;-F_/RYSC!(_I4RG4BKLJ
M-.E)V1S9\/W8G2'S(-SJS#Y^P('3&?XAVQZ]LR?\(U>?\]8/^^C_`(5T3M_I
M\2[NL3G&>O*=L^_H>O49P9ZCVTB_J\#EO^$:O/\`GK!_WT?\*/\`A&KS_GK!
M_P!]'_"NIHH]M(/J\#EO^$:O/^>L'_?1_P`*/^$:O/\`GK!_WT?\*ZFBCVT@
M^KP.6_X1J\_YZP?]]'_"M?1('M;:6WD=6:.7!VMD#*@^IQU]%^G<Z506[9FN
MANSB4#&<X^1?<X_(?3N9E4E)69<*48.Z)Z***@T"JVH?\><GTJS5;4/^/.3Z
M4`9]GTJ_5"SZ5?K0@M4445F6%%%%`!14%W=0V5L]Q<N$B099C7(ZEX_AC<QZ
M=;F;_II(=H_+K_*@#M#P*PM9\5Z=ID;!95N)\'$<9!P?<]JX#4?$>JZDK)/=
M,(CUC3Y5_3K^-9:J-N>N:=@.YTB^FUNPDEO6WL\I)`Z)TP!Z4]]->V?>HWQ^
MN.1]:R?!ER%:>U(Z_O!_(_TKH=:NI[/299;<@.,#=Z`G&15NFI*P1FXL9;J6
MF#JIVQ?,Q'MV^M=!8:K9:C&'M+F.3(SM!^8?4=:Y;PXUTMN9)7W6TAVA3R0?
M[WTSQ7%MOM[@A&*/$Y4%3@@@XJ72Y-!RGS,]JHKS33/&>I68"W.V[C_V^&'X
M_P".:[/0_$-GK:LL&Z.9!EXFZ@>H/<4K"-BBBBD`4444`%%%%`!25'//';PM
M+,ZHBC)9C@"N$UOQC-<F:.PS';(/]9T9_P#`?K0!L:W<0QW9N?,C,2'8Y)&`
M1U%6[.)6593@[AE<=*X*X#"UL[60CE/,)8_QLV3^C#\J[#2S+8V+0S2B;RQE
M&QC\/I1RJUQ\[V,KQI?[GBLE/"_._P!>@_K7-VU]<6,GF6LSQ/TRIQFDU*Z:
MZOI9B<[F/Y55+$G`Z4Q'7Z;XWNX@$O(UN!_>'RM_A726/BG3+S`,Q@<_PR\?
MKTKRT$YJ6,D_2G8#V<$$9!R#17`^#=3D@U);-W)AF&`">%8#/%=]4L!:***`
M"DHK/U76]/TA,WEPJ,1D(.6;Z"@#0H-<'??$9=C+863;NSS-P/P'^-<W>>+]
M<O`5:^:-#_#$H3]1S3Y6%SJ_%^IVUS>1V*$,8&S(P/0L.GZ<U%ING1[<K-(A
M/7:W!KC+'<S,YSR>36U'K4T"M;P-RF`21R/I3J4?=4DRJ-7WW`V;Z;[-\MN[
M-,&!W$_=QS6]H?B:QU.$)),D-TG#QL=N3ZKGJ*Y`2));>:IXY)SV]:Y4G>Q;
MU)-:NBH12,O:NI)L]T#`C(.12UXK9ZMJ.GG%I>31#^ZK<?ETKH--\>:E`ZB]
M1+J/N<!6_,<?I63BRKGI=%8>B^*=.UAA'$[0SGI%+@$_3UK;J1BT444`%%%%
M`!1110`E1W$*W$#PO]UP0:DJ&YN[:T3?<SQPKZNP%`'&/;E+\PRJ"\7R_45?
M58TP<#-5-5O+34+X7%FY:,'RWD&0"P__`%BK-O;[B,-P.]9<KO8ZE-<MV-<L
M'61`#Y9#8/MS70Z3J<&JV,=S;MPW#+W5NX-<OXDN19:44C.'F.P>N.Y_+^=<
MOI>KWFCRF2TD`W?>1AE6^HK;DY4<\I\[/7J*XZQ\>V\FU;VV>,]WC.X?7'7^
M==%::QIUYCR+V%B?X=P!_(\TB2_1244`+1110`4444`%%%%`!1110`444E`"
MTE%%`!1110`V+[A_WC_,U1U>=X1:A9YH%DE*NT,0D;&QCTVMW`[5>B^X?]X_
MS-#Q([QNRY:,[E/H<$?R)H`QX];$$-LMQ)&S29<-*XC=XRQ",%QRQ&#CC\.E
M3OJ;+*?-3RECF*D*^6*A7.6!7@';D8//KU%6OL%N"A574HQ8;967J<X.#R,]
MCQ0NGVPF:;RRTC-N)9V;L1CD\#YFXZ<F@"C+JLUM+*UVL,*E(_*5I@$RQ?EF
M(XX'/!Z<9H36VEC,L-O&\,:;Y7$W0!F4[>/F^X2.F15M=+M$$F$DS(`"QE<L
M`"2,'.1C)Z8ZU(+&W\MXRK,'C\MB[LQ9>>"2<]S0!0@U&YVAKA8T?$^U1)\A
MVN`,G;D'G''Y'.!)8:E)>W2(4,6$D\Q"#]X%,?>`/1NX%63IUJP<%&.\L3^\
M;C<03CGCD`\8P>E.MK"WM7WQ(V_G+,[,3G&<DDY^Z/RH`R9=2OULKE5'[Y6E
M=)BGRB-6(Y[;AC&/<'UI;>]N7NU5+FX=WFF0I+`%B`7?MPVT9/RKT)[\=QL&
MVA-N\!3]T^[<N3SN))_F:A33+5)&<)(2Q9MK2NR@MG)"DX'4]!W-`#=.D<B1
M)YIWE7!9)D4%,YZ;0`1Q[].M5?[4G2UAG$*2B6W:Z8&3;L0;3M&`<G#=SU[^
MFA;6<-J6,0<L^,M)(SG`Z#+$G')X]Z:MA`(S&REDV-&H)^ZC8RH]N!0!6N=6
M-ON<P`P9=$;?\S.JLQ!&.!\I&<_A4D>H,K,EW`T<@VX6$--PV<$X7C[ISQCW
MJ1].M9)'=XR2X((+MMY&"<9P#CC/6IUB196D5<.RA2?4#./YF@#,;6G2X>+[
M.K9XA=7;:YWJHRQ4`<L/NEN_MELVN_9\I<1V\,RNRD27(52%"DX8CD_,,#`_
M"K+Z3;X=H05D*D*9'=T3)!X7=@<@=,8QQBFP:/!'!LE9C(7+M)$[QDDXSR&S
M@X&<DY(S0!')K)C,DC6V;9"5#J^7)\OS/NX],CKUJ:74);10U[`D8*N<QR%^
M5&X`?*,D@-_WSWS5A[*V<,'B#!FWD$DY.W;_`.@\5!+IB.D42N?)642N)"TC
M,001ABW`XYZ\<<4`212R_:O)EP"\?F*!SL(P",]QR,?C6!<:KJ<%G)*96*PM
M<`RK!N#,C856`^ZI`.3[=:Z2.`)<23EF9WP!GHJCL/QR?Q]AB!]*LI``T.0)
M&DQO;!9CDY&>03V/%`$5Y<7$D]E;02&W-PK.TFT,5"@<#/&23^0-9PU;4%@@
MNW\H0E61LX`+J7!;UQ\JMQVW>U;$VFVDZLLD9;=)YF=[`AL8R#G(X]*>;&U,
M2Q&!/+6,Q!,?*%/48_"@!UI*LUM&Z2&48P7*[22.#D=CD'BIJC@ACMXEBB7:
MBYP,D]>2<GJ<U)0`5D>*/^0%-_UTB_\`1BUKUE^(HFFTAHE(#/-"HSTR94IK
M<3V.1HK9_P"$:O/^>L'_`'T?\*/^$:O/^>L'_?1_PKM]I'N>=[*?8QJ*V?\`
MA&KS_GK!_P!]'_"C_A&KS_GK!_WT?\*/:1[A[*?8QJ*V?^$:O/\`GK!_WT?\
M*/\`A&KS_GK!_P!]'_"CVD>X>RGV,:BM=_#MVBY,D)&0.-QZG'9?_P!5._X1
MJ\_YZP?]]'_"CVD>X>RGV,:BMG_A&KS_`)ZP?]]'_"C_`(1J\_YZP?\`?1_P
MH]I'N'LI]C&HK9_X1J\_YZP?]]'_``H_X1J\_P">L'_?1_PH]I'N'LI]C&HK
M9_X1J\_YZP?]]'_"FKX=NV9@)(<J<'.X=@>/EYZ]J/:1[A[*?8R**V?^$:O/
M^>L'_?1_PH_X1J\_YZP?]]'_``H]I'N'LI]C&HK9_P"$:O/^>L'_`'T?\*/^
M$:O/^>L'_?1_PH]I'N'LI]C&HK9_X1J\_P">L'_?1_PIK^';M%R9(2,@<;CU
M..R__JH]I'N'LI]C(HK9_P"$:O/^>L'_`'T?\*/^$:O/^>L'_?1_PH]I'N'L
MI]C&HK9_X1J\_P">L'_?1_PH_P"$:O/^>L'_`'T?\*/:1[A[*?8QJ['0/^0/
M!_P+_P!"-8__``C5Y_SU@_[Z/^%;VF6SV=A%!(5+)G)7IR2?ZUE6G%QT9O0A
M*,KM$K'_`$N,;6QL;G+8'*]L8_,YZX[XFJ!U_P!/B;;TB<9QTY3OCV]1TZ'&
M1/7,=84444`%%%%`!4,)S+/\K##CDECGY5Z9&!^&1^.:FJ"W7$UT=N,R@YQC
M/R+[#/YGZ]@`3T444`%5M0_X\Y/I5FJVH?\`'G)]*`,ZSZ5?JA9]*OUH9ENB
MBBLS0*2EI*`.#^(6K[G72X6S@!Y<>O8?U_&N)0<?2M'6;@7>JZE=#G=.47Z9
M/]`*HJ,"J0F*O(H50%W#O386^8CWIRG!*?B*H1>T&Y^QZW;2'[K-L;Z'BNS\
M3?+I$@Z;F4?K7GI)5E8'!!R#7>Z_+]IT:WF7[LCHWX8)JX?$@$\*S[[>6U<@
M[#N4'T/6N5UR$0:S=(.A?=^8S6UH4H@U2$G@290_CT_4"J7BZ+R];WCI)$#^
M()'^%545I",/J>:U/"=R;7Q/:E3@.?+;W#<?SQ69WS20R-!="=#AD8,OU'-9
M,9[92U'!()H(Y5Z.H8?B*DK,H****`"HKB9+:"2>4X2-2S'V%2UC>+9#%X8O
MV'7R\?F0*`.#\0:W=:K<$,Q6$'*QCHH_J:S(D,LJV_9V5/S.31G<SN>F[%3:
M<?\`2XY",[-TGY"@9*\QFU!RI&_E%(!/'3;^5=-J\_V/1G(/SLNP?4URD.6G
M4(6QN4\_+@D_KU_*M3Q1<[WAMU/"C<1^@_K5SZ(A'/GKTI5'--/6I5&!2*&G
MC)I\8PH&:9(=JCW(%/!QBF!>T^8V]];SCK'(K?D:]:KQZ,X(([5ZW9SBYLX9
MQTD16_,5+`GHHHI`9GB*_P#[.T.[N0<.$VIC^\>!_.O&9I9)Y#)-(\C'JSMD
MG\:]/^(DIC\-%0<>9,B_S/\`2O+?X0?0U<1,7^&C&!1GY".]&?EJQ%^PD$=H
MS'G:V<4L@;ROM+`!V<#CH!4-L?\`0IQ[K_.K+DR6>ST.:FM-\L8FN&IIRE)E
MZ5@NGRRQG&^/YAVS6$.`*U'E`T4`]6.P?G6<16TY<R7H<Z7*VO,:%J0#BD`I
MW2H*+.E70L-5MKL](I58_3O7LRD,H(Y!Y!KP_M7KOAJ\^W:#9S=_+V-]5X/\
MJB:*1JT4E+68PHHHH`*BN)XK:!YIG"1H,LQ["I:Y3XB7;6^AQQ(<&:8`\]AS
M_,"@#,UOQM.ZM'IZ^0AZ2-RQ_H*Y22XGNIS/<R/*R\DN<D^E-NL;EYSD9-3Z
M5"+J^MH,</(-X]0.::&:]FCPZ=!8M\K.6DE([#/`_P`^E;VCW2SV[1\AX6*-
MGN.Q_$5FW$:&ZNL<EFZ^F.U7IY4T_26N!@$)P/[QJH?$S2I'EIQ\SFO$U]]J
MU,QHV8X1M'U[UDD\]*1B68LQRS')^M"_2ANYD(N:D']::!R?I3P/WA]J`-WP
M_P"(;G2[R-)YW>S)PZ,<[1ZBO3%8,H93D$9!%>,'UKU+PO=O>:!:RR8W!2AQ
MWVG']*E@:]%%%(`HHHH`***2@!:2BB@`HHHH`****!!1124P$B^X?]X_S-/I
MD7W#_O'^9J.\N/LMJ\VW>P&%3.-S$X5<^Y('XTAD]%4O[3MUMX9I"Z^<NX($
M+,,=<@`X`S@GH*4ZI9C&9N"F\-L;&-N[&<8SMYQUQSB@"Y15,:G:F(R!I,!M
MNWR7WDXSPN,G@$\#L?2I([VWD\O:Y_>.44%2#N`)P01QP#U_K0!8HJH;F=[E
MH[>!'CB8+*[R%2"0#\HP<\$=Q52/7(WLX)A`PEEE6/RB>5!(^8GTP0?Q`[T`
M:U%48[Z1G1V@5;61MB2>9EL]B5QP#VY)Y''HRXU&:+4&M$M58B!ID=Y=H;!4
M$=#C[W7VH`T:*R[;5S)HDFISV^Q$5G"QOOW*.X.!UJ!_$!C#*]J!)&Y5P)<J
M?E5L*<?,Q##`XZ&@#;HJ&UF:XC,ACV(6.S)R67LWMG^6*FH`****`"BBB@`H
MHHH`****`"BBB@`K/UR18M/$CG"I<0,3Z`2I6A61XH_Y`4W_`%TB_P#1BTUJ
MQ-V1-_;FG?\`/Q_XXW^%']N:=_S\?^.-_A7'45U>PB<7UF9V/]N:=_S\?^.-
M_A1_;FG?\_'_`(XW^%<=11["(?69G8_VYIW_`#\?^.-_A1_;FG?\_'_CC?X5
MQU%'L(A]9F=9<ZQI\L043J2'1N4/9@>ZGT_^N.HE_MS3O^?C_P`<;_"N.HH]
MA$/K,SL?[<T[_GX_\<;_``H_MS3O^?C_`,<;_"N.HH]A$/K,SL?[<T[_`)^/
M_'&_PH_MS3O^?C_QQO\`"N.HH]A$/K,SL?[<T[_GX_\`'&_PJ*'6-/26=C.H
M$CAAA#S\JCGY1Z=\_7L.3HH]A$/K,SL?[<T[_GX_\<;_``H_MS3O^?C_`,<;
M_"N.HH]A$/K,SL?[<T[_`)^/_'&_PH_MS3O^?C_QQO\`"N.HH]A$/K,SN[6Z
MAO(S);OO4':3@CG\?K1>!3"H8H!YL9^<@#.\8Z@\^G?.,$'D9OA?_D'2?]=3
M_(5I7C;85.[;^]C&<X_C'N/Y_@>AYIJTFCKA+FBFR>BBBI+"BBB@`HHHH`@<
M+]OB.4W")P`2-V,IT&,XZ9Y`Z9!XQ/4#M_I\2[NL3G&>O*=L^_H>O49P9Z`"
MBBB@`HHHH`*@MPHFNB"A)E!.T@D'8O7`&#]<G&.<8`GJ"W;,UT-V<2@8SG'R
M+[G'Y#Z=R`3T444`%5M0_P"/*3Z59JMJ'_'E)]*`,ZSZ5?K/L^E7ZT,RY111
M69H%-?A"?:G4C<@T`>'`G9R>9'+'^0_K3EHG54NI$4Y56*@^H!I?XC[U:$R)
M?EF?%/Z_,.HJ+/[QZE3M0`Y^1D=#766TQN?!T)8Y,4NP_@?\#7)=,I^(K<T*
M<MI-_;'HI20?G@_TJX?$A#XG,4B2#JC!A^!J]XXC_>6<P[[DS]1G^E9YK6\6
MKYN@6MQ_<*/^8Q_6MJRV$<@<FH^A-//WJ8WWFK`#UWPY-Y_A^P?OY*J?P&/Z
M5IUSW@:83>&X5[Q.R'\\_P!:Z&LV6%%%%(`K`\;,%\-SJ?XV5?US_2M^N3^(
M<NS1X5SUES^0/^-`'!2_+`%'9OF^IIUI(J13LPR=FT8]S4+M\NW^\Y/Z4B,$
M=`V,9R01D&JCJP>Q<LU'VN/)4%6W8R3^'Z9IE_,;B[DE)[X'T%);OY<S,`?D
MC/T!/3%5Y&V+_GFG+<F.PG5OI4Z]*AC'K4XZ4(9!<?\`+/\`WJ<3R*;<]$/H
MPI)#C%`%Q.:](\(W/VC081_%"3&?PY'Z$5YK%RM=QX!ES;WD/HZO^8Q_2DP.
MMHHHJ1G"_$^4BTL8<\%V?'T`']37GH^ZU=U\33FYLU](V/YL/\*X3HIJUL)A
M2YI!2XJEJA$MNQ^9>S8S^%7HC^[9?PK.B.)![\5>B.1FLJO0ZL.]QLSDQ0P^
MC%C3,4$9F8CH!C-+6L7=(YYJTF)BD;@'VIU1S'$9JB!W>O3?`+AO#BJ.J2N#
M_/\`K7F(Z*?:NY^&UP_^G6Q^X-L@]CR#_(5$MAH[FEI*6LR@HHHH`2O/_B+<
MF34;2VZB-=Y'U/\`]85Z!7E/C6Y\_P`2SA3_`*LB+_QT?U-`&/,27QZ`#]*W
M?"4`;47E(_U,?ZG_`":PI3NG8^K'C\:ZWP_$+?P_-<XP\FXY^G`JX[@R%9/,
M9VY^=R?S-)XKGVV]I:J>HWG^G]:;;@>=&O0,0*S==NOM6K3L#E4.Q?H/_KU,
M'HV=.(^RC-IZCH?>HVY&*F'3`'I5(YA.A)]!2+D+GN2323<0,<]J(SD"@1)_
M"/I7<?#Z]+V]S9,?]6WF+]#U_7^=</U`^E;O@JX,/B*)`>)D9#^6?Z4,#TRB
MDHJ!BTE%%`!1110`4444""BBDI@+2444`%%%)0`D7W/^!'^9J*]LUO1$DDCK
M&C[V",5+8!QR"".>>/05+%]S_@1_F:DI#,6;3YK-/]!\Z3)D50"&V*^TMDNP
MR=P)SSUZ&FIX>Q]ZXR#%MP=YVOY?E[@-VWIZKGD\UN44`4+C3VDN1<Q3*DJ[
M=F^/<H(#CD9&<ASW%,M;28:M-<2#;&(PHZ`22<!G`!..%4#//6M*B@"DUI.E
MS)):SQQI,X>57B+DD`+\IW#'"CL::NEQ+;11C;YL:QH9=O+!&#`?I^M7Z*`*
M,=C(KHC3JUK&V](_+PV>P+9Y`[<`\#GU6YL7EO1=13^4ZP-$/D#=64Y_\=QC
MWJ[10!E)H\BV<MM]K(6X\PS&./;EF`&5Y^4#'3G.:6TT@VUL\"S*$EE#R+'%
ML3;@`JJY^7..>O4^M:E%`%#3--_L_P`S][OWX'"[>F>3SRQSR>^!5^BB@`HH
MHH`****`"BBB@`HHHH`****`"LGQ,K/HDJJ"S&6(``9)/F+6M5'6/^/./_KY
MM_\`T<E"T$U?0Y/[!>?\^D__`'[/^%'V"\_Y])_^_9_PKNJ*Z/;OL<WU9=SA
M?L%Y_P`^D_\`W[/^%'V"\_Y])_\`OV?\*[JBCV[[!]67<X7[!>?\^D__`'[/
M^%'V"\_Y])_^_9_PKNJ*/;OL'U9=S@WL[J-<O;3*"0,E".2<`?B2!3OL%Y_S
MZ3_]^S_A7:7+.L0*%@=Z#@=MPSV/;/;\1U$U'MWV#ZLNYPOV"\_Y])_^_9_P
MH^P7G_/I/_W[/^%=U11[=]@^K+N<+]@O/^?2?_OV?\*/L%Y_SZ3_`/?L_P"%
M=U11[=]@^K+N<+]@O/\`GTG_`._9_P`*:MG=.S!;:9BAPP"'Y3@'!_`@_C7>
M5#"SF6<,6P'`7([;5Z<#OGN?KV![=]@^K+N<7]@O/^?2?_OV?\*/L%Y_SZ3_
M`/?L_P"%=U11[=]@^K+N<+]@O/\`GTG_`._9_P`*/L%Y_P`^D_\`W[/^%=U1
M1[=]@^K+N9/AR&6&P=9HWC8RDX92#C`J_>-MA4[MO[V,9SC^,>X_G^!Z&>H;
MEG6(%"P.]!P.VX9['MGM^(ZC"3YG<Z(QY58FHHHI%!1110`4444`0.W^GQ+N
MZQ.<9Z\IVS[^AZ]1G!GJ%F?[7&H+;"C$C'&<KCM]>X[\'M-0`4444`%%%%`!
M4%NV9KH;LXE`QG./D7W./R'T[F>H86<RSABV`X"Y';:O3@=\]S]>P`)J***`
M"JVH?\>4GTJS5;4/^/*3Z4`9MGTJ_5"SZ5?K0S+E%%%9F@54U28VVEW4PX,<
M+L/J`:MUE>)R1X<U`KU\EA0!Y`@).>V>M2&FEE0!,\KR?<T%UVDYZ5HA,A4Y
M=_K4R_>J"(Y9C4R]:2`67/4=1TJ]H\_ES.HZ2QE3^'(_E5)J6RE\BZ4'IGBJ
M3LQ&ZU;&I'[3X)W'JL>/^^3_`/6K(/2MFS7[3X5NX1U7>N/J,_UKIJJZ$SBU
MY53ZBHR/F-+;G=&/;BDS\S'WKE&>@_#F7.G7<7]R4-^8_P#K5U]<'\.)<7-[
M%GAD5OR)']:[RH>XT+1112&%<1\2Y56VLD/4ESC\J[:O,_B'.UQKR6X/RPQ*
M/Q//^%`',RG:(VS][FGH<3)G.`.<5#.V8XQ_LTZ-BTP.,G;^M5'<4MBV&'ED
MXY)QG.<@?Y'Y55E):X5>PJ<XP-IZ\],5#UN<^E-@B5.M3#I40^4YI^>*`(KD
M_(/9A4;'=,![5)<#,+?2H;<B1RYZBD,OQ<<5U/@64IJTT?9XB?R(KE(F!;`-
M=/X)&==)](6_F*&(]`HHHJ1GG7Q,S]MM_3R1_P"A&N')^4BN]^)R$/9R8X92
MOY'_`.O7`GI5K80`T\'BHQS3UHBP8I4CFM"T_>`<_A5('(P:E@D,(8#G<,"G
M.-T72GRRNQZ\Y;^\<THHI15K0S;N[B&HI_\`5'ZBI6J"X^X![TGL`\?<'TKM
M/AJP^U7Z]RB$?@3_`(BN+_A`KKOAOG^U[KT\CG_OH4I;`MST2EHHK(H****`
M$KQ/79C)K]^_7_27/Y-7ME>$W[^9J5S)_?F8_FU`$Z\R,?0FNV*BW\+0H>"T
M:_F3FN*C7+2X')8"NWUL>78VL`[?T&*M;,J"O-(P9Y_(V'/*N&'\_P"E9#YW
M9/)/7WJY?-OP/0BJ<G)!]:B&QKB'>0*N:D&<48H%6<Y'<#_1V^E)$<1;J=,/
MW#_0U$#^Y11WQ0!83[@K3\--Y?B*Q;_IIC\P1_6LU>%'TJUI3F/5K-Q_#,A_
M\>%`'KM%%%0,****!!1244P"BBB@`HHI*`%I***`"BBB@!(ON?\``C_,T3SQ
MV\9DE)"].%+$GT`')/THB^Y_P(_S-07T<C&WFB3S#;RF0QC&6&QEP">`?FS^
M%(9/!,D\0DCW;3V="I_$$`BI*Q=0@N;Z,O\`8G$C1LD.]D)MWYQ(>?IRN2,4
M)H\;W)>XM8G#M,TA8`[B7!0GUP,X]*`-JBL*+27EDCEO+=))"Z>:S8)9!"`0
M?4;^WXU&=.O?MMM^[401L-C*JEH@LC'`.X;05VC@-D9!Q0!T--1PZY`8#)'S
M*1T.._\`DUBV^F"VBM1)IXN,(NX#8?+E[N<GGL,C)&.*CFT^Z,\#?9B3'-O2
M1/+RH,Q9LLWS`;<<+[@T`;#7MLL,$K2@1SLJQL>-Q/0?C3)]2M;>5HI'8RKM
MRB1L[?-G'"@_W3^5518/)I^G6\T8(BP)1D<#RV'\R.E5;C3+F"=98#/*P*,\
ML9C\QV`D!/S?+_$H^G3I0!IG4K411R!I&$F=H2)V;@X.5`R,'@Y'!J2:\MX)
M88I9`KSG$8P?F.,UF):W$-JF+:Z,P>1D=9(Q(FXY._G:<GL,C@<5:OK>XF_L
MY@@=X9Q)+M(``V,"1GW(H`GL]1M+YG6VF$A3!/!'!Z$9ZCW'%$FHVD4LL3S#
MS(55G4`D@,<#IU)/;K6=IWV_SYKJZT^1+B4JG,B%4C!.`,'G&23W.>*KVFCW
MD%]=/=>7=1R6XRR`HTD@=F'.[@C(YX'3&,4`;L-S#<?ZF0."JOE>1@].:FK(
MTJSO+&Z:(A/LFS/R@#YL+C'?C##GL%QWK7H`****`"BBB@`HHHH`****`"LC
MQ1_R`IO^ND7_`*,6M>LCQ1_R`IO^ND7_`*,6FMQ2V9RE%%%>@>4%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`'0^%/^7K_@'_`+-70USWA3_EZ_X!_P"S
M5T-<57XV>A0_AH*@O%W0J-N[][&<8S_&/8_R_$=1/4%X%,*AB@'FQGYR`,[Q
MCJ#SZ=\XP0>1F;$]%%%`!1110`4444`0.O\`I\3;>D3C..G*=\>WJ.G0XR)Z
M@<+]OB.4W")P`2-V,IT&,XZ9Y`Z9!XQ/0`4444`%%%%`!4%NN)KH[<9E!SC&
M?D7V&?S/U[">H+<*)KH@H2903M()!V+UP!@_7)QCG&``">BBB@`JMJ'_`!Y2
M?2K-5M0_X\I/I0!F6?2K]4+/I5^M3(NT445D:A7/>-[J:WT!XX$!:X<1$GHH
M())_2NAK,\16XN="O$*Y*QEU^J\C^5`'CIB`.`V3Z]JBE4J,#H:E`&>22*)6
M!3'O5]!$4'>IQQ4*@QGID'O4H.120#^U0N#N!'4=*F%3:7"+G5;:(C(,@S]!
MR?Y50&S@@8/4<&MCPX^Y+V`],*P_4&LV[C,5S(K#'S''YU;\/L4U*7^ZT)!/
MIR,5USUB3T.31/+=T_NN1^M1%BKM]35Z_3R]3N5'3SF_4Y_K6>QS*Z]\UR#.
MP^'9SJ]SC_GA_P"S"O0Z\Z^'D@36IHB!\\!P?H1_C7HM0]QH6BBBD,2O*/&4
MH;Q#J3@]-B#_`+Y&?ZUZO7BGB"Y-QJ]UM.5\YSGU.30!4E&=B]\`?I5B`;&=
M@3@;<X."/\YJ/&;S'8&I1Q&S!ER22,C/?&/2KCN*6PYEPHV]NU1Y"G=ZU.>E
M5UQ)<D'H@H8#XP6.YAQV%2_6D)`I#DT`)*08V'L:J0`-A5/)ZU:G^6!O<576
M$K\PX;/%("U$H5ASS75>"<G7,CIY+9_2N94;@#7;^`[7Y+F[8<G$:G]3_2A@
M=?2T45(SE?B)9FX\/^<HRUO(&_`\'^E>5-7O%Y;1WEI-;2C*2H4/XUXGJ^FS
M:5J4UG/]Z,\-CAAV(IWTL!4%**=(FQ^.F,TVK6@F2*:D7EQZ#FH5R3@"K-LW
MER/P#E<'/O5$CZ!0!0*8"-TJ*493GUJ5AD4SKP10``\8/X&N\^&]FRPW=ZWW
M7(C7\.3_`#%<+;0233I!"A:21@JKZDU['H^G1Z5ID-I'_`OS'^\QZG\ZB3T&
MB[2TE+6904444`07DWV:RGGX_=QL_/L,UX4N9)QGJS#^=>T^)'V>'=1;./\`
M1W_E7B]N,W$?LP-`&AIO[[4(EZAYQ_.NL\1R_P"EQ(/X$W?F?_K5ROAWG4[<
MGM,IK?UV3.H/ST51^E4W[AK15ZB,.X.91[Y-5VYD'M4LIS*?8"F`9-*.Q-5W
MFQ]*:3M^%*W?ZU1F,DYC8>H-5K9M[KGL*FG)V-M]*@M&VKZG/2CJ!=SP/I3X
M6*3QN#RK@C\Z8.0*?&,SQCU8?SH`]C!R*6D'2BH`****8!1244`%%%%`!111
M0`4444`%%%%`"1?<_P"!'^9J2HXON?\``C_,U)2&%%%%`!1110`4444`%%%)
M0`M%%)0`M%%%`!124M`!1110`4444`%%%%`!1110`50UI5>Q16`93<P`@C((
M\Y*OUE>))&BT9Y$.&26%@?0B5:$)Z%S[!9_\^D'_`'['^%'V"S_Y](/^_8_P
MKEO[<U'_`)^/_'%_PH_MS4?^?C_QQ?\`"NCV4^YS>WI]CJ?L%G_SZ0?]^Q_A
M1]@L_P#GT@_[]C_"N6_MS4?^?C_QQ?\`"C^W-1_Y^/\`QQ?\*/93[A[>GV.I
M^P6?_/I!_P!^Q_A1]@L_^?2#_OV/\*Y;^W-1_P"?C_QQ?\*/[<U'_GX_\<7_
M``H]E/N'MZ?8Z*\LK-85/V:!?WL8SL`_C'N/Y_@>AG^P6?\`SZ0?]^Q_A7*O
MK.H.N#<L!D'A0.ASV'_ZZ7^W-1_Y^/\`QQ?\*/93[A[>GV.I^P6?_/I!_P!^
MQ_A1]@L_^?2#_OV/\*Y;^W-1_P"?C_QQ?\*/[<U'_GX_\<7_``H]E/N'MZ?8
MZG[!9_\`/I!_W['^%'V"S_Y](/\`OV/\*Y;^W-1_Y^/_`!Q?\*/[<U'_`)^/
M_'%_PH]E/N'MZ?8ZG[!9_P#/I!_W['^%06]E9F:Z'V:`XE`QL!Q\B^YQ^0^G
M<\[_`&YJ/_/Q_P".+_A2+K.H*S$7+98Y.5![`<<<=.U'LI]P]O3['5?8+/\`
MY](/^_8_PH^P6?\`SZ0?]^Q_A7+?VYJ/_/Q_XXO^%']N:C_S\?\`CB_X4>RG
MW#V]/L=;%;PP9\F&./=UV*!G\JEHHKG.K8*@O&VPJ=VW][&,YQ_&/<?S_`]#
M/4%XVV%3NV_O8QG./XQ[C^?X'H0">BBB@`HHHH`****`(';_`$^)=W6)SC/7
ME.V??T/7J,X,]0.W^GQ+NZQ.<9Z\IVS[^AZ]1G!GH`****`"BBB@`J"W;,UT
M-V<2@8SG'R+[G'Y#Z=S/4%NV9KH;LXE`QG./D7W./R'T[D`GHHHH`*K:A_QY
M2?2K-5=1_P"/*3Z4(#-L^E7ZS[/I5^M3(O4445D:A364,I5AD'@BG4E`'D?B
MO34TO6I(8@5A(#(/0'_)K&ESY?08'-=?\18I#K,,IQY8@4+[G<U<CC.5%4@'
M*`RYR,4PC;QVIL)"'8X^E6C]WIVXH0B$-P<U)9S>3-YOS9'`*G!S3#&!DDY-
M+$GRC(IH"_/<;YY)A=;FW90L6.%]",5GWUW)/,'&4"C``-/D4!1[FH'7*FG=
MVL!/:.TB%G8LV[J3DU'(-MPQ]:=8_P"J?ZBDF&+KGG<*0'5_#]-^N.X'W8&S
M^8KT>O.?A]<"'6I(&'^NB.UOISC\OY5Z-4O<$+1112&0W4PM[2:8](T9S^`S
M7A:9DN`3R6;^M>Q>++@6_AJ^<G&Z/8/Q./ZUY!`/](CSZT`2+_Q]D^YI2X6T
M7).3GZ<TQ>99.W!J"20N%'0*,8S5)V$U<T0=R@^HS5>W_P!?(:EB.Z!?I4-M
M_KWH`L]6`_&GA?>F,`V,#D=_2H\LYV1L<9^9\_RI@1S'SG958@+UJ>)?W8W'
M/OBF)$%9<=<G/TJ9%V/C^$_I0!)&,``"O5-!LOL&D6\!7#[=S_[QY/\`A^%<
M=X-TH7E^;B5<Q6^".."W;_'\J]!J6QBT444@$KF/&WAY=7LA=1,L=Q;*3ENC
M+U()KJ*R_$S,OAW4"G7R&_E0!XP_WCCH.*`/44@-/R`2:U1(\$(N:=%G<2W4
MC-,12S;FJ13^^X_NTP)`:*:<YSC%._E3$)WI*?GK]:0_2@#L?`&D&25]4GC^
M5/DASW/<_P!/SKO:R?"H<>&[$.NT^5T]L\?IBM>L6[LI!1112&%%%%`&=X@A
M\_0+^+^]`_\`*O%[9?WK9_A4_P"']:]VFC$L3QL,JZE3]#7B"IY;S>N[;_6F
M!-H;;-5C]-X-;6JL6OG.>H'\A6!9GR]05AVYK;NR))V<=\4I?";4/C,R3_6M
M2#J/K4DPQ)]13!51V,ZGQ,!T_"E;I2=J"0*9`U@,'/2JEJ#N+=A5F0;E;=W_
M`$JM;MA=O3KS28%X$'I5FPC\W4;6/^]*@_454103D>HK4\/1F37[%1_SU5OR
MY_I3`]4HI**D`HHHH`****`"BBB@`HHHH`****`"BDHH`(?N?\"/\S67XA,*
MI9FXCM)(_/.5NW"1_<;J2#_*M2'[G_`C_,U)2&8333<&SN$A@2.`)';A&B^=
MRK8.W)`&,8QT_"HM0U*\L\P+*[.KNJ3/Y2AV"H55BV!@[CPO)`X[UT5%`&*9
M[C#//?/!$\TB!PB?N]K$*.5/7W]`!R>8;>>YN9;,+<M&T\,)DFCB0,WR2GN#
MW`..W/K6U<6T=R@60R``Y!CD9#^:D&GQQI#$D<:A$0!54=`!T%`&&=0N&CM9
M)+LP2-Y&(E12)@Q4,>1GN1P1CC/6KEX]\_V>,R"T9YF4M"PD)4(Q'WEP.0.W
MXU;ELH)ITFD#LR$$#S&"Y!R"5S@D'GD58H`YUK^ZCM5,UZ5,T44@E8I&L;,'
M)!8J0%^4`9!.3UYIAO+NZM&E9VD$?DD1(%Q(WG$9W8'7:/05TM%`&!-JERCV
MRDNKN3D9C52^[!C.X@X'^SR>#3P2/#NI*]TTSH9PQ?!*<G@A0.V#CW^E;E%`
M&&]\ZH`FH;K4RA7O?D^0;6)&<;?O!1R/XL=:%NKQI!*;APJ"'Y`B[9`TC*6/
M&>1@\$8K<HH`YU[MGN=_]H(DZP2ET?:!;G<G&<<?\"SZ].*EU1EN?#\$^YY"
M)865V(R?WBC/R\'@GIQ6[10!SOVK3?\`A)'=+B.&2V#F=F?YI3MY7']U0,_4
M<=ZAEMHYVU3RY'55N8Y$"\ERT2X`R>N6R/0X/:NHHH`R]%N&E-S%)&5FCD/F
M.?XFR1^'W1@?W2OK6I110`4444`%%%%`!61XH_Y`4W_72+_T8M:]9NO1+-IO
ME,2%>>!3CK@RI36XGJCCZ*ZG_A&K/_GK/_WT/\*/^$:L_P#GK/\`]]#_``KK
M]M$X?J\SEJ*ZG_A&K/\`YZS_`/?0_P`*/^$:L_\`GK/_`-]#_"CVT0^KS.6H
MKJ?^$:L_^>L__?0_PH_X1JS_`.>L_P#WT/\`"CVT0^KS.6HKI9O#UI&@96G8
MEE7&[L2`3PI]?IZD#FI/^$:L_P#GK/\`]]#_``H]M$/J\SEJ*ZG_`(1JS_YZ
MS_\`?0_PH_X1JS_YZS_]]#_"CVT0^KS.6HKJ?^$:L_\`GK/_`-]#_"C_`(1J
MS_YZS_\`?0_PH]M$/J\SEJ*ZG_A&K/\`YZS_`/?0_P`*CC\/6CO*I:<!&V@[
MNHP#GE1Z]LCCKG(![:(?5YG-45U/_"-6?_/6?_OH?X4?\(U9_P#/6?\`[Z'^
M%'MHA]7F;-%%%<9WA4-RSK$"A8'>@X';<,]CVSV_$=1-4%XNZ%1MW?O8SC&?
MXQ['^7XCJ`">BBB@`HHHH`****`(69_M<:@ML*,2,<9RN.WU[COP>TU0.O\`
MI\3;>D3C..G*=\>WJ.G0XR)Z`"BBB@`HHHH`*AA9S+.&+8#@+D=MJ].!WSW/
MU[":H+=<371VXS*#G&,_(OL,_F?KV`!/1110`55U'_CRD^E6JJZC_P`>4GTH
M0,S+/I5^J%ITJ_6ID7J***R-0HHHH`Y#XA6;RZ=#<H`1$VUN.<'IS]0/SKS@
MY4%@.AYKVS4;*/4+":TESLE7!([>A_.O+]3\)ZK807%S.(UMHL9*OG<"1T'U
M]:8&.%1QN]:E#`#&*JPR>6VT_=)_*K74XJD('4%3B@87K2'K@4;<4Q#2,D,:
MBE.%]S4S=A4,QYSZ4,$.L#\L@^E)<G_25^E)8G$CCU6KMMIYOKHDL55<#(&<
MU-TEJ4HMNR-;P5_R,MKCT?\`]`->HUY_X7TB2WUZ*>%_,6+(D!&-H*D9]^M>
M@4F[A:VC%HHHI`<WXZ;;H&,9S*H_F:\KB8F[!/7G^5>G_$!]NC1+ZS`_D#7E
M]OS<9^M`$BCF0_[)JL!QFK)XCD/?&*@09`H`MVO,)'H34$;!92??%26K8<J>
MC?SITT7SAE`]ZH!SY(V[6.?2GP1O/<QP1+EF(`4?H*8)&"XQSVK4\/VZMJ<*
MNVUF).[/W2`2#^E`)7&7>F7FGOBZ@:/)X;J#^-1QHTDBH@RS$`#U-;=]XIN+
MFUEM!!&P8%?-<<X['%;?AOPI%;QV=]<22/,!O*.!@9''XCK1<1OZ/I\>F:=%
M:IU498^K'J:NT4M2,****`"LSQ)SX>U#_K@W\JTZRO$YQX<U#'_/%J`/&.].
M49--[U)&,FMD2R4<"FH?WX^AI6.*:G^M4_6AB)S0M%'0TP%Q2&EI":`/7]`3
M9H-@N<XMTY_X"*OU0T#(T&PSU^SI_P"@BK]8%BTE%%`!1110(*\3N5VW=P,=
M)7_GBO;*\9U<*NL7P3[HN),?]]&F,SI6*,64X/;%:NG7'VF`H[9D7K[BLJ9<
M(<=,YID$[V\JR1G!'ZTFKETY<DKFG<R`3B/&2.I]*:.OY50^U2%]S$$DY)QS
M5T.#R!FG'84Y<SN.)X_.HS*!*5[X&*4N-I/I44`\QS*PZ<#VJB!9&Y*$G<>P
MIXC"QXQQZ4V&+-PZL0#D$,>G-69(WC8QNA5AV-`$4:E3D'Y:Z_P'8&6\FOW7
MY(AL0G^\>OY#^=<O##)<2QP0(6DD8*JCN37J6AZ:FE:9';*<L/F=O5CU_P`^
MU)@:%%%%(`HHHH`****`"BBB@`HI**`"BBDH`6DHHH`6'_5_B?YFI*CA_P!7
M^)_F:I:S<R6L,4L1Y5F)'9L1N<'VR!2&:-%9$FISV3L+WRG1`&9HD*XW!MHP
M2>ZX]RPIJZG=_:C`8U9X]J2*L$FTL4#%O,^ZHR>AR?>@#9HK(@N;R6[M5>:(
M'9+YR>25Y!7C&XX//7)'YU#;:CJ+)%),UJ5*P.P2-@2)&Q@$L<8Y.><^@H`W
M:*Q$U:YG1C$@7<Z*C26[JJ9<*022-QP<\8J2&ZO9+R(ED9$CF$D<<>#(R.%&
M"6P,^_OSW`!KT5CW^IW,*RO&L4`@A65H[@99BQ8`95L#[OOG/:DDO[[RMT?E
M-(9)=J+"6^1&VDDEU'I^?`-`&S16%_:4\R6MYE4MS(?W(!WG$;'KGGZ8]#FK
M-AJ4T\5P\L3,L<8D5A`\6[.?E`;J1@<C@YZ4`:E%9OGWI$48FM?,GRR/Y3%5
M7&<8W?,??([\<56&JW;07,X%NL<3I&`P/+$KELY^[R?T_$`VZ*QUOKZ2[:Q5
M[=9XR^Z9HF*$*L9P%W9!_>#^(_=/KQ'#JMW=6GGPB-3(R+#$(B[$F,.<DNHZ
M$]QTH`W**Y^/5;O;/=.5\L)&BQB%F*N9&0G@G/(S@=>!GN;,]Y</HS39,<JR
MHH=HVB#?.O.UN0#Z?6@#7HK'6^OI+MK%7MUGC+[IFB8H0JQG`7=D']X/XC]T
M^O$=MK%S-&ET4C^SN0!$%.\9A$GWLX/<8Q0!N45B_:-0%Q-LDAE<Q1,JHI(4
M%GR=I;DX'7(SCIQ@NU*9I++3KF&Y<![B#F(E5D5F7.1UQCM[T`;%%<YKU[+'
M=C[//)M2$.#&^%C._&YAGYQVVC/0\<T7%U/I]]+]KN9'MR_F'RR25`WOCMCY
M1R!V3U?%`'1UE^(I6ATAI5`+)-"PSTR)4K3K)\4?\@*;_KI%_P"C%IK<3V,W
M_A);S_GE!_WR?\:/^$EO/^>4'_?)_P`:QJ*[?9Q['G>UGW.WTRY>\L(IY`H9
M\Y"]."1_2K=9V@?\@>#_`(%_Z$:T:XY*TF>A!WBF%%%%2407@4PJ&*`>;&?G
M(`SO&.H//IWSC!!Y$]07C;85.[;^]C&<X_C'N/Y_@>AGH`****`"BBB@`J"W
M"B:Z(*$F4$[2"0=B]<`8/UR<8YQ@">H+=LS70W9Q*!C.<?(ON<?D/IW(!/11
M10`4444`%07@4PJ&*`>;&?G(`SO&.H//IWSC!!Y$]07C;85.[;^]C&<X_C'N
M/Y_@>A`)Z***`"BBB@`HHHH`@<+]OB.4W")P`2-V,IT&,XZ9Y`Z9!XQ/4#M_
MI\2[NL3G&>O*=L^_H>O49P9Z`"BBB@`HHHH`*@MPHFNB"A)E!.T@D'8O7`&#
M]<G&.<8`GJ"W;,UT-V<2@8SG'R+[G'Y#Z=R`3T444`%5=1_X\I/I5JJNH_\`
M'E)]*$#,RTZ5>JA9U?K4R+]%%%9&H4444`%8WBT!O#5Z",@JO_H0K9K(\5MM
M\-7Q_P"F?]10!X^R@D@J0?45-&CG!;%-`Z5.I^7%:(3`#`I.].---`AIY;/I
M4$G)QZU(A)9R?7%-(R_TI`1VQVW./7(KI=*^2UC8X&]R,^]<P<K,&'KDUW&C
MVL)T*0W"J'5=\6X\[B>,5G/:QO2=F=3X<X@F7T8']/\`ZU;%9/A]"()'/&2%
M`^@_^O6M2CL34^)BT4451!B^)[*&]TY5GW860$;?H:\YU&SLX)-ULA4].M>D
MZY,`JP@\D;C]*\[U,;OG0$J<L<=N<5%_>-%'W;F-/Q`_N<57C/:IKMOD4>^:
MKKQS5F9,W"_C5E)/-CR/O#K5<C<F.]"1,&SDCZ&F@+<:!1FIAR01Q42#`&23
M]:E4=*H1I:):&[URRCV%D+Y?`Z*.>?RQ^->IUQG@%`9;V0CD*@!^N?\`"NSJ
M6,6BBBD`4444`)6;XD&?#VH?]<&_E6G5/5K9[W2[JUC(#RQ,BD],D4`>'G[Q
MJ6/@4R1=LK*>H.*>.P]:V1+`\T[IM/H:`,&FR$^62/6AB+%!ID<JNHY&?2GY
M]Q3`!010,>HI\:EYD1>2S`"@#V2Q3R[&WCQC;&HQ^%3TBC``I:P*"BBB@`HH
MHH`*\@\0V,^GZS<QS@9=S(I'1E8D@UZ]7.>,]%;5--66W3=<6YW*`,EE[C^O
MX4P/+IAF/'J:K5;8?,J^^:@VXDQ0,CJY;L7B^4_,GZU`Z#&1389#%(#V[T`7
M0V[@BI(U"K@4W`?#KW[T[GUQ5")!C'0?XULZ5;PWFG3^>-_D],GD#&>#V[\=
M*Q%SC!J_I1F>\CM(SA;B1%?Z!L_XT,:M?4[;0/"Z:3>27,DPF?&V/C&T=S]:
MZ&BBI$%%%%`!1124`+1244`%%%)0`M)110`4444P"BBB@0L/^K_$_P`S2R1Q
MRKMD17'HPSVQ_(FDA_U?XG^9J2I*(VAB?.Z-&SC.5!S@Y'Y&F26=K+.)Y+:%
MYE&T2,@+`>F>O<_G4]%`$"65K'''&EM"J1'=&HC`"'U`['DT\00@8$2`8`QM
M'0=/R[5)10!"MI;)([K;Q*\C!G8(`6(Z$GN:4V\!=',,>]"61MHRI/4CTSWJ
M6B@"G>:?'>RQM*[;4ZH%4AOQ()'X$5++9VLZJLUM#(JMN4.@(!]1[U/10!`M
MG:K,LRVT(E4`*X0;@`,``_2E@M;>VW_9X(HMYRWEH%W'U..M344`5O[.LO*>
M+[';^6[;G3REPQ]2,<FEGLX)X6B9`$9E9@`.=I!&?R`^E6**`*QT^R:V6V-G
M;F!3D1&)=H/KC&*?+:V\\;1S6\4B,=S*Z`@GU(/T%344`5_L-I@C[+!@H8_]
M6/NDY*_3/:G):6T=O]G2WB6#_GF$`7KGITZU-10!6.GV36RVQL[<P*<B(Q+M
M!]<8Q4WE1YSY:YW;LX[XQGZXXI]%`%7^S;'RW3[%;;)#EU\I<,>O(QS4S0Q,
MBHT:%4(*J5&`1T(^E244`0?8K7]W_HT/[MBR?NQ\I)R2/0YISV\$@(>&-@6#
MD%0<L.A^O`Y]JEHH`*R_$433:0T2D!GFA49Z9,J5J5FZ]*L.F^:P)5)X&..N
M!*E-;B>QD?\`"-7G_/6#_OH_X4?\(U>?\]8/^^C_`(5H?\)+9_\`/*?_`+Y'
M^-36FMVUY<I!&DH9\X+`8X&?7VK=SJKH<JA1>ERQIEL]G8102%2R9R5Z<DG^
MM6Z**P;N[G4E96"BBBD,@O&VPJ=VW][&,YQ_&/<?S_`]#/4-RSK$"A8'>@X'
M;<,]CVSV_$=1-0`4444`%%%%`!4%NV9KH;LXE`QG./D7W./R'T[F>H86<RSA
MBV`X"Y';:O3@=\]S]>P`)J***`"BBB@`J"\;;"IW;?WL8SG'\8]Q_/\``]#/
M4-RSK$"A8'>@X';<,]CVSV_$=0`34444`%%%%`!1110!`[?Z?$N[K$YQGKRG
M;/OZ'KU&<&>H69_M<:@ML*,2,<9RN.WU[COP>TU`!1110`4444`%06[9FNAN
MSB4#&<X^1?<X_(?3N9ZAA9S+.&+8#@+D=MJ].!WSW/U[``FHHHH`*JZC_P`>
M4GTJU574?^/&3Z4(&9=G5^J%ITJ]6IB:%%%%9&P4444`%<[XZG$/AJ9>\KJ@
M_//]*Z&N.^)$F-/LXO[TI;\A_P#7H0'GW=14R\5".7QZ"I@,UHA#B:8:<1BF
M,>*!#5``--'<TX=*0#Y10!T/@K2XM2U&ZCN%W0_9V5OQ(`KJ$\,2->*TIA\J
M!52)@HW%0`,GWJE\-HAY%_+W+HOY`G^M=K6<M2XR<=B.WA2WA6),X7U[U+24
MM`@HHHH`Q]<A!\N7'4%#^/2N4T&QMKZ0V]U)L4JR.F[:WW@1C\17?RQ)+&4=
M05/8USTGAGS+U)_,CPLF2&0-N'T-2UK<U4ERV9YMK=JMIK%W;)G9#*R)GK@'
MBJ!KH/&,7E>)[T8^\P8?BH-8#]:LR)U.44^U2IR:B@YB'L:E'%"`E6I5ZCZU
M$M3"J$=OX!7_`$>\;U91^AKK:YKP)%MTB63^_+C\@*Z6H8Q:***`"BBB@`I*
M6B@#Q#683!K%W$1C;,X_\>-0Q`$-D`_6M3QA"8?$=X".LI;\^?ZUF0_=/UK6
M)+(ID"XQ0?\`CW/UIUQT%)M+1!5!+,<`#O0T`J!<#@4\`#H*CCR/E8<CBI::
M$/6GQMY<L;C^%@?UIB]:5AQ3`]M5@ZAE.01D&EJMIP(TVU#?>$*9_(59K`H*
M**2F`4444`%&:2B@#ROQ?IL>F^(BL("Q2IYJH!@+DX('Y5@R+AE>NT^(L6-2
MLIL<&(K^39_K7'L,KCZTQD;<)GM40CW2X[5(3^Z8'Z46XR"WKQ2`=$LL7W2&
M7^Z:M*3C)`!_.F+T_&G+_P#6JD(D'3]*M:7,;?5;.4'&V92?IG!JH/\`Z].#
M%'5AU4YH`]CHID3B2)''1E!'XTZI`7-%)10`44E%`!1113`****`"BBB@044
M44`%%)10`Z'_`%?XG^9JGJUXUFMOMN+>W$DFQI;@951M8_WE]/6KD/\`J_Q/
M\S45Y:?:O**SRP/$^]7CVYZ$?Q`CH34E%%-;CBMH)+D*1*S`2HRJI`8@,`S;
MB"!GC/XT^76``0L,D?[S:KR[=K`2!&(P<C&>^*631HG1E%Q.HD4K+MV_O,L6
MYRO'+$\8ZU)-I-M-&(Y-S("Q*G!!W.'(/'3(_*@!\M[_`*&MQ$ORM(BKN[JS
MA<C\#D4S^U(_G_<R\(TD9)4"55(!*DMQU'WL=:F%E$+86X+",.'49^[A@P`]
MLC\J@;2(6SF:;@8B^[^Y&X-\O'JJ]<]*`(EUVW>)9(X9I%VN[["C>6%QDDAL
M'A@>,U<@NQ<33QI&X\H[2[%<$_0'(_$#VS4":3"!-OFFD:975W8KD[@H)X`'
M\(J>*T$=U)<&61V90H5MN%'H,`$_B3[4`5[#4&DL)[B]\N/R)9$<IG;A&(SS
M]*HIK.H265S.ED-\5R8Q'@DA-@8;L=R2`3T&<G@&M!=*MPK1LSR0N\DCQ/@H
MY=MW(QV/3^M-M]%L[:*YB@3RX[AP\BJ`!C`&WI]WCI[F@":PO!>))(&3`;"J
MI^91CC=Z$]?H15NJEII\-G-/+%NW3')!/`Y9L#\68_CZ8JW0`4444`%%%%`!
M1110`4444`%%%%`!1110`5D>*/\`D!3?]=(O_1BUKUE>)(VET9XT&6>6%0/4
MF5::W$]CDJT-`_Y#$'_`O_031_8>H_\`/O\`^/K_`(U=TC2KVVU*&::':BYR
M=RGL1V-=DI1Y7J>?"$E):'2T445Q'HA1110!!>+NA4;=W[V,XQG^,>Q_E^(Z
MB>H+S9Y*^9T\V/\`N]=XQ][CKCW].<5/0`4444`%%%%`!4%NN)KH[<9E!SC&
M?D7V&?S/U[">H+?9YUULZ^:-WW>NQ?3GIC[W/X8H`GHHHH`****`"H+Q=T*C
M;N_>QG&,_P`8]C_+\1U$]07FSR5\SIYL?]WKO&/O<=<>_ISB@">BBB@`HHHH
M`****`('7_3XFV](G&<=.4[X]O4=.AQD3U`^S[?%G[_E/C[O3*9_VO3IQZ]J
MGH`****`"BBB@`J"W7$UT=N,R@YQC/R+[#/YGZ]A/4%OL\ZZV=?-&[[O78OI
MSTQ][G\,4`3T444`%5=1_P"/&7Z5:JKJ/_'C+]*$#,NTZ5>JA:=*O5L8FC11
M16)L%%%%`"5Y_P#$B?-]96_]R-G_`#./Z5Z!7F7Q&D_XGZC^[;J/U:F@.9AY
M+'WJP.U0P+A!^=3#[PJT(<U02MM7ZU,QJI<-EU7\:!$B_<I3VH4844AZT`>B
M_#E,:/<O_>N#^BK765SW@6+R_#<3?\])';]<?TKH:A[E(6BBBD`4444`%%%%
M`'FWQ%@V:S#*!_K81GZ@D?X5QK]:]%^)-L6M;.Y`^X[1G\1D?R-><OU-,"6W
M/R?0U./O56MCRR_C5D=:$!*G6I14:"I!5"/2O!JA?#L!'=F)_P"^C6Y6%X-;
M/AV#V9Q_X\:W:@84444`%%)10`M)110!YE\1;<Q:WYV.)HU;/N./Z"N;B&(Q
M7<?$N+,5E)_OC^5<.G^K7Z5K$ED5P<XKIO`FD+J.I"XF4&&TP^/5OX?Y$_A7
M,3\D5Z%\-,"SOO7>G\C1+8$</J]J;#6[RV88$<K`?3.1^F*B4UT'Q$M&@\1"
M<#Y;B)6!]QP?Y#\ZYM#GZT1V!E@=13OK3%?(QWIS9QSUJA'LUE(LUE;RI]UX
MU8?0BIJR_#,GF>';!O2(+^7']*U*Q*#-)110`M)110`4444`<G\0[??IEM<`
M?ZN7;^!'_P!:O/CP<5ZKXLMQ<>';L8Y11(/P.?Y9KRLC*Y'44T,K2#!/O3[<
M_NR!US22_,GN*CA8K)@=Z0%R/O\`2I!W_.HE.#4HJD(<*4]?PIHI23R<]Z`/
M5]%<RZ-9.>28$_\`015VLWPZV=`L?^N*BM'-2`M)0:*`"BBBF`4444""BBB@
M`HI**`"BBB@`HI**`'P_ZO\`$_S-25'#_J_Q/\S39[B.W\OS3@.Q4'L/E+9/
MM@&I*)J*IMJE@JQM]KA*R2>4&60$;L9QG\*E^V6V9!]HAS$0)!O'R9Z9]*`)
MZ*K)?V<C[([N!WV[]JR`G;C.>O3!!_&H_P"U;`F$+>0/Y[^7&5D!!;'3K]/S
M'K0!=HJNE[;GR`\L<<DZ[DC:1=S?3!Y_#-)_:%E^]_TN#]S_`*S]X/DYQSSQ
MS0!9HJ"&[AGD*0N'&Q9`ZD%2"2!@_P#`359-5C\V5;B&2U2([6EG>,+G`..&
M)Z'-`&A14#7EJAE#7,*F$`R9<#8#TSZ4"]M28@+F$F89B_>#YQ_L^OX4`3T5
M"]U;I'YCSQ*F`VXN`,'H<^]*EQ#(JLDT;!B0I#`Y(SD#Z8/Y4`2T55M;^WN"
MJ"6,2N-ZQ;P6*=FQUY&#^-*NH63I*ZWENRQ?ZQA*I"?7GB@"S14!O;43)";F
M$2R`%$\P;F!Z$#OT-"WEJTY@6YA,P.TQAQN!P3C'T!/X4`3T56N;V&W@$I)D
M#-L58_F+-G&![YIBZE;FPEO'WQQP[O,5UPR%>H(]:`+E%99UVV56WPSHZ%O,
MC90&C``))YZ893QD\U>MYUN%9D5@H8J&88W8[CVH`FHHHH`*H:TRI8HS$*HN
M8"23@`><E7ZR/%'_`"`IO^ND7_HQ::U8F[*Y>^WV?_/W!_W\'^-6:\]KT*M*
ME-0L94JKJ7N%%%%9&P4444`07C;85.[;^]C&<X_C'N/Y_@>AGJ"\;;"IW;?W
ML8SG'\8]Q_/\#T,]`!1110`4444`%06[9FNANSB4#&<X^1?<X_(?3N9Z@MVS
M-=#=G$H&,YQ\B^YQ^0^G<@$]%%%`!1110`5!>-MA4[MO[V,9SC^,>X_G^!Z&
M>H+QML*G=M_>QC.<?QCW'\_P/0@$]%%%`!1110`4444`0.W^GQ+NZQ.<9Z\I
MVS[^AZ]1G!GJ!V_T^)=W6)SC/7E.V??T/7J,X,]`!1110`4444`%06[9FNAN
MSB4#&<X^1?<X_(?3N9Z@MVS-=#=G$H&,YQ\B^YQ^0^G<@$]%%%`!574?^/&7
MZ5:JKJ/_`!XR_2A`S*M*O50M.E7ZV,31HHHK$V"BBB@!*\L^(`)\4E3T,2'\
M*]3KS;Q\8GUS>H^:.)8S[GD_R--`<R#W]:>OWJB%2(>M6(5JK2KB89ZX_*IG
M;`)JN,L^YNIY-`$_:D49HSQB@'YL4"/6O"2;/#5B/5"?S)-:]9_A]/+T&P7_
M`*=T/YC-:-9E!1110`4444`%%%%`'.>.X?-\-2L!DQR*_P"N/ZUY,_4U[;KL
M/VC0[Z+KF%L?4#(KQ*3[QI@)"VV53[XJZ!\V/2J%:(ZJ?5030@)D'%.%-4_+
M3AUJA'HW@DY\/H/21Q^M=!7.^!_^0`/^NK?TKH:@8M)110`4444""BBB@#C_
M`(CIG3+5O24K^:D_TKST?<7Z5Z/\1ESX?C;NERI_1A_6O.!_JQ[5I`3(9.9`
M*]!^&I_<Z@,?Q)_(UY^X_>@UZ1\.;=DTJYG88$LN%]PH_P`2:);`B'XFP!M+
MLY\?<F*_FO\`]C7G:<&O7?&-E]M\-7:!=SQKYJ_5>3^F:\AQ@YZ@T1&R<'%3
M9R@/M5=>14T;9C/L:LD].\#SB;PW"@ZPNR'\\_UK?KC_`(<R$V-Y&>@E5OS'
M_P!:NPK)[E!1112`****`"BBB@".XA2X@DAD&4D4JWT/%>.SQ&WN9H&ZQN5/
MX'%>RD\5Y=XOMA:>)+G;]V7$@_$<_KF@#GYAM/M5=3MD!/8U<G&Y"?QJB:&,
MOKS4F>*@B;*`^U2@TT(E3K1UH0_+FFYP13`]4\.?\@"Q_P"N0K2K.\/_`/(!
ML?\`KBO\JT:0!1110(***2@!:2BB@`HHHH`**2B@`HHHH`****8#X/\`5_B?
MYFJNJV<E[;K'&RJ1N^][HR_S85:@_P!7^)_G4E049TUC-]L2XA\LA#&0C$@'
M`<'H#V<?E5--%N2Y6>;S8TP(]SC!4R*S94(.3M[DUNT4`9EQI\[M(\,J1NTY
ME5O[O[K8/QS4-MIUW'=K<,(^)%)0W+R8&'!.YES_`!#CIQVK9HH`R(M-N8K=
M;<>2R/&BR2%B&3:`/E&.>F1R,'GFEDTZY"(89$#KYO\`$5R'D#8R!D9`(SVS
MQ6M10!F:3836;R-+L&\$;5D9\?O';[S#)X8<_6GO8,]WYK%"OVD38/H(]OYY
MYK0HH`PQI5ZEQ/()PW+^3^\V_*\@=EX3*\#&<MZC%26FGW4!AP(DP[F1A.SG
M:7+!>1\W7J2"#FMBB@#&@TRZVJDX@"QK;HI5BVX1N2200,9&..?K36M)KB^N
M1&)!;EM@+*4V[L>;C.,\+PPSRY]ZVZ*`,F[T^YGOE<L/(5B5(E8%`8RN`@&T
MG)SDG/-5(X+R^>5XQ]G:)8E1MACWE2_'SH?4'[I`SP370T4`9,>ERK&074DB
M'JV3E)"QY`'KQP/PIEU%=V]CY:QH7B8&V>/<[.V<_,-OR@\@G..3R*V:*`,Z
MXTYOL5I%;NOFVC*\9DSAB`0<]^03S[U'%I]PMO<1RK;2?:VD><$MM#$`*!ZC
M`Y/%:M%`&);:*\=NZRK"TDTXD<LS2>6``/E9N2V!UXQGVJWI5I=6BNMQ,'7"
MA0&+<C.6Y^[GCY1P,<5H44`%%%%`!61XH_Y`4W_72+_T8M:]4=8_X\X_^OFW
M_P#1R4UHQ-75CBZ]"HHJZE3GMH94J7L[ZA11169L%%%%`$-RSK$"A8'>@X';
M<,]CVSV_$=1-4%XNZ%1MW?O8SC&?XQ['^7XCJ)Z`"BBB@`HHHH`*AA9S+.&+
M8#@+D=MJ].!WSW/U[":H+=<371VXS*#G&,_(OL,_F?KV`!/1110`4444`%0W
M+.L0*%@=Z#@=MPSV/;/;\1U$U07B[H5&W=^]C.,9_C'L?Y?B.H`)Z***`"BB
MB@`HHHH`A9G^UQJ"VPHQ(QQG*X[?7N._![35`Z_Z?$VWI$XSCIRG?'MZCIT.
M,B>@`HHHH`****`"H86<RSABV`X"Y';:O3@=\]S]>PFJ"W7$UT=N,R@YQC/R
M+[#/YGZ]@`3T444`%5=1_P"/&7Z5:JKJ7_'C+]*$#,FTZ5?JA:=*O5L8FE11
M16)L%%%%`"5XUK-T;O4II"<@NS?F:];U2;[/I=U+G&R)C^E>,.<R$^]-`)4B
M\+4=/S\M6(5=O+O]U>WJ:@R68D]35N\M6M]/M9'/-R#(!Z`$@?R-4@W8"D!(
M6P*%X&>]-5>YZU;TNU^W:G;6W:615)]B>?TI@>QV">58V\?]R)5_(58I`,#`
MI:S&%%%%`!1110`4444`,E021.AZ,"*\(N$,4SQMP48J?PKWDUXKXFA\CQ#?
MQ@8`G8CZ$YH`RZNQ-E4/^S5&K<'^K7_/>F@+:GBI%/(J%33P:H1Z1X(&-!'_
M`%U;^E=!7.>!I5?1&4'+)*01Z<"NCJ0"BBBD`4444`%%)1FF!S7Q"'_%+RGT
MD0_K7F*-E#]*]/\`'XSX5G]G3_T(5Y7"W./PJH@R1AN`/I7J'@&42>&HU'6.
M1U/YY_K7EK`YXKT+X:SEM-O("N/+E#9SUW#_`.QJI;"1V9`(P0"#U!KQ/5+;
M[!JMW:,.(I64?3/'Z8KVRO,OB-9K;ZY'<(,"YB!;W9>/Y8J5N,Y8''2IH\[?
M3-0`'%31G`.:T).[^'$R[;^'^(%&_#D5VU>:>!+KR/$`B/2XC9/Q'/\`0UZ7
M6<MR@HHHJ0"BBB@!****`"N'^(EJ`]E=@<G=&W\Q_6NWKF_'D!E\/F0#_4RJ
MY^G3^M`'G!Z8]JHN-KD5>/K5.;[]-@26S=O2K!.*JV_^L/TJP>2!20$Z<1GZ
M4UC\X'KBG9_=&H\YN`/050'K/A[_`)`-C_UQ7^5:%9_A_C0;`?\`3!/Y5H4@
M"BBB@04444`%%)10`4444`%%%%,`HHHH$%%)10!)!_J_Q/\`.G.ZQHSNP5%&
M68G``]:;!_J_Q/\`.JNK+/+;I!;Q"0RN`X9MJ[!R03@X!QMZ=Z@LN@@@$$$'
MH12US^+F.VCBN4G1+=9%Q;.W)&TQX/!8!202?ER#GVKJ^J/C`G#?9\J^Z0[Q
MY/3`7:&W\Y)W<8Z&@#J**Q9X98)/*W7C6>4:0JTCN<J^0"#NZA.%_D33[5I3
MJ:VH>8Q1K]H!=CG:PVA6SR>=YY]!Z4`:]%8C22?VC<^3]JDG28!5W-Y6S8I(
M_N@]>O.35-#/LFS)?&'Y'">5<J2WSY7))?\`N\CCIQS0!T],:1%^\ZCD+R>Y
MZ#]163;_`&HWTRQ&979,[YUD*1\K\NW(5CUY4CIS[LFM&:>[5EN"\L\#ED+A
M2H*`D<X!R#TY`_"@#<HK"6"^Q=&-[CS(87%L'=L%MT@7.?O<;>N>Q]ZDCDDA
M>.2(7ALUEY$BR,_*,#P?F*[MO_ZJ`-FFHZR(KHP96&00<@BN>+S""T>Y:]6;
M_1]FUF4<LH8..F<GHW//'>KND6TMJMJO[_:]MF02,S!7&W``/W>IX'I0!HBX
MA:=H%FC,RC)C##<!ZXH-S`L_D&>,3;=WEEQNQZX]*P(H9H9X0UK-YUM<S7$L
MRQD[XSOP`?XB<J,=>*?=)#J&L+;RV,\4(^9I!;L/-9D*\N!P`IQUZX]*`-N.
MZMY51HYXG$A(0JX.XCJ!Z]*FKGK1+FWU!)$MY9%F8?/-&=V"0K$D8"':JGD<
MC`Z@UT-`!1110`4444`%%%%`!63XF9DT25E)5A+$00<$'S%K6K(\4?\`("F_
MZZ1?^C%IK<4MF7[%F>PMV8EF,2DDG))P*L56T[_D'6O_`%R3^0JS0]PCL@HH
MHI#"BBB@""\V>2OF=/-C_N]=XQ][CKCW].<5/4%XVV%3NV_O8QG./XQ[C^?X
M'H9Z`"BBB@`HHHH`*@M]GG76SKYHW?=Z[%].>F/O<_ABIZ@MVS-=#=G$H&,Y
MQ\B^YQ^0^G<@$]%%%`!1110`5!>;/)7S.GFQ_P!WKO&/O<=<>_ISBIZ@O&VP
MJ=VW][&,YQ_&/<?S_`]"`3T444`%%%%`!1110!`^S[?%G[_E/C[O3*9_VO3I
MQZ]JGJ!V_P!/B7=UB<XSUY3MGW]#UZC.#/0`4444`%%%%`!4%OL\ZZV=?-&[
M[O78OISTQ][G\,5/4%NV9KH;LXE`QG./D7W./R'T[D`GHHHH`*JZE_QXR_2K
M55=2_P"/&7Z4(&9%ITJ_5"TZ5>K8P-.BBBL3<****`,CQ5)Y?AR];_8`_,@5
MY%WKU'QY+Y?AN5?^>DBK^N?Z5Y=5(!:<%:1UC099CM`]33<<BMGPG9_;O$=H
MF/EB;SF_X#R/UQ3$3>-[=;&XL;($$06B)GU.3DUS:=:Z?XC.C^(5"?>2!0WU
MR3_(BN7%)#)#GM72^`K+[3KZRM]VV0R?B>!_,_E7,H<G%>D_#W3Q!I4EX?OW
M+X'LJY'\\TWL(ZVBBBH&%%%%`!1110`44E%`!7D?CR'RO%-T>T@1Q_WR/\*]
M<KS;XFV;IJ=M>`?)+%Y9/NIS_(_I0!Q-6;8_+]#5:K-M]T_6F@)U/-3+VJN.
MM2H:H1VOP^E(GO(<\%58#Z$_XUV]>?\`@)MNLRK_`'H#_,5W]2P"BBC-`!11
M10`44E%`'/>/!GPI=^Q3_P!#%>2J<&O7?&Z-)X5O`HSC83]`PKR/[K\_C37<
M";=D9KT7X<1Q#2+B1'!D>;#KC[N`,?UKS=#M8H>]=E\-[IH]3NK3/RRQ;\>Z
MG_`U<MA=3T6N(^)MOFSL;H#_`%<C1G_@0S_[+7;USOCNV-SX7N"HRT++(/P.
M#^A-9C/+%YZ=33Q]X#VJ.%A@@GFGL0&!YK5,1L>&&*^);#'_`#U`_2O6Z\F\
M'(9O$]D<<*Q;\E)KUFHEN`44E%2,,T9I*6@`I**,T`%9^O6QN]#O85&6:([1
MZD<C^5:%)0!XIG(_"JUP/FS6KJ]K]AU>[ML8$<IVC_9/(_0BLR<?+3`9`<2?
MA5@<MFJB'#`U:Z"DADY/[K%-CP;ESZ"G,<*H]ZCMQN9Y/7BJ$>NZ&,:)8_\`
M7!/Y"KU4-!;=H5@?^F"?RJ_2$%%&:2@`HHHH`****8!1124"%HI**`"BBB@`
MHHHH`D@_U7XG^=25'!_JA]3_`#J2H+(;BUM[H*+B"*8(<KYB!L'U&:FHHH`*
MC2&*-G:.-$:0Y<JH!8^I]:DHH`:JJI8JH!8Y.!U-.HHH`****`"BBB@"%[6W
M>X2X>")IDX60H"R_0]14U%%`!1110`4444`%%%%`!1110`4444`%9^N1K+IX
MC<95[B!2/4&5*T*R_$4K0Z0TJ@%DFA89Z9$J4(3-&.-8HUC085`%`]`*?7+?
M\)+>?\\H/^^3_C1_PDMY_P`\H/\`OD_XUM[&9C[>!U-%<M_PDMY_SR@_[Y/^
M-'_"2WG_`#R@_P"^3_C2]C(/K$#J:*Y;_A);S_GE!_WR?\:/^$EO/^>4'_?)
M_P`:/8R#ZQ`Z.Y5VB`0,3O0\'MN&>X[9[_@>AFKDIO$%W,@5HX,!E;[F>001
MU)]/KZ8/-2?\)+>?\\H/^^3_`(T>QD'UB!U-%<M_PDMY_P`\H/\`OD_XT?\`
M"2WG_/*#_OD_XT>QD'UB!U-%<M_PDMY_SR@_[Y/^-'_"2WG_`#R@_P"^3_C1
M[&0?6('4U#"KB6<L&P7!7)[;5Z<GOGL/IW/.?\)+>?\`/*#_`+Y/^-1Q^(+N
M-Y6$<&9&W'Y,<X`['GIWR?PP*/8R#ZQ`ZVBN6_X26\_YY0?]\G_&C_A);S_G
ME!_WR?\`&CV,@^L0.IHKEO\`A);S_GE!_P!\G_&I;7Q!=S7<,31PA7=5.%.<
M$_6CV,AJO!G25#<J[1`(&)WH>#VW#/<=L]_P/0S5!>+NA4;=W[V,XQG^,>Q_
ME^(ZC(V)Z***`"BBB@`HHHH`A97^UQL`VP(P)SQG*X[_`%['OR.\U0.O^GQ-
MMZ1.,XZ<IWQ[>HZ=#C(GH`****`"BBB@`J&%7$LY8-@N"N3VVKTY/?/8?3N9
MJ@MUQ-=';C,H.<8S\B^PS^9^O8`$]%%%`!574O\`CQE^E6JJZE_QXR_2A"9D
M6G2KU4;3I5ZMS$TZ***P-PHHHH`XOXDW&RQM+?\`OR%S^`Q_6O/S][%=E\26
M,FHV$*]?+8X^I_\`K5R<JK;@AB"Y'/M5("(\5WGPYT\K#<ZB_P#RT/E)]!R3
M^>/RK@0X)KU_PO`MOX<L$50,Q!SCU;D_SH>PCS7Q?+YOB?4&SG;($_(`?TK$
MYS6QX@B>3Q%J6,`>>Q)/;DUEHJYXR1[]Z$,6-,?,QZ5ZEX"<OX7@ST#OC_OH
MUY4[,3M[DXKU_P`(6IM/#5G&W#,I<_\``B2/T-#$;5%%)4C%HI**`"BBB@`H
MHHH$%8/C33/[3\/3JB[IH/WL?U'4?EFMZD(SP>E`'@56+;A/Q-7/$NFG2=<N
M;7^#=OC_`-T\C_#\*J1'")30R0\&G(>:0C-(M4!UG@;_`)#H/K"W]*]$KSKP
M"=VM'VA;^8KT6I$%)2T4`)1110`4444`5M2M1>Z=<VIQ^]C9!GU(XKQ2[MWM
MYGBE0I+&2KH>H(KW2O./B+IGV>_BU"-#Y=P-KD=G'^(_E378#C6Y4-WKI/`E
MRD7B2#S&5=ZLF2<9)''Z@5S8(]L>E.4M$ZR1D@@Y!':J`]WJ"^MQ=6-Q;D<2
MQLGYC%4/#6KKK6DQW/25?DE7T8?X\'\:U:@#P>2-HV(8$$'!![&I$<,O/6MC
MQ=:_9/$EZF,*[^8O_`AG^>:PRN.15I6U0CL/A_%YNN-)C_5P,1^)`_K7I%>;
M?#F5AK$B`9#0,#[8(->D4I;@+2445(PHHHH`****`"DHHI@<+\0M/V30:B@4
M!QY3^I/4'\L_D*XF3E37=?$N<I:6$8_BD9OR`']:X0L&6@"M5I#DCV%5CP34
MR'Y5'<G%(9/</M3\*DA79$H[XJ%_WMPJ=AR:LG@?050CU3P__P`@"P_ZX+_*
MM"J.AKMT.Q'_`$P3^0J]2$%%%%,`HHI*!"TE%%`!1110`4444`%%)10`4444
M`2P?ZH?4_P`ZK:@QS:P[G2.:78[(2IQL8]1R,D`9]\=ZLP?ZH?4_SI98HYHV
MCE19(V&&5AD$>XJ"S*O;N73ALM2TT<"[Y@X+L`2<?.S@]CV8TQ[J^EGBA\V*
M*X\\80QG`0K)@G#?.#MXZ=.0*T/[,L-J+]AML1YV#RE^7/7''%216=M"Q,5O
M#&6;>2J`9;U^O)YH`J27MP=/C>+;]I>1H@!'N#,I;.`67'W2>6JM#JMW,5DQ
M"L:>6LB%#N):1D.#NP.F>_U[UJRVMO-"89H(I(B<E'0%2<YSCZTJ6T"+M2&-
M5XX"`#@Y'Z\T`9]M<7$VHV[R21B*6&1EB4$$8*#YN>3[X&,U%/JMS;(T\@B>
M%I9(41(V+`J6P203D?+T`K42UMXYVGC@B65_O2*@#-]3^`IQAB(P8D(R3@J.
MISD_CD_G0!E6EY>W-_`C,$C`D#;K=X_-`V'(5CE?O$<YZ'UXL7=[/%.WE^7Y
M4<D<;*RDLQ=@`0<\`9]#G!Z59CLK2)$2.UA18VWH%C`"MZCT-/:WA>=)WAC:
M5!A9"H++]#VH`Q$N[]+2TN#<1.XLY)G!C.'`V'&-W7KS^E33:O.&NS%'E84?
M;NA<`,HSDOT(/H.:U%M;=`P6")0V[("#G=U_/O0;2V:5I3;Q&1UV,Y09*^A/
MI0!!>37,%K&(V1KEVVKB+(8X).`7&.`>K55AU"[F1)`D2B6W#Q(1G<^W.-V[
M`^F.G.?33G@AN8_+N(HY4SG:ZAAGZ&HQ8V:G*VL`/E^5D1C[G]WZ>U`&:VK3
M`P(G[U\$R;+:0[B&*E1@G800<DDBG0W-_%:(\LL3#SY!))Y)^5`Q`XW?KS@8
MX/)K0-E:%(D-K#MA.8QY8PA]O3\*#8VC'+6L!/F>;DQC[_\`>^OO0!2O69-<
MM5,\B0R6\V]=^%&W;S['D\U7T646S7Z3S32,CAE#3&8;2"5"DG).`<C_`.M6
MTT4;NKM&K.H(#$9(!ZC\<"HTL[6-56.VA14?>H6,`!O4>_)YH`YFVO+N^N;]
MGN)8E5(YC%)YD*QK\X*[L9!^Z21UP>U:VC7;2.T<[S/.5ZO@*=F%;`!X.3SG
MN>,@"M)K>%V9FAC9GV[B5!)P<C/T/2E2"&.5Y4B19'^^X4`M]3WH`DHHHH`*
M***`"LCQ1_R`IO\`KI%_Z,6M>LSQ!%Y^E&'.WS)X5SC.,RH*:W$]CD**Z'_A
M%_\`I\_\A?\`UZ/^$7_Z?/\`R%_]>NSVL.YY_L*G8YZBNA_X1?\`Z?/_`"%_
M]>C_`(1?_I\_\A?_`%Z/:P[A["IV.>HKH?\`A%_^GS_R%_\`7H_X1?\`Z?/_
M`"%_]>CVL.X>PJ=CGJ*W9O#BPH&:[X+*OW`.20!U8>OU],GBI/\`A%_^GS_R
M%_\`7H]K#N'L*G8YZBNA_P"$7_Z?/_(7_P!>C_A%_P#I\_\`(7_UZ/:P[A["
MIV.>HKH?^$7_`.GS_P`A?_7H_P"$7_Z?/_(7_P!>CVL.X>PJ=CGJ*Z'_`(1?
M_I\_\A?_`%ZCC\.+(\JB[YC;:?D!YP#V;CKWP?PP:/:P[A["IV,*BNA_X1?_
M`*?/_(7_`->C_A%_^GS_`,A?_7H]K#N'L*G8YZK&G?\`(1M?^NJ?S%;/_"+_
M`/3Y_P"0O_KU);^'/(N8IOM6[RW#8\O&<'/K2=6%MQJC-/8W:@O%W0J-N[][
M&<8S_&/8_P`OQ'43U!>;/)7S.GFQ_P!WKO&/O<=<>_ISBN,]`GHHHH`****`
M"BBB@"!U_P!/B;;TB<9QTY3OCV]1TZ'&1/4#[/M\6?O^4^/N],IG_:].G'KV
MJ>@`HHHH`****`"H+=<371VXS*#G&,_(OL,_F?KV$]06^SSKK9U\T;ON]=B^
MG/3'WN?PQ0!/1110`55U+_CQE^E6JJZE_P`>$OTIH3,BTZ5=JC:=*O5L8&I1
M116!T!244F:`/./B!>(NOIL!,D,`0Y'`))/\B*Y`L')9LDGUKM_B!8--J=O-
M``7>,*1ZG.!7%%=C?.#@'GO5(!CH4(('%>WZ;&8=-M8B.4A13^``KS+PYHC:
MM=K+)\EG&P+L1]__`&1_GBO3_M*8S0Q(\C\0/OU[4`&^7[0_3OR:S%;!P`3B
MI]58?VI=?/O!E8AB,9YJN'],'VH0,FMHQYX:3E<Y(]J]OB55B54`"``*!V%>
M%I<;2,].^.M>J:%XILKRUC29A#(JA?F/!_&A@=%135=74,K`J>A!X-.J1A11
M10(****`"BBB@`HI*,TP.!^)NGD_9-053QF%SC\5_K7#@X5?I7K'C'4H+#1)
M4FB29YP42-NF?[WX5Y,5.T8.:!DZL#S2%UW<5`DA1NF?:IE>.3CH:8&UX/NO
M(\16GS8#N4/OD$8_/%>L5XC;2/:7<4ZY^1PP^H.:]JAE6:&.5/NNH8?0BAB'
MT444@"BBB@`HHII-`#JY?XAQO)X;)3HDR,WTY'\R*Z)I`*Y[Q'K&G&UEL+B8
M?O,+)@;M@Z_G0!Y:J_,`:DV[.0<>QJQJLL$]Z[VJ*D`PJ!%VCCOC)JN0JCYQ
MECVJDT%CTOX>Q>5X>,AP#-,S#Z#`_H:ZC<*XSPEJ"IH<4><;688_&M]-04]Z
M0'`>/WSXHD'I$@_2N<_SQ6YXUE$OB65QR-B?^@BL4D$\_E5QV$;?@_5K;2=7
M$MSN$<B&,L/X<D<GVXKU@$$`@Y!Y!%>&_*!D=/:O6_#%_'>:#:,KAF2,1M[$
M<<U+`V**0$&EI#"BDHH$%%%%`!1129H`X;XD+NDL,CC;)_[+7!D%&XKT;XB1
M;["TF&/DE*_F/_K5Y[*-V<=1040'DU)#C<N>W-1]Z?&"?E'4TD!9@')D/5JG
M;I4:8``^M.;DU0CU[35V:;:KZ0H/T%6:BMN+:(>B#^524"%HHI*!!1110`44
M44`%%)10`4444`%%%%`!1244P)H/]4/J?YU)4<'^J'U/\ZDK,L****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`J.:&.=`DJ[E
M#*X&<<J0P_4"I*:[K&A=V"JHR6)P`*`'44U'61`Z,&5AD,#D$4Z@`HHHH`**
M**`&N@=<$L!D'AB.ASV_R:=4$MY:PSI!+<PQS2?<C9P&;MP.]3T`%%%%`!11
M10`4U4"LQ!;+')RQ/8#CTZ=J221(HVDE=411DLQP!^--6XA:9H5FC,JC<4##
M<!ZXH`EHHHH`****`"FN@=<$L!D'AB.ASV_R:=4,UU;V^?/N(HL+N.]PN!G&
M>>V2!0!-13(I8YHUDAD62-AE60Y!^AI]`!1110`4444`-*`R!\MD`C[QQSCM
MT[?S]33J@^V6NR1_M,.V-MKG>,*?0^AJ;KTH`6BBB@`HHHH`*:J!68@MECDY
M8GL!QZ=.U$DB1(SR.J(HR68X`%0?;[/S8XOM<'F2@,B>8,N#T('>@"S1110`
M55U+_CPE^E6JJZE_QXR_2FMQ/8Q[3I5ZJ%ITJ]6Q@S5I*6DK`Z!K5$Y.*GQ3
M2@-`'%>*+^`W,EK(KAFB`#C^$YS7#7EH\<JA94F\S[H0\_3%>NZCH=IJ`_?(
M-V,!AUK#?P+:F4/YIX[$4P,SP1*4L9K=B<J^X`]LCG^0KIR"ZD'.#2:9X<M=
M,W&$?,W4UHBUH$<3>^"K>XE:2*X>-F.2#@BJ<G@AU7Y)E8^_%>A?9?>D-K[T
M`>37OAO4K=CB#S%]4.:H"WO8&XAG0CT0BO9399IATY#U`/X4`>8Z9>:Y'(/(
MDN`1T&<#/O7J>FW,MQ9Q/.H64J-X'3/>FQZ?$AR(U_*K:(%'%`$E%)10`4M)
M1F@`HS25'))M7-`$E<]J?C/2=-FE@9Y9IXF*LD:=_J>*P?$'BR_CU"2TMAY"
M(=N_'+>]<CJ!5I#.;D2S2,2VU6!^N3UH`T/%NNC6K])(U>.)$VJC=1W[=ZPX
MY-IP>0::%9SA5))[`9K0MM#OK@;A%L&.-_&:0R$*I&:-B9P>M.?=',49""/>
ME=]A`9&&:H"Q:)'-<PQ.<*[JI(YX)KV.*)(8DBC&$10JCV'%>1:7$TE_`%^4
MF1>2.G(KU\<FAB%HHI*0"T4=J3-``:8W2GTTB@#&\07CV.ES31J6?&%QV)[U
MY7(TMTS[MX'7!YKVB6!)5*R*&![&J+:-9;MPMH\_[M`'D5K:W$L@$43N?0"N
M@MM`8D/=`<?PBN^&GQJ,(BJ/84AT]3VH"YS,</E*$C0*HZ`"IT+BMTZ<OI4;
MZ<.PI@>;>)5=M6D<H0"JX8C@\5E`]B,UZA=:;N4JR!E]"*QI_#T!8E8=A/\`
M=XH`XP#'^!K2T75[C2+CS(I/E/#1D\'\*O77AF<\V[9/HW%9\OA_4TZVKL/5
M2#0,]$TGQ):7RJ'=89#V9A@_0UNJV17C:Z9="-D>U<2$C;E37IGA:*X@T."*
M[;=(F0.2?E[#F@3-JBCM29H$+2$TA-0RRA%R:`)2P]:R=4\0V.EN(YS(\F,E
M8UR0/4]A7%:GXPU*2Y=(P;90<!-O/XFL>:]N+]LW-UN_WB:+E*)O^*]=BUG[
M-!9%FC7+,&&,D]/RKE)4906*,![C%6I+N.V^2TSN`P7[FH9(+ZZ#32)(_&<M
M2&RG5B(!5SW-0`$G&.:L!64X(SC&<<T")4.6_.I!@R*/>H5=4'S<9]C6GH^F
MRZM>"&%EC&-Q=@>E4(]53`4`=`,"GBHT&`!V'%/H)'44E+0`44E%`!1110`4
M444`%%)13`****`"BBDH`F@_U0^I_G4M16Y_=X]":EK,L****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHI/QH`6BDQ[FC'N:`%HI,>YHQ[F@!:I
M:O'))98C4MMEC=E`R6574L/R!JYCW-&/<T`4](CDCLL2*5W2R.JD8*JSL5'Y
M$5=I,>YHQ[F@!:*3'N:,>YH`6BDQ[FC'N:`,N\26/5DGM3.9I%CC9/+S$R!R
M22V."`Q/4=N#6K28]S1CW-`"T4F/<T8]S0`M%)CW-&/<T`4]9B:?1;Z)$+NU
MNX50,DG:<8]\U0LX)UOH4:.0/%/++)(4PK(P.T;NAZKQ_LUMX]S1CW-`"T4F
M/<T8]S0`M%)CW-&/<T`+6)K%H)]0C=UG6,0-NEACW,&$L3+Q@Y^Z>,'O6UCW
M-&/<T`06#3O9HUR,2G.<C!(R<$CL<8XJQ28]S1CW-`"T4F/<T8]S0`M%)CW-
M&/<T`<YCS[M;T6MPJ1RA7@-NZ_NPL@7`(^8[GSQT!'I6SI<,MOI=I#.<RQPH
MK\YY`&:M8]S1CW-`"T4F/<T8]S0`M%)CW-&/<T`5]0F^SV4DOD-.5P5C5"Q)
MSQP`3UK)LX&MKB&2T:Y:24()5>`I&R[F+-DKE2-S8&?3K6]CW-%`"T444`%5
M=2_X\)?I5JJ>JL%L),]^*:W$]C(M.E7JHVG2KM;F#-:BBDKG.@6DHHH`****
M`"BBB@04E+10`44E%,`HHHH`*,TE%`!112T`(:BD3(J6B@#&O-*@N3F2,,?<
M5FR>';(GF!6^JBNJ*@TPQ*>U`',II,$'^JA5?HH%8'BF]>R1;>!PKN/F`'->
MAF%<<#FO/M5T+45U*:=RLWF$D?*2!GV_&@$<FL<TW(0_RJU"A`".=SCIS_.M
M6#PWJT_RHC%??@5M:;X&E$BO?3C9WC4=:`,K08))M6MT@B=@LBLS;>V<_0"O
M3A4-K:0VD0CA0*H]*FH`**,T4`%%)10`4444`%)12T`)@48%+10`F!2%0:6B
MF(C:('M436JGM5FB@"G]C3^[3UME7M5FDH`C$2^@_*I``!Q110`4444P&MUJ
MM/'Y@Q5ENM1D4`<W>:&DS$LJM]1FJ9\/Q`;2#M],UU;)FHFAS18#EX]"MH3E
M(E!]<5.+!!V-;IMZ@N+4M"R\_,,94X-(#A=<U)8I3;6:+Q]Z0`<GT%8`+;B2
M.M=/=>&60R")I!N/?FJT?A2[<X\S`_W:5BTTC$5"6&<XSVKK/!T5TNJ&=XW6
M((5YX';\ZMZ5X/2"199F,C#D9Z#\*ZJULU@4`"FD*4KEI.13Z11BG4R`HHHH
M`****`"BDHI@%%%%`!1244`+2444`%%%%`A8I/+D(;[K?I5FJ;C(J(7,T`QC
M>OO4M%)FE16=_:JCK"WYTG]K)_SQ;\Z5F.Z-*BLW^UD_YXM^=']K)_SQ;\Z+
M,+HTJ*S?[63_`)XM^=']K)_SQ;\Z+,+HTJ*S?[63_GBWYT?VNG_/%OSHLPNC
M2HK-_M=/^>+?G1_:Z?\`/%OSHLPNC2HK-_M=/^>+?G1_:Z?\\6_.BS"Z-*BL
MW^UT_P">+?G1_:Z?\\6_.BS"Z-*BLW^UT_YXM^=']KI_SQ;\Z+,+HTJ*S?[7
M3_GB_P"=']KI_P`\6_.BS"Z-*BLW^UT_YXM^=']KI_SQ;\Z+,+HTJ*S?[73_
M`)XM^=']KI_SQ?\`.BS"Z-*BLS^V$_YXO^=']L)_SQ?\Z+,+HTZ*S/[83_GB
M_P"=']L)_P`\7_.BS"Z-.BLS^V$_YXM^=']L)_SQ?\Z+,+HTZ*S/[83_`)XO
M^=']L)_SQ?\`.BS"Z-.BLS^V$_YXO^=']L)_SQ?\Z+,+HTZ*S/[83_GB_P"=
M']L)_P`\7_.BS"Z-.BLS^V$_YXO^=']L)_SQ?\Z+,+HTZ*S/[93_`)XO^=']
MLI_SQ?\`,46871IT5F?VRG_/%_S%']LI_P`\7_,46871IT5F?VRG_/%_SH_M
ME/\`GB_YT6871IT5F?VS'_SQ?\Z/[9C_`.>+_G19A=&G169_;,?_`#Q?\Z/[
M9C_YXO\`G19AS(TZ*R_[9C_YXO\`G1_;,?\`SQ?\Q19AS(U**R_[9C_YXO\`
MF*/[9C_YXO\`F*.5AS(U**R_[9C_`.>+_F*/[9C_`.>+_F*.5AS(U**R_P"V
MH_\`GB_YBC^VH_\`GB_YBCE8<R-2BLO^VH_^>+_F*/[:C_YXO^8HY6',C4HK
M+_MJ/_GB_P"8H_MJ/_GB_P"8HY6',C4HK+_MJ/\`YXO^8I&UI,?+"V?<T<K#
MF1J5B:Q=B5Q!&<A3EC45QJ5Q<`JN$4]A5>*$D@FKC'N1*78L6JX`-6ZCC3:H
MJ2M#(U:***YSI"BBB@0444E`"TE%%,`HHI*`%I***`"BBB@`HHHH`****`"B
MBB@`HI**`"D(!Z@4M%```!T%%%%`!2444`+2444`%%%%,04444`%%)10`444
M4`%%%)0`M)110`4444`%%%%,`HI**!`132*=10`PK2;!4E)0!'L%&P5)10!"
M8$/44"!1VJ:B@!H0"G8HHH`****8!1244`%%%%`!1244`%%%%`!1110(****
M`"BDHH`*:R`TZB@1`T"GM3?LR^E6:*`*WV9?2C[,OI5FDIC*_P!F7TH^S+Z5
M8HH$5_LR^E)]F'I5FB@"M]F'I1]F'I5FDH`K_9AZ4?9E]*L44`5_LR^E'V8>
ME6**`*_V8>E)]F'I5FDH`K_9AZ4?9AZ58HH`K_9E]*/LR^E6**`*_P!F7TI/
MLX]*L44Q%?[,/2C[,/2K%%`%?[./2C[./2K%%`%;[,/2C[,/2K-)0!7^S#TH
M^S#TJQ10!7^S#TH^SCTJQ10(K_9AZ4?9AZ5/13`K_9AZ4?9QZ58HH`K_`&8>
ME'V8>E6**`*_V<>E'V<>E3T4`5_LX]*/LZ^E6**`*_V8>E'V<>E6**`*_P!G
M'I1]G'I5BDH$0?9QZ4GV<>E6**8%?[./2C[./2K%%`%?[./2C[./2IZ*`(/L
MX]*3[./2K%%`%?[./2C[./2K%)0(@^SCTI/LX]*L44`5_LZ^E'V=?2K%%`$`
M@`[5($`IU%,`HHHH`UJ**2N8Z!:HZS=S6.FR3VX0RAD5?,!*_,X7G!'K5VJN
MI1V<MC(FH,BVQQN+R;`,$$<Y&.<4P&Z9=R744HG55E@E:)RF=I(P<C/L16%+
MXJFAD>%X8S+&LB/@''F@L(UZ]PI/XBMVTM+)8X)+4+L0,8V1R0=W4]?FSZG-
M))IEC)([/`I>259FY/+KC!_"@#'F\0W<276$A9H(IFY0@;DD5<?>/')_^M5T
M:_!$0+G.7NG@4J`,;6VC(+9/;D?D*F72]+N4DD2-9$F$BNRR$AMS98<'^\/P
MQ2+IFE71\Q$23;(9"R2D_,Q#\X/<[3CITH`@'B6T+@&&Y4$X#%!C&_83UZ;L
M?F*8VMR_V]-IH6-!&P/F,#C9L#$=>6YX]A5LZ5IA80F)=R*3L\PY"E]^>O3<
M,_ABI/L%C<M]I"+)YKK,)%<D$@8!!!]/3@T`4I?$,7E1M!!*6=XL(ZX+QNV`
MR\_SID>OF>;,(7R&:V"$H2W[PD'//M_^NK\>CV$8`2W`PZN/F/!4Y7'/`![=
M*2+1M/A55CM\!3&1\[?P$E>_8DT`7Z***`"BBB@`HHI*`"L74=9FM=:CTZ)(
M\S1H4=P<*2S`YYZ8'`[DUM5GWL.ERW1CO'A$\Z*@1I=K,H8D8&?7/(YH`KKX
MET]II(@S$QN$9N,<MMW=<@`D=?6FQ^(8F+OY4K1$0^6H0;CYA('\7?`]/\+I
MTFQ*7">0-EP")%W'!SUXSQ^%-EL=.C;S951/FB&2Y`W(?D'7U/3OF@#/O]><
M+ITEFR)%=H[[I8'D(QMP-J'/<U:UO4YM+MK69(EEWS*DB@'.W:Q)7WXJS'8V
M5J;4(BH8%:.`%SP",D#)YX7]*([.SDM[?8!)%&_G1'>6&3GG.>1\Q]N:`,NV
M\2J+(SWL#HQ,Q"1J.%C(&#D]>15N778(YGB%M<NR3BW^1!AG*[N.?04LVEZ3
M=1A)$C=7EDQB4C+MG>`0?8Y'M[4MYHUO=;`,QC[3]ID`)R[;2O7/';IZ4`5X
M?$4,MX(UB=HI$C,3J.I8,<'/0_*:O:=J4&I*[VX?:FW+,,#)4-CZ@$9IJZ18
MHZ/'`$9-FTACQM!"\9QP&/YU)IUC'IUKY$1+99G9FQEF)R3QQ0!:HI**`%HI
M**8@HHHH`YFU\274]W%`ULJJ6F#R;3@A0Q7;S_LG/T[5:E\0!--,\4+RRI;K
M*[!<(I*A@#SD9!]_K5JVM]*N$1;5H9A`SD>7+NVE\[LX/?<>M+)HNG-&%>#"
M+$(OOL!L`P`>>>.YYH`@F\1V4$8>998\2-&P;:"A&.HSSP0>,]:CO?$=O&\]
MO:D-<0NJG=RI^=58<'.1N[_K@U9GTK2YYY(Y8U,TH9W42L&8'`)P#TX7VITM
MAIKW$@D5/-F*ED\P@L0=P.,]?DS[[3Z4`07VJ7%MJ!LU2,O*8_L^0?F!;#YY
M[`9_&I-5U"XLKBW"K&EN^?,FD5BJG(P./N]>IXJW<06IN(;J=4$D)*QNQQ@M
MQC\>!5=M,T^4QPL@<VX&%,C$@$Y&[GD<=_2@"M?:]%"]Q;P`&Y@*9#8((+JI
MZ'/\7?%$GB2TCEF1H;G]RS!FV#&%;:S=>@./SJTVC6#RR2M!\\ARWSM@G<&Z
M9P.5!H?1[!_-W09\T.'^=N0S;F[]R!0!?HI**8@HHHH`****`"L;7]6GTV6V
M6#R?WB2,1(I)8KMPJX/4Y]ZV:J7+64=W;RW,L4<X#+#ODVDYQD`9YZ"@"J_B
M"TC:Y219!);1^8Z#:3CC..>HR.N*=;:K]JU8VL:8B5)=Q8?-N1PO'/3DU(VC
MV#232&W!:=663YFP0Q!/&<#)`/%+#8V&GLUPBK%L5@SM(<`,0S9R?4`T#*FB
M:K<WOE+=I$&F@\]#$"`!G!!!)]J?<ZI+;:J8;@1PV@7(D=6^?"DG##@8QT/-
M2Q:5IMI;,D<8CB?:"WFMD\_*-Q.<9[9[U(;"QN9EO/+25F&0^XE6!&,XS@\=
MZ`*T^OVMM!%-<130I*2!O"@XX^;&<D<]LGVJ&Z\0QJ)X[>)Q-$X7]ZORL!*$
M;&#VS^HJ=]*T@Q&)T78A\MAYS<;L?*>>_P`N!],5,VD6#,S-!DL23\[<DN'/
M?^\`:-0()=?M(DE=DFV(KLK!1B38<-MY['UQ5VRO([V%I(U==KM&RN,$%3@U
M"^D6#^=NMQ^^!#_,>A.3CGC)ZXQ3DT^&*X26+*;6D<J&.&9^I/-`C,FU:^72
M)-25;986V^4I5BRY<+\V#SP<X&/QI/[?:*ZL8)7@?SR?,8(T9`)VKA6.>O7V
M%:)TBP)D/V<#S""P#$#(8-P,\<@'BI)M/M)VF:6$,TP`<DG)`Z8/;\*`+5%)
M13`****`"BBB@0444E`"T4E%`!1110(****8!125'<W$=K;R3S-MCC&YC0!)
M16+;:H\L#EKB)F^U!`\>&7;M$C#(ZX7<,^WX5-;ZE,+:.:XA41<+(^_Y@_<!
M0.0#QG/8\4KCL:E%9\E]<1Q`M;1B1^8XS(Q)7N3A"01D9ZCGK5=-4EF#3@(M
MJ5BP0_SJ2`S$@KC[K9_#WX!6-BBLYM0N$VJUHHDD*^4@EZ@L`=W'!`.<<]#S
M2QZC+(\*^0BEV9&)D.`58J0IV\G@G!Q3"QH4E49M1$-ZD+(IB;(,@+9#!2Q'
MW<=%]<^U5UUHK+#%/%#%*YCW1FX!<;\`8&.2,\^WKTHN%C6HK/N-2,'G.\<:
MPQN(UD>7;N8X]N!R<G/;H:B36'EMY)XK>-XX4+R.)AMX+`A3CG[N1G'4=*`L
M:M%9=SJQ@D8,D")O,:/-/L#$`$D\<#J.YR.GHHU<>6)GB5(?($V6DPQR.PQ@
MCD#.>I].:+A8TZ2LJ/6'G!6WBMY9`6R5N,IM4*20P7G[X&,=:1M6>+S)9DBC
MA9UCA,DNT%MNX[CC@=1WY&,47"QK45E2:I-)9/-:0)(57D^9QN/`"\?-SCGC
M@BIKB_-M/'$%61=RH[9;*LQ`'`7'<'DBBX6+]%48;]WM'F>*-&!PJ;R3G^ZW
MRY!]@#^--6_E>TWI;@SF7RA&7(4GN<E<X`SV[4`7Z*RGUN-&5'6)91G>C38/
M#%?DX^<Y4\<?ATJ9;ZXD;;%:H68L8]TI`95;!).TXSD8Z]3Z47"Q?HK+_MJ'
MS95_=E8@^X"3+@IG.5QP.#SGT]:5KZ\WQQ&VBCE+C>/.)55VDGG;UXQT[CFG
M<+&G16:NINTK1"!2[?ZG#L`_IG*C''/&>AJ*?6_LRMY\<*2(6)5K@#<%QG:2
M.3G(`]N2*+BL:])52XO7B=_+A#QQ`>:Q?!&><`8.3CZ=15;[3>_99)PJ%Y)%
M2%-_R@;L;ONYZ<]^GX4!8U**S'U*2WGE>X11;!BH8/D@K&7;`QR.&'7MTI8]
M4,UI<21+"\D8&WRY=ZDGH"P'7U'THN%C2HK/@O)(H@MR,OYQCW[@0<+N)X4<
M###IV]Z;%J4[[8WM52=U1D3S21\P8_,=O&-A['M1<+&C16<+JY%H;LKG#L/*
MR,8W!0=V/NC!;..GY5+<7DL8B6*&-Y71G(:7:JJ,9.<'/)';O0*Q<HK)?7(E
MD*J(CA22K2@."$+<KC@<8SZ]N]3/>7%K8PFX2%KHKET#M@@=6&%)].V!GK1<
M=C0HK/.HR[GV6V0L8<`N0[9`.0,=!G!()^E1'6466*)O(WN4#!9P3\QP-HQE
MO4]./6BXK,U**S8[ZZW+O@BVR2LJ,92!M!P/X>IZ@=_6II;XQWB0K&KQLP0L
M"V0WI]W'ZY]J=PL7**I17TCVBRF!5E=MJ1;^_HQQP1SG@XQWJ-;JZN+J.%$6
M+829RKYZ8P!E>0<^W?I1<+&C16?)(\>I,7NI(X(XS(R.JA"/8[<\=3SW%17!
MN6\N3[1/;-,X4!54JB]MV5."?PY..<4!8U:2L];B;S9XEDW.\I6$$#Y5`&X_
M0$G\<>M0W,D\8N1'=3*D)1%*JK%3C)+$@\8*D_2BX6-:BJ\TCVUGNW>;(JA0
M6XW,>!G'O44C3VB%C,;AW/RI(-OUQM4G'X'ZTQ%VBLPZG(]N9(H5PUN)8]SX
M9B1P`,<C)`SGJ>E31WD@MYO-5!-"WEX#DAFV@CD+GG([4KA8N45EG591$SBV
M4^6CO+F0@*%QTRN3GGJ!TJ8W<TEQ$D<86)Y2N_=\WRYSE<=.,9SWHN%B]16<
M^J&(R221*+=2ZJXD^8E>#D$8`R",YJ.'4I;N>)+<6[8D82E9MRE0H^Z0.>77
MTY&.^:+A9FK253>]=9"1$I@#^69-_.[ITQTSWSZ\54COK[,+O%'@0^9-'YG(
MW$;<?+U&&&.GO1<+&O166-91WF6)8Y2B,R*DH+$@@88?PY)&.OX5+>:@]I#O
M>)&95+R*'8[5YYX4^AZX'O3N@LR_15!K^4+<,+=3Y3``>80>N,L,<#OD9X%,
M;5HUNA`?)W#`=?-^8$@'@8Y'(R?\*+H5F:-%4+6\NF%LL\$:-,NX_O#QWP/E
MY('4>W>K],&%%%%`@HHI*`-:BBDKG.D6J6K037-HJ6^WS!-$X+#(&UU))&1G
M@=,U<JO?7#6UMO0`NSI&N>@+,%!/MDT`9LMA>0!8X'EDSN971]BI*SEF9EW#
M<O/`YZ'US2)IUQ]L@FF%P_-P&(N#E0S#9W'R[5Z#H2..,BV]^UGE+O$SHN^2
M2%-JQIGAF!8GL>F>AI+O5H898%B=9E:<Q2B(&1D(1CC"Y.<J.WK0!1MK'4+>
M/3XE\X".*$$B;Y48-F7<,_-D<#J!VQUIEI8ZE!91Q3).R(%41PSA&!$2`$'<
M.`P?([YSS5BW\16S/#%/E99I&4#A<#S&1<JQ#9.WG`..^!4T>NVTQ=(8Y)9E
MD$8B1D9F.">H;`X5NI!X^E`$,ND375^)[B8HPMHHGDCX\SE_,7'8'(_2J)L=
M9CMK>&!)(S':>42LO&[RF']_`._'1?0[NU:BZRB:=:W,T3EIH//=8P#L0`%F
M.2.!N'3)]JFT^\ENTN)'CV(DSQQ\#D*2#T)SR#Z?UH`S;ZTU1+>:*T\YQYA:
M%S.2P_=KW+KD;MW4D#^Z1T@N)+N35&M[6X?[9NE)(N,HJ^6VS,>3C!*\XZ\\
MYXN:?JUQ-:VTTV':XQB..U>,Y\MG*AG;!Z<$<?GD/;Q)8(4W%E5^06*K\N<;
ML$@D9R.!G@\8YH`33;2^$UNUT\_EQK(=K2$8)*[0PWMN_BZDULUFV^JFYOHX
M8X'6%X7E25\8<`J`5P3Q\W?':H;/7XI8(7N(WCS&IDEP/+#&(2$=<_=SV[4`
M;%)6=-JZ01AYK6X0[6D*D+E8UQESAN@W#CK[5&VNPK(ZFVN-B%\R83;M1MKM
M][.`<=L\\"@#5HJA:ZO:W=_+9Q,3)'NSRO.TX/`.1@GN!GMFKU`!67=Z?/=:
MC.=ZI:RV\<;_`"Y9L,Y(4Y^7J.<'K6I13`P_LFHNI1C<+ED$S>?C>=ZDLF&^
M5=N[CCJ*3^RY3J;MLG$?VQ9M_GG!7R2.F[.0W7CICJ.F[10!@6MEJ)GMGG$F
M(I%:3S)0V7\N0.Z\G"DLF!Q]!4FGV^II<VQN3*2JKYCF7*%?*`*[<\MYG.['
M3OVK;HH`YV/1KF&XBND+,ZW,TGE%\*N[S.?QS'].?4T^ULM1DACBN6N$07)8
MXG*L$\H]P['&_MN/Y5OTE`CF@FKHLDUVS0+]G_>GS<+GY,X.\[3C>,@*`3WZ
MTR'^TKJ%I-/EF^SF9PA,@F91M3!R7`(!#]R,]C7444#*NGQ3QI,UR[-(\SD9
M;(";CMQZ<8JU110(**2B@`HHHH`PK?3;V'2X-[YN(H8XO+B^0A,J77=NY;`(
M!R/PZU'+IM_<6=VDS3G-JRP1F<_>+28#8/)"E`2<@^IZUH0WLWV;[;,8Q;N`
M8XU0AP20%!)."3GI@8)IMSK$,=E<N&2.ZBC=A;RL-VY5W8P#SQ@\=C0!7EL;
MC[6]Q&ESY;0PJT8N#O8#?N7.[`(^3G/KSR:B>RU;SC)$Y1VB"[BXXPLVT-ZX
M+1Y/.3S5A]>@BFE\T,D2)'M\Q#$S,Q?CY]HQA>OUIZZ_8EXAOPLB%P^]"``"
M3D`Y_A/.,>]`$+V%Q=:9);RI,(WN8V6.67<Z1AD+9;)]&(Y/4?2J\NE7ULUP
M;<R3O.(O,FW[78CS,G`9>F4&,CCUQ6A'JV9;D36TL*PI&RJ^-SERP`&"1R0`
M.>IH34WFU*"UC@=`5<S;PI*%=O'#?[2GC/4>Y`!42VU8*)V+M<$@&/SR$(\C
M!&`<#]YWZU1O&U"VT]ENI)8R?-$"K<;)"Q5=A^^2V#O&W<3R./32T_5)Y[&.
MYG=1YAB&T6KH`78#`+-ANO4=.O/2GS>(K.!=TRRQX)4A]JD$?>')YQQG&<Y&
M,T`5Y;/5I+FY_?2JCLNTHVT;=ZG@[^"%##A1G/?BMU%"(JC.%&!DDG\SUJ@V
MI[KZ""*!S')*T1F.-N55B0.<YRN.1ZU%::RLL=KYT+AI88I'=<;$,F0HY.>2
M".A[4`:M%9ZZLDD4;I:W#>:-\:C;ETX^<?-TY'7!Y'%1G6XFDVPVUQ,"P5'3
M9M<[`^!EA_"<\XZ4Q&I25GV^LV=S>K:Q/EV4,IR.<J&Z9ST(.<8]\UH4`%9F
MIV$U[=H%=4A:WEBE8KDX8IP.>#@'GGITK3JI=S3"YBMK8QI)(CR;Y$+`!2HQ
M@$<_,.]`%"ZM]19KD0^<'99`'$V%8$'8%&?E8''.!T/K39M+E)O(U68K+/`Z
MOYYY1=@;^+.[Y6Y^G/I>;4X8[@PS97:=CS'`C#[-Y')S]WG.,>^:J7NN+;BZ
M,0$JQVRS1/&C.K$[^I7@#Y1Z=Z!D4EEJ$DS`B0H)0S%Y<JX$R,FT9XVH"#P,
MGUZU):V^I*;7SS*9%6/<_FY10`-X9<_,Q.<'!ZCTJ;^W;,S7$2DEH`Q/SH,[
M2%/5N.3_`!8SVS3'UR-XHGM8FEWM'N;*[8PTFSDYYY#=,]/2@""YT>>6]GN0
MSC==12+&&X8+Y?S?@!)QWX]!1':ZG)]I67S8TDDB(`F(P/,._:=Y.-N/[OL!
M5N^UB*T$X$4CF(,-W&TN$W[>N<[>>F/?/%17%_>1R6</RQR31,[DVS2X(*C&
M$;@?,><D4`5O(U=+E2"R(GF*)&D+C;A]A8%^3]S^'/OU%58C>7:S?V?+.T*F
M,-_I/FDG#[MK;QW*'&X<?E6U'JB&58F21G>1T0J@`.URI[]@,DGKV]!%!KMK
M<Q[K=9)G+A%C0J6;(+`_>P.%)Y(/'3-`$^GP3QR7$ER[LS,H7+_+@(N2%S@?
M-NJ[60-998;*:2+*W%N)2L?+;BT:@#)]7JU#J23LJ1PRL^2)%^7]UABOS<^J
MGIGI0(NT5F+K4+A`EO<,\I7RT`7+JP8JPRV`"$;K@^U-.OVBP>:Z21@JC('*
M+O#9P02V!]T]2.E`&K14<$R7%O'/$<QR*'4^H(R*?3$+2444`%%%%`@HHHI@
M%%)10`4444`%,DB24H7&=C;EY[_UZT^J]](8[4X!)=EC&"0?F(7.1SQG/'I0
M`365O/O\V/=Y@*MR>01@_H<4?8K<SF8H2QSP6)7G@G;G&??&:HPS7"VIN/-$
MDMTW[@!"5"\D<%P/N@G.1^--@U*ZG5)4\GR@8D8!"2Q9N<<\#:5;OU_&D,MG
M2K4QB,^>5&1_Q\29P0`1G=G'`XZ4]=/M5D+B+DL&P6)&0FS.,X^Z<5'8WCW;
M?P8C7;*0/^6GH.>,#^8JM/J-PDK;#'Y;2-'&5@>4C:!DD*>?FR,<?7C!8%V/
M3[:)U=48LC;E9Y&8@X([GIACQTYI18VXD1PK93D#>VW/J1G!/N:I)J%U(4DV
MPH@\E9(BK%][XR,YXP&!Y'KTJ&35;M4#(J.71I8U2"1\KD[02O0L,<]!Z'/!
MH+4T'TVUD>1W1F\P,K*9&VX88.%S@9]14IMHC<"?YP_L[`'Z@'!_&J%QJ,\$
ML@;9AB!$HB9R03][*D[N_``/\Z8VHWAMRZ+&K11/)('B8%L,0F%)!&X*W7/X
MT!J:+6D+0F(JP4L7X<@AB2200<CDFH4TV`.[.7?<P;!D;&```#S\W3/.>2:K
MB>Z^R7]PLR-EW6!2A&U@=@&<\Y(_4U']HNK:Y>22=)(TV0,FP@N0I8LOS<<'
MGKG;[4`:#V4#($VLH#,X*2,IRQ)/(.>2>E(UC;M(TC(Q9EVG+MP..G/'0<CT
M%4X-2N'M[F5XC\D8>,&)X\L<_)\WWN@Y&.O:E%Y=1RL)I+=DBE$;[8V!.5#'
M&6.,`Y[Y]J`+9L8#"T3*[JZ&-M\C,2IZC).:'L;=U8$.-S[\K(RD-Z@@\=^G
MJ:I"_NS*\(6,2,\?E%TP,,6)!`8Y(52>WTJ$:E-&\^,LWFA<F)B/[GRJ.2`4
M8]_3OD`:FD]A;R2*[*Y*[2/WC8)4Y!(S@D8')HDL+>68RNKEB<D>8P7.,9VY
MQG'M52RN+JZO$+.(UCC)DC,+*7R[!6P3E?N9P<]3UZTJZA-('1`@D1WC/R[O
MFW$(,9'.T;CR.WK0!:^P6_D&+$F"V[=YK[\^N[.>G'7I4;Z9;O'#$-ZQ1.T@
M"NP;<<\[LY_B/YU3@O[B>:(_==?D8$81LR$$XR>=L;$<G[PZYI7U:9IBD,9.
MTDC$+/O7<R@9'"YVDY/'(]Z-`U-#[%`)$D565D&!M=AGOR`?FZGKGJ:0V-N4
MA3:P$(VH5=@0.."0<D<#@]<56N]3-K<.A4%4*ER`<A#Q^))X`[\^E1/JLT<S
M+)'M$.!*!$Q'W0Q(?[HP#WZX/3BC0-2\+*`&0[7Q)]Y?,;;UR<+G`Y]*5K*W
M>1I&0[F8LQW$9)4+SSTP!QTXJB+RY0QH&@4K(D4B/N+,2%9B#GC`)X.>E01W
M%\8!$L\>^XVR)N0[HU=R<'YN?EW8Z?=Q0!=DTR,1L+=BDC;07E9Y#@9QSN!&
M,GH:DATZ"*.)1OW1Y.Y79<DG)S@\C)/!S3$NIEFF\\ILC0NJHARP'<')S],9
M%5Y[F\8I;^;`LL^"I1#\@/)!^;DX#<C'0]*8B_):0R3B9E8N,'&\A21T)7.#
MCW%'V2'R(H0I$<6W8%8@KCISUJ!II(2P61%@ME'F%PS,W&3@YST]<YJJ=0O5
M:9'$:F/:[.8ON(=V25#G.,#O_%TH`T/L=OLV&,%27."21EB2WYY-"VD2PB(A
MW0,'^>1F.001R3GJ!52&XN/MVXO&T$LIB"@$D;4))SG`^8$=/2I+RZEC>41/
M%&L$8ED,@SD'/`P1C[IYY^E`#Y--M9'D=XV;S%96'F-MPPP<#.!GU%22VD,Q
M+.IW9!W*Y4@CC@@\<$_G65;ZE=B#&TNZJT?SPN!Y@XR7Z$%N,#GFK$E[+;W`
M,Q1T5Q$Y0$8)5FP!GK]P>^?<8-`U+ALX#:I;!66)``H1V4@#CJ#FEDM8)(VC
M>,%&C,1`)'RGM[52>_N(Y(B_E["=CX3HP!)PV[G`']WL>E117=Q;B)KQE)1%
M:5@&`&_/`&>2"H_/C&:`LS0>QMW\W<KE9E*NOF-M(/7C.`?<<TEQ8V]S&L<R
MNRA2G^L8$J1@@D')_&J<>HW#77E/'MV.%=?)8CD!OO\`W1@$9SUP>G%6["::
M9'^T%!(K8**A78<`X/)SU'(H%J*UA`SNY$FYNXE<8_W>?E_#%+'9012*\8=2
MHQQ(V#[D9P3[FJ4T]U,?(62.*1IUV;5)VH"6!)!Y!"^W7%*E_<20><IAVQ@;
MAM/[TGIMYXR,8Z]?:@9;%A;J4(5\(<JOFMCKD<9P<'IZ=J1K"V:;S2CELEL>
M8VT$@@D+G`X)[56\Z]G,!22%%EE+#Y"3Y8S@GYN<_+^?>FWM[.ABD57M_+62
M>2-U#,ZJ`,?*V!][\\?B"U+HLH!`8</M)W9,C;L^N[.<_C3H+:&W),28)4*2
M222`2><]>6//O5"*]O)G6)`@=FSO>!T`7!S\K$$X.WG@'-(U[=ESM>W1&61U
MW1DE40@;C\W.<CTZT]`LRW_9\'FB3]YD'.&<L/7`!S@9P<#'04^2UADF65PQ
M92#C>VW(Z$KG!/X5!->2Q20%]D:,I+@J6);&XJ.>.`3T.<=JKP:C<S,$V!6E
M*B-WA=0I(8D8;&[`7J,9SVHT#4OP6L5N\C1@Y=B>3G&22<?B2?Q^E-DL;>4D
MNK<G+`2,`WU`/(]C5=[^2)'WF+<DJQYP0&&T,Y'/]W./I4%Q<7AM]CR1Q3M&
MO**W[MG8*O&>>=W)]O0Y`U-1H499%8%ED^\"21TQQZ=.U0-IUNT81O-(!/S>
M>^[GMNSG'MFJ$VHW$1D$8$D@W'*0R.&V\8P"=N6#<]L=ZO03RO>21R%`@&44
M*<D>N[.#],#%&@:H4Z?:EPYC)(QC+M@8((P,X'*CZXYI\EK#(C(RL`S;R5<J
M<^H(.152ZU!X)PP*_9PQ5LKCD`EL-N[`'^'L>:;'=WN]()?)$\BH0P0[4)#$
M@C=SC9ZCJ*-!:EN.PMHE=4C(#C#98G(W%NY]6/YTL=G!'<&=%(<[NKD@9()P
M,X&2.U58;B8VT3;D,MS*P5N2@`!((&>F%Z9[U6>\NY#(R31J8HF7;L.'=G9$
M(YXY3WZGKD&C0=F:;6=NP4&/[JLHY/`)!/Z@<T):0H\3CS"\08*S2,QP<9!R
M>>@Z^E9[ZA<0$VQ(:16($BP.X("J?N@DY^;&<XX/TJ=;R?[/<W3H@BB5BL>/
MF)"C.3G'7<*-!:EAK*W:5I&0DMG(+G;SP3MSC/OC-`LX`FPJ2,J?F<DY4Y7D
MG/!%5Y;NY-QY$)AW%E3<5+!6VLS9`(XP%Q]:;#>S20^<7A6*)=TAVGYQC.5Y
MX&.>_7VIZ!J65LH%!`5BI8-M+L0"#D8&<#D=J)[*"XD#RJQ.`"!(R@X.1D`X
M/XU2BN[J-K:-@K[AL<D8_>!23\V>F1C[O?K3UN[EHX&WP_,Y61_*/!W;0N-V
M1SD9Y'%&@:EG[!;[67$GS$9/FOGCL#G(')X''-+]B@#E@C#<NTJ'(4C&/NYQ
MTXSBLQYI[B1663$.%(52_P`WF,54[@PZ+@X]\^F)DU29Y#MC_=OPA:)U"G>%
M&6/#9SG`],<TKH+,N&QA.TCS`R+M5O,8E>",\GK@GGK5@#``]/6JMB\LC3M,
MZN0^P%,A3@<\9..21^%6JI"8M)110(****`-6BBBN<Z0IDT23Q-'*H9&ZBGT
M4`4_[+M/DRLC;3G+3.2WLQ)^8>QR*LR0QR/$[KEHFW(?0X(_D33Z*`*JZ=:I
M*LJ(R.I)^61ANRQ;D`\\DG!SC)J)-&L8U*I$Z_=P1,^5VY``.<@`,1@=B15^
MB@"F^EV;P0P-"?+A78BAV'R\?*>>0<#(.0<<U8BACA1DC7:K,S$9[L22?S)I
M]%`%=K"V:WA@\LB.%=L8#$%1M*\$'/0D4Q=+M$8&.-H\'.(Y&0?3`/3CITZ^
MIJW10!4@TZUMYS-%&P<J5YD8@`D$@`G`&0.!1'IEG$BHD`"J0P&2>0FP?^.\
M5:HH`I-I5F\:QNCLJYQNE<\'&5))Y4X'R]..E/;3K1U=6A!#K(K<GD.<O^9J
MU13`@AM(8)GEB#*SDDC>Q7).20N<#)Y.!4]%%`!1110(***2@!:2BB@`HHHH
M`**2B@`HHHH`****8!1110(JC3K8&3Y&Q(""OF-M&3DX&<+SSQBG"S@%H]ML
M)BD!#AF)+9ZY).3^=3T4`0365O,S.Z'>RJNY6*D`9Q@@\?>/(]:C_LRT\U9"
MCLR_WI6(/!7)!."<$C)YJW10!4BTRTA255C8B50KEY&8D#..221C)I\-E;P.
MKQH=ZAE#,Q8X8@G))YZ#KZ58HH`@%I`+:*W$?[J+;L7)XVD%?R(%0C2K-<;8
MW4C'*RL"?J0><]_7C.<5=I*`*PT^V%V+D(WFABP_>-M!(P2%S@$@^E":=:(J
MJL(`41J!D\!#E/R-6:*`*?\`9=H(A&$D"`Y4"9QM]ASP/8<>U2+96RN'6(`A
M_,&">&V[,_\`?/%6**`*UO86ULZM`C)A0F`[;<``#C."<`#/7BK-%)0`M07-
MK%=!1*&RO1D=D8?B"#4U%,"NMC;)<B=8\2#I\QQG&,XSC..,]<<4Z6T@F\[S
M(]WGQB.3D_,HSQ_X\?SJ:B@"HVFVK>9E'Q(=Q`E8`'.[(`/RG(SD8YI@TFR'
MEXB8;"&'[QN2&W#//S?,2><]35VB@"K-IUI/)))+%N:12K#<<'*[2<9QG'&>
MN.*G,,9F6;;^\12BG/0'!(_04^B@"J-.M1()!%\X;>#N/!+%CCGC))SZ]#Q2
M#3;40B((X0-N4"5\H<8^4YRHP2,#`P:MT4"*O]G6FR%/*^6!0D8W'Y0"I'?U
M5?RI186XD5U1E96+Y5V&23N.<'D9).#Q5FDH`JPZ;:0,K1Q8*,&4EB=N`0`,
MG@`,<#H,T?V;:>6$$14*BHI5V!`7.W!!R,9/YU:HH"XBJ$0*N<`8&3FEHHH$
M%%%%,`HI**`"BBB@`HHHH`**2B@!::RJV-P!P<C(Z&EJMJ%P+:U9C((MQVB0
ML%"D]R2"!^1H`D>V@DB6)X8VC7&U&4$#'3`I/LL2Q&.)%A]"B`;2!@$<8R``
M/PK+M=0D=K7S;O[V\[4VDNH+$,W'W2HZC')'KQ`VJ3)%&/M3R"1F!FC:';N&
MW`0M@$'<?5N"/<%QV-J&TBA";1EDW'<>I+'+$^Y-+):V\T?ERP1.F[=M9`1G
MKG'KR:R&N)8TN9Y+X12&14,>Y!LPHR`6'4G.,]1^=6+J:5GC2%R)1&@#,@W`
MNV-W(Z@*QQ0*Q=CLK>.=IQ$AF8D^85&[TQGTP,4YK6V?R]UO$WE?ZO*`[/IZ
M5G2R2/IY1KQ@&N?*$[!0<!\,#QC/#`<>E0&>:U,MQ'*[M/YDGE,J[<)M0/GC
M_9/4#!/2@#6-E:D2`VT.)3F0>6/G^OK3U@A486&,#:%P%'0=!]!DUE17TS6&
M\W&T23A(I9#&QVX!8G82O9_RYI/MK;A&]^4MW9O+NL)E\!,*#C:>2W;/R_C0
M%C5^S0>7)'Y,>R0EG78,,3U)'>E$,0VXC3Y3N7Y1P<8R/P)_.L5Y[B?2)9[J
MY:%92L)50JB/)5'))'&&W=^,_0T[)A8W4EXP$DK0&>54!B5002#MP,LO?CD<
M4!8UH[6WB0I%!$B$[BJH`"?7ZTXQ1D@F-"0VX'`ZXQGZX)%8AGFDD0NIE9`4
M0E1F0%F;D=,E(EY_VN,5<L;K?/M^VK<JPY/R@*_7:N!Z`G!R1BBX6+D-G;6X
M`@MX8@&W`(@7G&,\=\<4LEM;R)LD@B=<$89`1@G/\ZSIY+;^TM^(YYAG"8_>
MQ;03D=PIQC\>^:CBOI;DPP078DR(T>>(*?GPS.>A`X4#_@5`&JEO#&X=(8U8
M)L#*H!"^GT]J)+:"6-HY(8W1SEE9003ZD5DBZNUB0K<O)YZ$(VU?ERZJC<#D
MX8D]N.E.:ZGMCYKW3S0B5TP0@^4*<L3@=&&/3'6BX6-(V=L83";>$Q'`V%!M
MXZ<4?9+;,1^SPYAXC.P?)]/2LNTNKBZF^SQWVX!R3*I1R5"C.#M`ZNG;UJ>W
MOI&BN)W)\JU$BO\`+]]E)S^``[=<^U`K&@T,3,6:-"QVY)49.#D?D>13'M;>
M24RO!$TA7:79`21Z9]*RI+B>UC,C7#*D3>6$5%VOB/<[=,YX;\121^99'R!=
MD7'!$95-UPY`R3QDCMD<C!R33N%C1-A$UY]ID9I&'W58+A>".N,]">I/6IGM
MX7^_#&W3JH/0Y'Y9.*STDN9HX6%VRBY8R`A5^2+DC&1UY0<U7^VSI%'YMTX:
M>)&)?8GE%LD<E3UVD'(//3%`6-B.WAA=WBAC1I#ERJ@%OKZTD5K;P_ZJ"*/Y
MM_RH!\V,9^N*QHKB6=&F:Y.YH(T2/"G)D.`Q&/=?09!I[WLNQO)NAYK?(8@J
MD6Y)VIT&<Y(X)YYHN%C5DM;>283201/*!M#L@+`>F?3D_G3!I]DJA5L[<*&W
M`")<`^O3K59IKB.VNE$KNXF$44A5<C=M&<`8X+'MVJ%KJ>W/FM=/+")73D(/
ME"G+$X[,,>F.M`&D]M!)$T;1(4;=D8QG=U_//-$UK;W#*T\$4K+]TN@8CZ9K
M*M]0N%0-YHN%:5H8B"&$C;5(.54<`[N<=`:DU"XEB_T?[9Y<HB41DA<S.Q*\
MC'3./NXZT7"S-#[+;>8T@MXM[D%FV#)(.1D^Q`IYBC))*+DMN/'?IGZ\"L68
M*T(WEHH$$LSJBJ0RIA5W9!SD8(^GL*C@N9M/G>&21B\7[R4GRE$HV@LQ'WCC
MD#`[<D]BX6-O[);><9OL\7FGJ^P;CQCK].*<MO`B!%AC5!@A0H`&.GY51FBN
M#906\]U(9IW56=548^7+`<8QA3U]?PJO'.T4-N'O?(@F1FC9510H!&Q5^7&2
MK?\`CO`ZT`:K6T#3><T,9EQMWE!NQZ9]*2*TMX&4PPI'M!50BX`!()X'K@?E
M6:EQ>3;"TS02;HXC'L7!8J&<\@G@$]^J]Z6:1Y;2TCEN9(S+=%!*-H)"EBO;
M'.T=N]`K&E%;P0DF*&-"26.U0.3U-(+6W#QN+>(/$-L;;!E!Z#TK'^U3VT'V
MF.1Y4G4S8(4!`SJ%/./X2>IQ\O:IQ>R#34D>X\OS)0J3.4)VYR2=OR]`W3ZT
M[H+,TO(AQ&/*3$7^K&T?)QCCTXI7ABD=7>-&=,A6*@D9ZX^M91O&"A7OF2/D
MQ2X3=/Z`<8/X#G(Q22O<3VS/+=F%9)EB`4+A<$!N2.N58#ZT7"QIPVUO``(8
M(H\9`V(!C.,]/7`_*G&"(IL,2%2NS;M&-OI]/:LEF"3O<2WC0J[M'YSA!L"G
M&T$CC)!]N/QJ.2YN&WR[!*Z`+L9.?E5I,XQU.8^G0]*+A8VC#$9A,8D,H&`^
MT;@/3-1_8K3R6A^RP^4QRR>6-I/J15.*Y;RKITO4FB6,%)WV[%<YR,J,8'R_
M3/6F6UTTTD4;7S)D!D+;-TQW$$=,$<?P\X(Z47"S+[6=J[EWMH68C:6*`G&,
M8_(D?C3Y((9@PEB1PP`8,H.0#D9^AK&^U3VT!N8Y&E2=6FP0H"!G4*><?PD]
M3CY>U*=1=;;?+=F)0C21NQC9IL=OERIZ'[O/3I1<+,UFM;=RI>")BC%E)0':
M2<DCWS2"TMUDWK!&KEMY*K@D\\G'7J:RH;UK2$0/<+)+"29%`&Y46/))'NPS
M_P`"I;"XN5O8K0LQ,7RR*3&`0%Y;&=V2WMC!_&BX69IM96KR-(UM"SMPS&,$
MGC')^AQ3Y((901+%&X)!(90<D=*RI+B=OM#PR&)D5Y"J*O[P[ML>21W"'\_:
MG33&Y2:(W&7=S`UL,?*I;;NZ;@=N3UQZ>M%Q69I/;P20"!X8VA``$94%0!TX
MH-O`7#F&,L`%!VC(`.0/P/-9?]ILR@)<(2I8S-Q^Z!<``^F`3U_N\U`]Z\7S
M+.\B3.RK<+Y:D[,`#YL*<DMT]./6BZ"S-J6VMY0!+!$X#;AN0'!]?K3Q&@0H
M$4*V25QP<\G\\UDO/)<310/=!)FE57MU`.`/F.>_.T\YQ@]*6:>0M-(D[0QK
MYLCNB*6`3"@<@]PQ_"G<+&E%;00#$,,<8'/R*![?T'Y4TV5JQ5C;0DJFQ28Q
MPN,8'M@GBJ5Y+*DL3&8K)%`S^4N/WC\``9'U_,56:>33H1:"XE:*)EB\S]VK
M)A`=H+87NO7)Z_@KA9FN;2V,KRFWB,CC#/L&6'H30+2V4QD6\0,7$9"#Y/IZ
M5F7IGE@M_-)WQ0&:2-0I#2<;5((/4[NGI]#3EGEM\2+(SP([H(410`J(0<<?
MWE]<<T[A8TUAB4`+&@`Q@!1Q@8'Z4S[);?O/]'B_>_ZSY!\_U]:R[>[GN)3"
MMZ=H8L94V.=H49`.T#JZ=O7K3XKY]ADN+CRY(8@[0`#+C8&)(QGJ2.../PHN
M@LS4CCCA0)$BH@Z*HP!3ZPY+Z:WD6.*17>-&5X=R@DA2=VT+D9;:.O?I6Q;Q
M""WCA7[L:!1^`Q33$T24E%%,04444"-:BBBN8Z@HHJKJ5_%IEC)=SAS''C<$
M&3R0/ZT`6J*S8-;M+F5DA+.%F$&\%=I8J6XYY''U]JD?5K%)(D-U%B3=APXV
MC;C()['D4`7:*A^UVQDDC%Q%OC&YUWC*CU([5&FH02W<=O$WF&2(S*Z$%"H(
M'7/O0!:I*@@NXY[FY@4,&MV57)'!RH;C\#5<ZQ9K/>Q,Y4V:!Y21QC&>/7']
M:`+]%9ZZU8O',Z3*PB&?O`;_`)-_RY//%68KRVED$2SQF8KN\K>"P&`>F?<?
MG3`GHHHH`****!!1124`+2444`%%%%`!1244`%%%%`!1113`***2@0M)110`
M4444`%%%%`!1244`+2444`%%%%`!1124P%I***`"BBDH`6DHHH`****!!111
M0`444E`"TE%%`!1110(****8!1244`%%%%`!1110`44E%`!1110`4444Q!12
M55U*,S6;1B)Y0Q&53;D\YZ,0"/4'M0,L[U\S9GYL9Q[4AD02K$6&]E+`>H&,
M_P`Q^=8[6+C<YT]"YBCC_=JA`7G<%#'`Y/?C&.O2HHM.N%1_]&591`1#(0F8
MR7<E!@C!VD`8P.O(I7"QOT5APZ=+Y7[ZTB>,>9*+?RU50^U54!=S#GYCUZFD
MN--GA3;:QHZ8C$B,H;SL!LD@LN>2O4C[O?I0!NTU75]VTYVG!^M8\.F2</)$
MOFI)$(W('RHIW'`R<?>9<9Z>M(FGX>$_V>-_FL\C,$*Y+9)/.<X^Z1R.G%`&
MM/Y:@32](LL#SQQCI^-25ESVCS:@"]L7'G*RSEE^1``=HYSRPZ8Q\WY5Y+:^
M>$I'`T1CW,=Q5A*S2!FP-W3&X<D?>[4!8VI)$B4,[!06"Y/J3@?J13JQUL'-
MI:Q2VL<D9N-\D/EJJQKM(X7<1UP3@GJ:EL[5UNE=K;RI%SYLV5_?$]A@YQ]<
M8P,4`7C<1!T0O\SN8UXZL`3C\@:EK$_LS="Q:PC9@LLAC<+^\E)^7G\P,]B.
MF*?;6-RNJ+)+@I$<K+L&YEV[0N[?G'?&W&1^-`&LK!BP&?E.#D$=L\>O6DFE
M2"%Y9&VI&I9CZ`<FLAM-EE:66>%9)"X\LMC,>9"2P/J%*^_R^]2):NZ.IM#'
M.SJ)9SM/FKNRW0YQ@8&>F:8K&K2;AOV\YQGH<?G6,;:=XS')9R^6BR;@&0^8
M[MDD9/3KP<<-0+.7:&N+%)$`56MXRNTX4$8!(&`S/P?8T7"QL.H=&0Y`88."
M0?S'(I(HDAC$<8PH]\_CGN:R7TUW4&6%)'142+./W>7RQ4^P(QW^7WJ6:UDE
MOF9H,L)4>.X)7]V@VY4<Y!.&[8YZ]J`-!)DDD=$))3J=IQ^?0_TI4D5RP4YV
MG:>.]9@LO+L8!]C5B[[[F%-OSD@Y!SP<$C\OPJL-.NBUNGE*L94'!4.8'+$D
M@EA@C(`(#=/S+A8W68+C.>3C@$TM8[Z:TEMM\D))-%*\C9&X2,#@9[XWO[?G
M3+ZSN;B'#6^^64;BR[&\I^@Y;LH_N\DY/&:+A8UQ,A9E!R5;8P`)P<`\_@13
MZR8K!GDD\RU2,N\S/(-N7R2$Z<GY6;K[^M0W%E>RK#*\*2/(N)HW02!3QMZL
MO3YN<GEC@>A<+&Y169<VLS3P;(?->),":7:5!QUZY#9]!S_*K;V-S'&7FM_,
M5F42P*JKY@`;YCER&))&<D$X_"BXK&R8$,XF()<#`RQP/H.F??K2RS)"A>0[
M552Q;!P`.3DUFO;2B<QQ6I6.3REWJR[413DKC.>Y'`[U`VFR>06-FCR.J&1<
MJ2Y:3=(.?0#B@9MA@6(&<CV-+6#<Z=<R'9'#&D3EP`$#"/G:K`;EP=JKC&2*
MN01M#>S3&T8;R!O(4L23C@@YVCKSC':F*QHT5D7\%V][YT5MN>/_`%;C8.`I
M.,GYLEN.PP:CDM18.B6B1"0",0QD@%V&X,Q[]&&3Z"BX6-IF"XSGDXX!-([J
MF-QQDX'N:S;RQ=X(;:./S(\-YC$@$EB%8_4AG/\`^NF2:<=^U;6,Q^<TD:X7
M:AV!02/3.3ZYQ1<#7IC1J[(S#)0Y7V.,?R)K&M=.G*A;B)0DDB>8NT+G;EMQ
M^=MQ+;03U]:;#I]POG&6#C84Q"BJ9`2".2Y!``P`0.#CVHN%C;,B"18RPWL"
MP'J!C/\`,?G3JRK:T=+@2-90JR6X$3!5`1LMD=<CJ.G'7FH$LYM\LALG".%,
MD?[I3*23NZ''IU/()%%PL;E%91@*/N332Q6/=!RF(3@G;UX.?3CD>E-EL7M4
M6*SMR28#$LB%1M)P"S9//"KZ]*+BL:K,$4LQPH&2:%8,H(Z$9K#>QGEF/^B;
M`ZF.5OD`920N`1\Q&TD\_P!T=*N6<;0W4K-:,GG/]\A2W<G)!Y7H!GGFBX6+
MDEQ%'G>^,,JGCNQP/U(J6LLZ>LUU(TMJFV2??(S!2'4+A1ZXS@\]P:KQV-T9
MK;?$J(H1AA0WDX.2H.X8].`>*+L+(W*2LJ6VNFU5IFC#1J0T;A%+`!1\H8L,
M9.?X>_7T8;.51^_M/M2;S^[4J1M(R!AB!@'/Z'Z.X6-8.K.R@Y*]?:E=@B,Q
MR0HR<`D_D.M99@N;=C-#;%V/FX174`'Y50G)_NK^M-CT]XY&CB@*)^[0R,5)
M*J5!`YS@JO0]S1<+&O16-)8RR*R_9=LC_)/+N4&8,<''.<`$G!QT`%3M:-'#
M,B0`PO-N,*8&Y-H!'7')&>>O-%Q6+\DR1%0Q.7.``I)_3M[T^LRSL0+KS9;9
M(U1<PK@'R\DY`QTX`/']XXJNUI/)<3RR6KC?&RN%\L>821C'/(`'\7K^%%PL
MC:IDTR0IO<G'H%))^@')JF;:?[$@1C$PC`:"+:$SW`.,CN!SCI4,-@KW,;-9
M)#;KEUB(7Y6&`#@9&3D]/[H[T!8TA(ID:,,-Z@,1Z`YQ_(_E3ZRY+'S[Z5I;
M5"KS)F7Y<F,*#CU^^HX^E5VLK@S^8EH8\#Y]GEKO`*C:,<D%<_>QT'2BX6-G
M>OF&//S`;B/:G5@RZ?.92\-C''"QVF!D5Q@`8;`8`8)?H3UZ5<AA:"\:5K=W
MPH7S6"EF/`&T@YQW(/>BX61?DF2+[Y(&"<[21V_7GIWIR,'16&0&&1D$'\CT
MJA=VC7-V/-B62W)0$-@@`;F)Q[G:*O@```#`'0"F(6BBBF(****`-:BDHKF.
MH*JZG9C4+)K8OL#,C9VY^ZP;&/PQ5JL_7&==/'E^:29HE(B?:S`R*"`<C&1D
M=10!3?PW`=Z1R^5"TRR!$7&T",I@'/OG-$GA\S6\<4MS&?+AEB4K`%^^H`.,
M]1M_'VI#>W=A%'#*4#X9T24[GE!<[8U.?O!<9//7OR:5+V]DO8,SP11R&Y10
M8S@E'`4<MRW!/';/'<`$+^%_-ED:6^D8.C(,`@C.TC^+'&WL!D=:N:=HPL)X
MI1-N*0O&1M/S%G#%N23VZ53LM2NH8-/BD='>6*)R'#%Y3(QW;<M_`.3UX[**
MCT_5;A+"/S)8XR0FZ>X+,I/DQMC[PY)8]/0\$GD`U;/3[BVN9)WNQ(TS[IOW
M6-P"A5`YXQ@'W]JI_P#".)F1S=R&6=94F8Y(8/Z#.%P<?E1++J4VIAK4F,-:
MQ;X9#Q&7+Y;W9<#CO5)->N;6SM4&V5_L8=O,'S%A$7SG=D\KC[OKSGB@"S_P
MC+>;/-]L'F3PF!B(N-IC"\#=UR`?TJS#H8BU-+WSP2CAMOE]<1>7C.?QJM?:
MU=6-O-YGDM-#(5R$VJX\M7Q\SC!^;'4GC@4MSK5S!<LJK"YW2`6VT^;A49E.
M<XPVWCCH:`-^BL;3M2NKV:W4^0$99&=@`V\*5`V[78#[WJ>E;%,0M)110`44
M4E`"TE%%`!1110`4444P"BBDH$+2444`%%%%`!1110`44E%`!1110`4444`%
M%)13`6DHHH`***2@!:2BB@`HHHH$%%%%`!1244`+2444`%%%%`@HHI*8"TE%
M%`!1110`4444`%%)10`4444`%%%%,044E%`!1110`4V21(HV>1U1%&2S'``I
M:@O$F>#;;XW9&07*9'<;@"10`&^M!Y6;J`>;_J_W@^?Z>M2>=&=N)$^9BHYZ
MD9R/KP?R-9D.F3)!('9"\FT$%BP"F0L^#C.<,0/H*DLXYFNVGV$P,Y\L."A0
M$99B#SDM@`8'&3WI#+IN;<3F`SQ><!N,>\;@/7%,6_LV@:=;N`PJ<-()!M!]
M":H7.GWES*0\BA<N0XF;.&!4?+C`P&/KR!4[VDZ79GB2%MK`(C,5`7:!GH>0
M2WX&@"9M1ME0.\JJC2>6C%AAC['_`#THM]0M;A)629!Y+,L@+#*X)&3SP#C(
M]JABLYHH;0!82\19W&2%#L#DCCU8_G4,VF7!AC2*508HT"G(!9@26)RI'4*>
MAY!H#0TDFB>-9$D1D?[K!@0WT--^U6_F+'Y\6]R0J[QEB#@X'L0:JK9S16UL
M(RKR1RM*XD?`8MNSR%]6ST'2J_\`9UT8?+W11%X2LLB.?F8@G[N.S,2#G-`C
M3CN()49XYHW1"0S*P(!'7-03:E:QP),LT<JR-MCV.OSMZ`DX_6J\=A<_9'$C
MAIRR$!G!4A""%RJ+C/(Z=^_2I8+247?GRF,;BTC(I)VMM51@X&>`>?>F!--?
M6\+^6\R>;Q^[##=R0!Q]2*KRZU90MM>50=@<_.OR@]._?V]1G%1365XZ-$@M
MPHD>59&9BQ8[BN1CC!([]!VZ5,+%U<#*&+SE;:>R*F%`]]P!HU#0L)>0.K$R
MQHR('D4NN8QC/S8/'\J5+JWD<)'<1.[`D*K@D@'!.*S$TJX.\32AU.5`9@04
M9P7X"`@D#N33I-.NS<S2),,9:2$%@`'*%1D;,X`/][\*`LBW)JEC'#YQNH3'
MN5"RN"`6Z?X_3FIVN(5E2)IHQ(XRJ%AEOH.]4C821W,#P;!%&8UV$X^15<>G
M7+`_A3Y(+H/=^4(<3#<CLQRK;0`,8Z9&<Y[].]`:$T%];3E52:/>R[PFX;MO
M8X],4JWEJZQLMS"RR':A#@ACZ#UJ@-.N!)&"(S#"6V`RMAA@JJE<8``/;/05
M(EK=J;=B(3)'N!<N20I.=O3YN`HSP>,T!H23:I!%(D1^:5PQ6,.@)`SSRP'.
M/\X.)VO+5?-W7,(\K'F9<?)GIGTJI'ITB(J&7("PH3GDA#N)Z=23S[4BVMXM
MI##B(&(A3ME9?,7&,DXR#G!P,].M&H:%E]0M@_EK*COY?F*JNN6'MDT\W5N'
MD0W$0>(;I%WC*#U/I5&#3ITC"2&/)\HNZL<G:VXCITR3^!H?3[B6)87\D1H>
MNXDR`GYR1C@E2W'.2?:C4-"[]MM=BO\`:8=K-L#>8,%O3Z^U/>XA25(GEC61
M_NH6`+?0=ZIO:7'V@R1F,;Y@Y8L<JN%!&,<Y"_@3FEDM)GN)0?+\F25)2^X[
MAMVX7&,8RO7/?IWH%H2)J-L_G-YJ+%"=K2,ZA<^G7C\<5,+B!I%C6:,NR[E4
M,,D>H'I51[6<:?#$HC:9<,S;R@#]V!P>Y/!%5VTJYDDE\RX^5MS*00!O*%<X
M"YX!_O4]0T-*.ZMY?]7/$_S;/E<'YL9Q]<<XILEY`F1YL;/M+!`ZAFZ],GV/
MY57EBNV$,J0VPEC)PAD.T<8!SMSZ\8'6F1::Z1;"RD[HANSR43!P?JV[\#0!
M8@U"VN1NAE1U!<$AAQM.">O3I^8]:D%W;,L;+<1%93A"'&'/H/6L[^SKM[)8
MWDC65(HU!1NK!LMR1T;"]CWX-2PV5PDL,C%&?),DC/D\XR``H!!VKZ8QGFC4
M-"Q-J%O!<B"210VW>V74!%]3D_RJ3[5;XC/GQ8E_U?SCY^G3UZC\ZK3VLYG,
MZ>6[+*&5&8J"H0C!.#SEB>A[4MK:-!,TLA5OE8C`Y!9V9OP^[^5&H:$_VNV+
MN@N(MR`EQO&5`ZD^E"W=N[HBW$3,^=H#C+8ZX]<8K.CLKJ>T1)HX8P?F8!CE
MMY^?/''!;UR?2I6L;@W\D@E_<,P<)N`P0``,;<XR,\,.O3U+AH6S>6HB,IN8
M1&&VE]XP#Z9]:7[3;^<8?/C\T=4WC=TST^AK-;3[SRX/*=(O+#)Y:."%4XQR
MR'.`/0=>OK/'821H@5E5ED=]V2<_*43/K\N,_2C45D3PZA:3+&4N8CYA(0;Q
MEL>E$&H6UR,PRHZ@L"0PXVG!/7IT_,>M5#8W+?9XR(TAC\OA9F^7:0<`8PW0
M<FD2PNOLL:R&(R1QQ@88X9E;<V3CHV%[>O6C4-"Z;ZS6%9C=P")C@.9!M)],
MT^:Y@@`,T\<8;D;W`ST]?J/SJE]BN#)-<9B$SHY5<DJKE54<XR1A1S[FE>"<
M7)$$<11(A$K29!7.<D<<_P`/''3K3U#0O>;'DC>N0VT\]#UQ]>1^=0B_LSC%
MW`<D`8D'.>E4S872[HXC"$4LZ.6.YFV;5W#'0?4]!0;.1C<0Q11)$R"W#-P5
MC"]AC!Y8\<=*+L+(OBY@,KQ":,R1C+KN&5'N.U-%Y:LJ,MS"5D.U"'&&/H/4
MU4^Q3F+RG2%DC#!?G(,I;@EN/EX)Z9Y/M4;:?>23(TD_RN@24*XZ!B>I0YX(
M&?E/'Y%V%D:23PR2/&DJ-(GWU5@2OU':F2721K<,58B!<M@9SQG`]_\`&HK6
M*XBE<NL01FSM5R<9R21D=SCCH.>:B;3=[M(SNLCSAVVRN%*@C`V]#\H`/%&H
MM"T]Y;H909H]T*EI%##*C&<D=J:U];AQ'YBF7(!C##<N?49XXYJH]A<21K"_
MDB-#UR29`3\V1CC(W<<Y)I)+"YE01,(41%<*ZL=Y9AC=TX."WKSBC4=D7H[N
M"1EC\U!*1GRBX+#C/0'T-)]NM#&TGVJ'8GWF\P87MR:I7-BYMI,D*2\CDQJ2
M>5*+QU.%(_+BFK#=7,<TZ1Q12NRB,G<I4*.#R,G!+<$#(HNPLC1DN(8B@DFC
M0R'"!F`W?3UI!<V[3-")XS*HRR!QN`]Q5:]M;B>4*C+Y)"@@N5Q\WS<`<Y''
M)XQ3)+"5HU7,9YD=LD_,S-D#ITP6'Y4:BLBU'>V\K/Y<R.J)O9U8%0,GO^!_
M*FR7]ND7F(XE4HSCRR&R%ZX_,#\:A^SW)2XDQ%'<2LN-CG[HQ\I;&?[W..]1
M1:;-N)E9,E@>&+$#?DC)ZY"H/P-&H:&@+F`R/&)H]\8RZ[AE1[CM3!>VI6-A
M<PD2G"'S!\Y]!ZU2>QN7C1#Y6(6#H=QS*<Y.[CC//KU]L4^YM;NX9<^6J,%W
MJ)6`7YOFZ#YLCCGTZ4[L+(LQWL$KE8G5RKE&PP^4@9YY]J/MUIY/F_:H?*)Q
MO\P8SUQFJOV"9HP&*`JKC`8D.68,2>.^#_WT:>EK.UVMQ*(00"=BL2%8#"\X
M&>"V3CN*-0LBT+B%I!&LL9D*[PH89*^N/2I:HV=I-;RH"4\I(@AP22[```D8
MXP`1[Y]JO4(3"BBBF(****`-6DHHKF.H*CN)TMX6ED.%&!QU))P`/<D@5)5>
M^MS<VVQ2`ZNDBYZ;E8,`?;(I@0_VM;^;-$0XDAECB=2!G+[<'KT^;]#3WU.Q
M1D4W4)WR^2,.#A\$X/H>/Y55GT5+B?SVE9)?M*3_`"CL`F4/J"4!^N/2FV^B
MM`T#BY!>W\M8_P!WQL174`C/)P[<\=N/4`T3>6PN/LYN(1.>D6\;NF>G7IS4
M$FJV4-OYLUQ''B(3%"ZE@OK@$Y_#-5AIMQ)J-U(\B);O.DH4)EFVHH'S9X&1
MTQV]Z;'HCQ6$]DETODS0B-B8LL&$8CW`YZ84'&/QH`T1=VQC\P7$13^]O&/N
M[NO^[S].:([RUE=4BN879E+!5<$D`X)^F:S;K1);HR^9=H%E+.P6$YWM#Y1(
M^;ICG'ZT^;1(Y;QIC*PC9-NP,PVG84RN&P.#Z'ZT")FUFP"RL+A'CA\O>Z,"
MJ[V*CGZCGTI5_LY;F*Z^T(7FR(BUP2K$]=BDXS]!4"Z1(_FM<7,;M)Y'W(=@
M`C?<.,GKTIDN@AY-XN&^9W+J2X!5G+X`5AS\W4Y[<4#-!;ZT959;J`J[;%(D
M&"WH/?VI]O.MQ'O4,N"596&"I'4&LQ]"1K:QA68@6L?E'[P#J=N?NL.<J.Y'
ML:T+.%XDD:4CS)7+L%/`Z``?@!0(L4E%%`!1110`4444P"BBDH$+2444`%%%
M%`!1110`44E%`!1110`4444`%%)13`****`"BBDH`6DHHH`****!!1110`44
ME%`!1110(****8!1124`+2444`%%%%`!1110`44E%`!1110`4444Q!1244`%
M%%%`!1244`%%%%`!3)IDMXC+*<(O4X)]N@I]13P^>$!/RJX<C&<XY'ZX/X4`
M10ZA;3.$1GW$'@Q,O(ZCD=?;K3HKV"8X5F!YR'1D(QC.00,=14#Z>YCVK<8/
M[QLE<_,S9]>@&1CT/45672W#K$0`C2&29XT"(PQC8%R2/NKGVSW-+4>AH"\@
M(SO(^1'P5(.&)"\8ZD@C'6FMJ%LF_>SIL(!W1,N<G`QD<\D=/6DFLA+=_:/,
M93Y>S`'<9PWX;F_.J]OI;QW"RR2Q';MRL<.T'&[_`&B<DE3G_9]Z>HM"XEW"
MX0JQ^=MH!4@YQG!!&1QZTS^T+82%-[`@[<[&VDYQ@'&#SUQTJ*QMG%U<7<RL
MAE;]W$Q!,8VJ#T)')7/7TIC:;(\)B:X7:BD0XCY0G^(\_,1^'>@-"P]_;HY1
MG.0VTX1B`>.I`X'/7IVI&O[<0W$H9BEN&WG8<<9!P<<XP>E5I-(1KA'60B,(
M$D0EOG`)/.&`.2QSD&K!M&_L[[*)!OVX+E>&/<D9Z$YXSWHU#0;_`&E$`ID#
MJ&`PHC<ON()(*[<]!_\`JXRY=1M7C9UD8JN#PC?-GIMX^;/MFHS8-YTLZS;9
M'5^=O`8A0#C/8(/S-1W6DB;:T<IB9-@3&X`!0PQ\K`_QGH11J&AH12+-&LB'
M*L,CC%.J&UA-O%Y>05'3`.??)).23DY]_P`:FIB"BDHH`****!!1110`444E
M`"T4E%,`HHHH`***2@!:2BB@0444E`"T4E%`!1110`44E%,`HHHH`****!!1
M110`44E%`!1110`444E`"TE%%,`HHHH$%%%%`!1110`4444`%%%%`!1110`4
M444`:E%%%<YTA1110`44E%`!1110`444E`"TE%%`!1110`4444P"BBDH$+24
M44`%%%%`!1110`44E%`!1110`4444`%%)13`****`"BBDH`6DHHH`****!!1
M110`44E%`!1110(****8!1124`+2444`%%%%`!1124`+1244`%%%%`!1124Q
M"T4E%`!1110`44E%`!1110`4444`%%%%`!1244`%%%%`@HHI*8"TE%%`!111
M0`44E%`!1110(****`"BBDH`6DHHI@%%%%`!1124`+2444""BBDH`6DHHH`*
M***`"BDHI@%%%%`@HHHH`***2@!:*2B@`HHHH`**2B@`HHHIB"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`-"=Y$C)AB\U^@4MM'XFH[&Y
M^UVPE,9C.YD*YR,J2#@]QQUI+Z":XM6B@G$#MCY]N[CN."/SS3K2)H+:.)S&
M2@VCRDV*!V`&3CCWKG.D+VX^R65Q<E=WDQM)MSC.!G%44UVWDGLXHU8M<!B_
M_3+`8X/OE2,>QJ]>V_VNRN+8ML\Z-H]V,XR,9JI=:1%.%\MS`VYF=XQAF)C*
M9SV.#^E`$O\`:EI@?O&R25V^6VX8P3E<9'!')]13(=8M9(GD;S8PLK18:)LD
MJ2"0,<CC/MWQ51-!V12*L\4;22;\Q0;-AVA<I@_*>,YYZ\@T^316;[MTRE99
M)$(W+@.<L#M89YZ=/QH`OQ7MO/</!%)OD0`MM4D#(!'/3D$?Y%5EUFU529V,
M1#R+C!;A'VEB0.!T//3-2:=IZ:>)5C;*.5P,?="HJX]_NU6?10RSCSR/-CN(
M_N]/-;=GKV_6@"==6MB]RK"5/L\GEDF-L,<`\<<]?Z]*5M6LE+CSL^7MW%48
M@;L;>0,<[AC_`.L:K3Z*96D*W)3,HF3`8%6V;#RK`D$>F/J:='HT<5M)!'(5
M1Y(7''W1&$`'7OL_6@"Q%JEG,P"3'D$Y9&4<=1DCJ.XZBE_M*T\I9/-.UFV@
M;&SGW&,CCGZ<U6FT6.>`0R3-L\V:0X&"?,#C'X;_`-*2#2&M]LD5SBX#$M(P
M9]P(4'[S$YPJ\Y[=,<4`/L=7BNK,W+(4`VY5`SD;D#=`/>GKJ]JUQ)$"Y5(D
ME\P(2K!LXP0/;\>W0U4BT`16@@^T!P'1B)(MR-MC"8*YYZ9]CCTI1H(%N(1<
MG;Y,49(4@[HSE6!!XZG(_(B@"]<W\<6F2WT8\U(XV<#IG';VZ4)J5H\K1B;#
M*6!+*0N5SN&2,9&#47]F+_8\NGB0CS5<,_)Y;))Y)/4]S44VBQSP"&24E/.F
MD.!C/F!QC\-_Z4`6#JEH%#&1P#GK$V<>I&.![]*1]6LHY&C,I+*<$*C-DX!P
M,#DX(.!VJ,V%T9&E^V)YKIY;$0\%!G&!G@\GGISTI+?2([:6-HY#LCF\U5([
M>5Y>,_KF@"R+^U:2-%F#&4!E(!((/3GH,]O6HKV\N;>ZMX8;>*19V*!GF*D$
M*6/&T\86J<'A](6@_P!(=TC$>Y2S@,R8P0`V!T'4&M*XMO.N+:7?CR'+XQ][
M*LO_`+-0!%'JUE+$94FS&(VEW%&`*+C)''.,C_(-,N=8M8(V<>9)M=4.R-CR
M6"\'&#@GM].M5Y-$+6,-O'<[#';-:LYCSN5@,\9X/RC]:=-HS2/(PN0F[:0%
MCP"P96!89^;[H'8X)H`U%8,H(S@C/(Q2T@S@9()[XI:8@HHHH`**2BF`4444
M`%%)10`4444`%%%%`@HHHH`**2B@`HHHH$%%%%,`HHI*`%I***`"BBB@`HHI
M*`%I***`"BBB@`HHI*8A:2BB@`HHHH`**2B@`HHHH`****`"BBB@`HI**!!1
M110`44E%,`HHHH`****`"BDHH`****!!1110`444E`"TE%%,`HHHH`**2B@!
M:2BB@0444E`"TE%%`!1110`44E%,`HHHH$%%%%`!1124`+2444`%%%%`!124
M4`%9=UK<-L+P-&Q>W(`4?\M,@'CZ=_2M2J$VEQS1W89AON"Q5]O*94*<?]\T
M._0:MU)I;^WA<I*[*1ZHV"?0'')]A3%U.W:X>+]XH6,2%V1@,9(YR..E5Y]'
M$USYQ>(D.S9:$,Q!!&TG/(YX%']D$JRM<N0\81CR#PQ9<'.0`3C'/&.:6H:%
MH:A;%HU#MNE)"KL;=D8SD8R,9'6DEOXH+EXI?E5$1MW)R68J!@>X_6HK33!;
MSI.92[@/N/S'<6VC/S,3T0=Z?<6`GN3-YFW/E<8_N.6_7.*>H:`-3MS/'&I<
MB1&??L.%VG!!XX_'IW[4\:A:LT:B0EI"0JA&SD8SQCCJ/PYJN^DAMP,QVN)E
M<;>JR-N..>"..>?I3K33!;3I,92[@/N)W'<6VC.22>B"EJ&@]-5LG`*RG!`.
M=C<`]">.![]*E:]ME=U:4`H"3D'''7![GV%5%T@"T>#SC\]JMOG;TQNYZ_[7
M2FMHJ-*S>>^W>9$!+'8Y.<XW;<9]OQHU#0FBU..68H%PHD\O+9!/R;^F,^V#
M_P#6IS:G;AX542,99#'Q&V5(&>1C([?SZ5"^E-*7:6Z.]W+ED7;C,>SCGCUI
M(-)\E@ZRQJPF\W"1;5^YL(P#Z9/7KZT:AH7H+F&XW>4^[:>>"/\`(]ZK1ZK;
ML/WA,;!F!&"0`'9<D@8`RIZTNG:<MANVR,^55`6))"C.!R3ZGI@>U1?V0/*N
MH_./^D1M'G;]W+NV>O\`M_I3U#0MF]MU9U,F/+^\=IQ],]"?;K3&U.T15+2D
M;@3]QL@#&<\<8R,YJ,Z>Q1XA/B+S/-0;.5?=NZYY&>U,?2O,\YGF_>3121NP
M7`R^T9`SQ@*.*-0T+']H6WE[_,.-VW&PYSUZ8STY^G-%]=/;63W,,:3*BER"
M^W*XSP<'-5IM)\R9IEG='+;A@L!C:JD?*P)^[ZU9DLD;3&L4;8AB\H'K@8Q1
MJ&@B7\0<Q3LJ3*P5U3<RJ21M&[`Z[A^OI2_;[;?L#LS9((5&.""1S@<<@CWI
MDNG^9]H(EVM+*DJG;G:5"X^H^7]:B32V5HV^T#<LC2%E3#'+%B`<\#G!'-&H
M:%JRNDO;6.XC5U5QG#*0?\^]6*KV5N;2TCMRX<1C:IVXX'3/O5BA"94MKF:6
MZFADAC58@,NDA;D]B-HYQS^(JW52WLS%=27#.A9QCY(]N?=N>3[\5;H0,TZ*
M**P.@****`$HHHH`****`"BBBF`4444"$HHHH`****`"BBB@!****`"BBB@`
MHHHH`2BBBF`4444""DHHH&%%%%`!1110(****`"DHHH`****!!1113`****`
M$HHHH`****`"BBB@!****`"BBBF(****`$HHHH`****`"DHHH`****`"BBB@
M`HHHH`*2BB@04444P"DHHH`****`"BBB@`I***!!1110`4444`%%%%,!****
M`"BBB@`HHHH`2BBB@04444`)1110`4444`%)113`****!!1110`4444`)111
M0`4444`%)110`4444Q!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
3`%%%%`!1110`4444`%%%%`'_V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>7
<FILENAME>masterintermediatex5x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex5x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@!
M_@(5`P$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`"$0,1`#\`[VBBBL"@HIKG:C,.H&:@66=UW*BD?Y]ZB511=BE&^I9HJ**7
M>2K+M8=14M5&2DKH35MPHHHIB"BH99'\U8X\`D9R:E3=M&[&>^*E33;2Z#:L
MKBT4450@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`&R_P"J?_=-5H;A8XPI
M#$^U69`3&P'4@TV!2D05A@UC*,G4378M-<NI%'N+O,RX&.!4:M')EII#GT':
MKI&1@U7"2Q9"*KKVS43IM6ZHI2N);ODNF[<`,@TR"-I4(+84'MW-6(P^T[\9
M/0#M26R,D9##!S25-MQ3VU#FM>Q"\2FZ"\X;DT^3(9($)`[FG,C&Z5\?*!UI
M9HBQ#H<,M'LVE*RZ_@'-M<8\/EJ7C9@1SR>M-G??;HWJ:<RSR#:P51W-+/$3
M$J(,X-*46T^5:6&GJKL3RV"/([98J>/2F10^9""6(]!5F0$QL!U(--@4I$%8
M8-6Z2YTK:6)YG8@A0SI\[M@<`4^V)!="<A33K9&C0AA@YI(XFWR[A@-T-3"+
M7*[:]1MIW1&1$[$CS6YZCM3[9B5=220O3-+&LT:[`JD=CFB"-T,FX=>GO1!/
MF3MZ@VK,C@B\R,Y8@9Z"G0.4$JDY"=*DMD9(R&&#FFQ1L'EW#Y6-$(-*+2U!
MRO<;'%YR[Y&//0#M3G+00'YB23@$]J14FBRJ`,O;-/\`+>2(K(1D\C':G&+Y
M;)>\#>N^A7Q%MSYK;_7FK%NYDBR>HX-,'G@;=BG_`&JF0$*`Q!/?%.E%J5_T
M_P""*;T'4445T&84444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`45%%(7D=2!A3Q4M*,E)70
MVK!1113$%%1M+MF6/'49SFI*2DGL-JP4444Q!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`R7=Y3;/O56
M01'&79'[DU:<,5.P@-[U`ZS2#:R*/]JN>JKN]KFD'H%R#YD0!YSP:;-&8<2*
MY)SSFI)(F+Q;1D+U-.N49XP%&3FIG!OF=M>@U+9"3E"%#EN>R]ZA!\N5-F\`
MG!#5+)&_F+(@!(&,&DD25W1BH`!Z`]*)J3;=M0BU:PDP)ND`."1U_.B6+RE\
MQ&;(ZY/6B<$W2!3@XX_6E=9I?E8*J]R.]2U=RTUOH-/8)V9HD89VGEL4L`CW
M9C<]/NFGN)%"^5C`[&F1QN9O,=0N!T'>M&GSIVN3=<I'&ADFE&X@9YQWYIT8
M,5R(P25([T^%&660L,`GBAD8W2OCY0.M2H62=M;_`*C<M6AG,\K`L0B\8'>A
MP;=E96)4G!!IS1NDA>+!SU!H\N25P9<!1V%#B^WO=PNOD1RQJ;H+SAN35E$"
M*%'05%-&YD62,`D#&#4J;M@W@!N^*TIQ49RT)D[I#J***V("BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHJE8ZBE[--&J%?+/RDG[ZY(R/Q%,"[147VFW+A//BWDE=N\9R.H^M#W-NC
M%7GB5@0""X!!/2@"6BF^8GF>7O7?C=MSSCUQ49NK=8UD:XB"-]UBXP?H:`)"
MBEPY'S#H:=5>6[5+FVA`W?:-V&!X&!FFQ7T1MHYKAXH"^<`RJ1P<<'H:25M@
MN6J*B%U;M$91/$8P<%PXP/QIQFB6+S3(@CZ[RPQ^=,!]%5H[V.6]^SQX<>5Y
M@=6R#SC%)<7\%M=0P2NJM*"<E@`N/7ZT6`M45&UQ"LHB::,2'HI89/X5";^!
M;_[&SJ)-H;)8=2?N_7O0!:HJ-;B%Y3$LT;2#JH8$C\*9:7(N1-A=OE2M'USG
M'>@">BH_/B\PQ^:F\$`KN&<GD#%`N(6+A9HR8_OX8?+]?2@"2BJEKJ-M=6WG
MB1$4?>#,,KS@9],U8::)&*M(BLJ[R"P!"^OTH`?147VF#`/GQX)`!WCJ1D4Z
M*6.9-\4BNO3*G(H`?14$MTD=Q'`%9Y'YPH^Z/4^U00:DLGS2H(HS&94<MG*@
M]_0\BBP%ZBJK7OE6T<\\3QJY^;OL!Z$U:H`**C6>%Y3$LL;2#JH89'X4"XA:
M4Q":,R#^`,,_E0!)147VFWW[//BW%MN-XSGT^M*MQ"X<K-&P3[^&!V_7TH`D
MHJ-+B"1]D<T;,1G"L"<>M`N(6E,0FC,@ZH&&?RH`DHJ"2ZB5'*21NZAODW@9
M(&2/:A;J(0Q2321Q&100"X].@/>@">BHY)X8E!EE1`>A9@,T//"@4O*BAAE<
ML!D>U`$E%-CD25`\;JZGHRG(-,-S`LHB::,2'^`L,_E0!+14;SPI(L;RHKMT
M4L`3^%24`%%1QW$,H8QS1N%^]M8''UJ#3[TWT1E$81,_+\^21[CM0!;HJA>W
MUQ:O@6BR*S!4Q+AF/TQ5BZN#;VIDV9DX"IGJQZ#\Z+`3T5GW=]=6I4&T23<0
MJXEP6/L,5(U\Z7\%JUNP$H/[S<,9"Y./6BP%RBJUS<M%-%%$GF.V6(]%`_QP
M*BMKZ:YMYGCM<2QR&/RVDQTQWQ[T6`O452L+V6[>4/;B-8SMWK)N#'N!P*NT
M`%%%%(`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`*NI-*MDZP(S
M2R?(NT9QGC)^E9T=K?6<]I*R0ND0$)$*L6*GN<^AYK;HIW`P)K)C87SBW8S_
M`&HM&=GS8W#D=\=:FN+/S9M6=[<N61?*)3.3L_A_'TK9HIW$8Z>?;7EM.UO-
M(&M%B.U<D-G//I4%M'<)96<,D,B1A&R1"'8-NZ$$<#%;]%%P,.Q@F7^RM\4@
M\LS;LJ1M!SC/I2(9H-%MX1;2F5V<%O*+&,;CSCUYXK=HHN!AS0$06AM(95AA
M=MZO"2Q..&V\9[TBVLD<%O(T3S0K.TC0^5@@$<$+D]#SCWK=HHN!E6:;M:>9
M+62&)H`,LFW<=W\_\*?J2%;^RG\AY43>K[$W'D#%:5%*XS",#+93VDEG))=.
MS8E"<,2>&W=L<?E5CRGAU>%Y(7E#6ZQF14R`X/4^E:M%.XCG]ES)<6LCPR+(
MMQEU6$!4&3T;&2*TM+C>,7>]&7=<R,,C&1GK5ZBAL#*^QM)J&HR>7B0JHA=A
MP#LQD?C4&F6LOVB`R(R>3&58>1M!R.A;=\W//2MRBBXS!2WE;09[46TBSQG)
MRN-_SYX/?BGS&6ZN;J5;:=%:Q9%WI@DY/'U]JVZ*+B,:2R`L=/1+?DS1M*-O
M/0Y+?_7JS80&#4+X+&8XB4*87"GY><?C6A12N,SD(@UN7S>!<(OE,?;JOUYS
M44]F6><VT)18QD!L_O'Z@`'^$'GC@FM5E5L;@#@Y&1T-+1<#)EN'&F7*W!=S
M)E(1(FUWR!V^I-7HHI5T](=V)1$%W>C8QG\ZG*J2"0"1T..E+1<#(LT`MX[<
M64D5RB%3*8QA6QC=N[Y-0B!GLH+6.SDBND9<RE,!2#RV[OGG\ZW:*=Q&!<63
M/8:DWV9C,UP3&=GS$9'3VZU/=6P@N[@PP[(38N"57"YS_/%;%(RAE*L`5(P0
M>AHN!A6T?G0Z:D%H\;QE'>4K@;<<\]\^E(Z7,D\#O#()5N@6580%5=W7=C)X
MZUO*JHH50%51@`#``I:+@8\-G^[U.5H#YS22",E>2,<8^N34,T+I!:NL,_G+
M;*F/)\Q#Q]TCL<]ZWJ*+@9.UXKPSW5HTJR1(%$:;_+(ZK^?>H(;&3SK%9H"8
MO-E;81D1J1\H/:MVBBX%#28FA%VIC*+]I<H",#;QT]JSM22YF6[!AEWA_P!V
ML<(((XPV[&<_C70447&8]Y'(NH-)!!(\C,F0\0:-L8Y#?PXJ]J<,L^GS10_?
M8<#.,\\C\1Q5JBE<#)BB6XOH&BLV@B1&64.FT,",!<=ZFT.W\C3(MT/ERD'?
ME<,>3C-:%%%P,?5,S.R_8KDW"`B":,\<]R0>.?6K,6^YNT$A!%JHW8Z&0C^@
M_G5^FHB)G8JKDY.!C)]:+@9.J9F=E^Q7)N$!$$T9XY[D@\<^M3SI+]MTUY`3
MY8?S'`X!V=_3FM&D95=2K`,I&"",@T7`J6`,QDO&ZS?<]D'3\^OXU7MO-MX;
MYC;22;KEB$'!93CD9ZUI@!0```!P`*6BX&5I492YE,$,\%IL`5)LYW9Y(!/`
MK5HHH8!1112`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BF22")=S`X
MSCBFI<([A0&R?6I<XI\K>H^5M7):*JZC>C3[5KAH)ID0$MY0!*@#))R1QQ5:
M'6[=Y8XYXY+0R1F13<%5!&0/4]=PQ5V$:=%1^?")A"94\TC(3<-Q'KBJ]SJ4
M%M>1VTF=SHTA;@*BCJ6)/`H`N45"]Y:QD"2YA0D`@,X&03@'\32?;+7RHY?M
M,/ER'"-O&&/L>]`$]%5["[2_LH;J-65)5W`-U%6*`"BHI;B"%T26:-'D.$5F
M`+'V]:BM-0MKV6XB@E5GMWV.N1D'U^G^!H`M45FPZY:36XFC$A!N1;%<#*N6
MP,\]._TJ275;>+4388=IQ"9L*!@@=NO6BP%ZBJ46IV\WV+RP[?;%+I@#@`9)
M//T'U-7:`"BBBD`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`17*,\8"C)S4,$,B2JS+@#WJW164J,93Y
MV6IM*Q5U6&2XTJ\@B7=))`Z*,XR2I`K*U#2[BYSB!7QIDD*Y*\2G;@<_0\UK
M7EV+01?N9)GE?RT2/;DG!;^(@=%/>EMKR.X+(08I4)#1.1N7`![$@\,O(SUK
M8@P[?1KM=36282&,RI,'1H\*50#!R-W8C@XQZ59U726O=1DD6&,A[&6%96`^
M5V(`]^A;GZU?&JV)N7@^U0AU19,EQ@ANF.?I^8]:D^W6?V;[3]J@^SYQYOF#
M9Z=>E.[`Y^33M0N[NWDFL@BHMNC`R*P(20EN_H?\]*?#I=U;WGG&RCGB\RX4
M1,Z@*KN"K>F,#&.O/2MTWUFKHC74`>0`HID&6!Z8]<XILFHVRV,UY'*L\,*L
MS&)@W09(Z]:+L"MI=C/'X?MK.5Y+:98P&:,J64@]CR*DBTV6.5'.IWT@4YV.
M4PWL<+4CZE;+):('W&[SY6/0*6R?;`_6G+J%DT#SK>6YA0X:02KM4^A.>*0&
M5XDL]0O%:.UBWH82%*[`V_/<MR!TQCO5S3+::VO-0\R$*DT_FI("/F!4#&.O
M&/UJ=-2LWN_LRW$9D\L2K\PPRG/(]>G\J?\`;[/R!/\`:X/))($GF#:2.O.<
M=J`.=30;R-;*:)-D@NPUS'N&&03%E;Z@'\C4TFEZFUT=1#)YHNA*+?:-Q0?)
MC?NQ]SG&.M;DE];Q3R12R"/RT1V=R`N&)`Y]<J?TIDFJ64?V8FYB*W+%(F#@
MJQ`)ZY]L?4BG=@4-(TR>TU&YDFQY$>4M!QPC,6;]2!^%;50_;+4^9_I,/[HA
M7^<?(3P`?2F#4;%F51>6Y9AE0)5R1C/'/IS2`LT57^WV?V=;C[7!Y+':)/,&
MTGTSTIE_J5MI\#R3RH&5&=8]X#.`,\`]:`+=%5C?VJ[1+/%$SNR(KR*"Q!QQ
MSSSVZTU=2LS-<Q&XC1[8_O`S`8&`<_3GKZT`6Z*KR7D*6\<X<212.B*T9!!W
M,%!^F33HKNVFF:&*XBDE3.Y%<%A@X.1]:`)J*K?VA9>2\WVRW\I&VL_FKM4^
MA.>#3I+VUB=$EN84=\;5:0`MGICUSB@">BH!>VI@><7,)B0X:3S!M4^Y[4R\
MOEM+)KM8GN(E4NQA*G"@9W<D9'TH`M45534(,#[05M9""?*FD0-CDYX)XP"?
MP-2375O;AC/<11!<%B[A<9Z9SZX/Y4`3456CU"UEO7M$F0S*BR;0PY!ST_+]
M1ZTR;4[:&2-&+8DF\@,!\H;!.,_ACCO^-`%RBJO]H1?:6@*N"LOE%L?*&*!A
M^8/Y\>E1OJB;]D-O-.Y9PJQ[?F"X#,"6`P"0/7/;'-`%ZBJ4FHE;DP165S.Z
MQK(VS8-H;.`=S#GY33KK4[6TN!!+(JRM$TJJ649"_4CG_`^E`%NBH7NH(Y4B
M>:-97&4C+@,WT'>HX=0MI+**Z>5(4>)92)&`VJPXS0!:HJ'[7;;T3[1%ND`*
M#>,L#G&/7H?RJ&?4%C>!((9+IIT:1/)*8*C;SEF`_B%`%RBLZ76K2*-Y'\P)
M&(RYQ]W>Y4?D5.:FEU&"*\%J=S2>49B$&<*"!]>_Z&@"W12(ZR(KHP96&00>
M"*6D`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`%'4[6:Z>S\F1X_+GWM(FW*C8XXW`CJ0.G>J\EE+:7
MD=S!')=,T<B2,64,6;9ACT&,)CCVXK6HIW`YU-,NUMH8&M]V;>S1SN7"F)\N
M#SZ'MGH:N307T4EV]NKA9;E7_=%-Y3RE7*[_`)<[AW[9]JUJ*+@<Y!IE]_9V
MH1RQ9DFMBD>\H23OE(!QQT9/:KNH65Q,NJ+$F1<6BQQC(&7^?/TZKS6M11<#
M)N=,:.XBGLQN<3F3YS\J#RW``]MS9_&JL=I>&>>>:"]<E(A&=\(D5E+Y*X.W
M`W#[WJ>O2N@HHN!A365].)=R$/<6Z(70H-I1V;#9S]X,!P".O:GP6-P]W;W$
MBW)(GWR?:3%D`1NH("<=2/?\JVJ*+@95]93S7\DL:!D;[,,DC^"5F;\@::]I
M<I>^>(F=%OO-"JPSL,.PD9/]XD_G6O11<#FTTBZ:VB@G%Q*T(BC/F-%Y;J)$
M9B,#<>$/WN?KFKMQI\LOV[]T#YUW!(N2/F1?+S_Z"U:]%%P,*YL+P:E/=1^>
M(VD;"P&/<P*1#.'XZHP]:;=Z?<II=U90VSW/GP*B.[I\FU`,,3CN,@@'D]JW
MZ*+@<[>V6HG3[FVBCEQ,;@J(C'R7=B-Q;L01]WGK4]U97;37'EB8!ITN`\93
MYL(J[?FSSD9Y&.!S6W11<#(%E,=/50)C(UU',PF*;@!(I;[GR]`3Q44^F7<U
MC'"F(I#-<EF!`VJXEVGCW9?\BMRBBX&8QN&FAN182J(=R>3NCRV0,,OS8XY'
M)'!/%5#I5P+:_7RU+RV/DQ\CAB9#L'L-RC\*WJ*+@8E[87;7OG0&1(XQ$0(B
MFYB!("`&^7/S+U]/:IWLI3X=N;5!*998I<+*R[MS[C@E?EZGMP*U**+@9-YI
M\UPVI!54?:+)88V)_B_>9'T^9:@E@NI[V:[:QN8R%C$.R2/S%8>8"<%MO1^A
M/>MVBBX&=9174=^9;B(9EM8E=HR-JNI;<,9SCYN*KI:&XAL;:5!)]FD9;A7Q
MR#&Z[O<,2#^/UK9HHN!BKI]V+#5HI/WLTK%H'S@L1&H0YSP<J.>.1FK5U;A(
M((X[.641KM1H)`CQ].Y(XXYY_`UH447`PFM;I;Y9[FVNKAS;1*S6MP(QO4L6
MR-ZY'(QQ4VM6EQ<%C!"9/,LYX,!E&UGVXSD]/E(XK7HHN!GQQS07<X-NTJ7#
MAQ(&7$8"*N#DYZJ3P#UK+MM+O[>QM8RTI>'RY&:,IOR(RAC&[Y>,@C/'7OR>
MDHHN!DZ78/;7LD[I)AH%4-*5+Y,DC,#MX_B'3C\JDN+2XNKVRF1Y;14@D#E-
MA92Q0A>01V/3TZUI447`Q9]+D$\@ACW1$VN"S#)V2LSD_@<^^:E2Q33[V&=2
M?(CBE#NYR028]J^IX7`^GJ:U:*+@5M.C>.RC612K'+;3_""20/P!Q^%6:**`
M"BBBD`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110!G:W))%9HT;LA\P#*G'8UG:5<SR:C$KS2,ISD,Y(Z&MVXMXKE`D
MR[E!SC)'/X5%#IUK!*)(HMKKT.XG^M9N+<KF,H2<[IE/Q)))'81>6TP+7$2D
M0OM=@6P0#D=?K4-K>26TWV=8YU0VTEQB[<O(&5E`&=QXYK7N+>*Y5%F3<$=9
M%Y(PRG(/YU%>:;:7S(UU")"@*@Y(X/4''4>U:W-C%M->O96B>2*W\EGMXVV@
MALRHIR.>Q;\J:+Z^U"ZTR3<D4%TTWEB-B&`$;8W>OK[5LQZ18QH%2#"AHW`W
MMU0`)W[`"DBT>PANUNH[<+,C,RD,<*6&#@9P,YIW0%:RNKF'45T^X9=B(%C:
M16+SX49;=G!.<Y'7O5:\O;VUU+59;<QO';P12LDI/0!R0N.A..OL*UUL+9;P
MW0C_`'Q_BW'`]P,X!]ZCN=(L;J=YIX`\C@!B6.&`Z`C.,<]*+@9B>()YKE_)
MMBT"NT?^J?*X7.XMC;C/&.O>F1:]>B.,30P-+/#!)%LR%!D.WYLYZ'FMAM,L
MVN&G,(\QL[B&(!XQG&<9QQGK33I-B4V&W!40K``6)^13E1U['OUHN@,K4+S4
M[2]$A>!I(K&661!N\M@K+R!GKCCVS2_VU?ONDCBMO*^UK;`-N#?,%P<^Q;\?
M:M0:18A"GDG!B:$Y=B2C'+#.>_KUIRZ99JFQ8<+YRSXW'[ZXP>O^R*+H#'GU
M^YAL6D/V?[1"\PDC".V\1G!*X^Z/<\"H[_5;R73]0F(2*WMYXT5HRWF'YHR?
MT)^N?SV)=%T^8,'M\[RY;#L"=YRV<'H3VZ5)_9EGY$L/D_NY9!(XW'EAC!Z_
M[(_*BZ`;I-Y)?V0NG"*)&.Q%ZJ`<8;_:XYJ[45O;0VQD\E-GFN9&`)P6/4X[
M?A4M(`HHHI`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110!F:VS@62(L[B2XVLD$GELP\MSC.1W`/
M7M5:"[EAMYD21XG6<JL4\;W,B#:I((4Y/)SG)`!'T&K=6D-VJ+,'^1MZE)&0
M@X(R"I!Z$_G4?]F6OEA0L@(;=O$KAR>!RV<G@#J>P]*8&;::S=7,#W/EQ)%N
MAC1<$G=(L9Y.>@+^G/MWL3SW5O>0+/<1Y-O,Q*QL$)#1A?ER23R1C/>K<.G6
MD%NUO%"%B8`%=Q/10HY]@H_*D_LVU*A61WVJRAGD9FP2"?F)SU4<]L<4:`4;
M;67&]KK:(8I&C>3R6B.0@<':QRHQN'/7CUJ:UO+QKQ(KP10;U&U/+8[SM!.'
MSC@Y&TC.%)ITND1-%Y*'$+RK+,)"TC2%=N/F8\?=`/7CTZU9^Q0&Z%R58R`Y
M&78J#C&0N<`X)&<9YHT`SKF4>1<7MP+QA!(XV03;/+5>Y&X!NF><GGI4_P!N
MG,GG#R_LQF\C9L._.[;NSGIGMCISFK$^GVUQ(7D5\MPP61E5^WS`'#<<<YIW
MV*#[3]HV'S.N-YVYQC.W.,X[XS0!ERZU.OV>,*OF,#'*RPO(%D^;HJG)'[M^
M/<'.*:VKWQCN9%BCC6VM3.PEB96<@R`<$@@'8#SS@_EJMI]JPE_=X,K^8[*Q
M5MV`,@@Y!P.W]:/[/MO+D0QEA+%Y+[G8EEYX))S_`!'GKS1H!0EU"]A:2%S;
MF;,!5@C!0))"F",Y)&.N1G/04JW]Y'(YG:!HX;A+=PD;`L6VX89;C[XXYZ'F
MM"2SMY9#(\>6.SG)_@;<OY$YH:SMVWYCSOE65N3RZXP?_'5_*@#(BUJYGMUD
MCC"^<8C&TEO(JH'=5VDGACANH.*DDN[V2\M81-$CQW;0RD1G;)^Z+C`W<<'U
M///;!T%TZU7(",065@ID8JI4@C`S@<@<"EDL+>1BQ0AC*)MRN0=^W;G(/H,>
ME&@%*=VFNQ*C%4,OV59%(^4=7(/;+*$^HI[>=:7]M9VCYCF5Y':=VE*A2O3)
MSSN]?\#<6TA%HMLR[XU`^]U)'.<^N><^M-@L+>"1945S(H*AWD9VP<9&6)]!
M0!FPZU+(&<0.8W7,9,$B!"655#,1AL[L\=,'ZTP7%Y%KWD3R1N6,2@H&50"D
MYSMW'G*CJ3T!],:JV%LIE^1B)00REV*\]<*3@?ABF0Z79PS"9(V,H(;>\C.Q
M(#`9))SPS#\?84[H#,\ZZ;PG;32RO++)Y',1*.P9T!&=W4@D9R.O:I+>ZEAN
M&M(UFADE=5C2[?S2F5=BQ(8Y!V$`;NH[5HG3K8VC6NQ_)+!MOF-\I!!&#G(P
M0,`=*1=,M5C==LC%L9=I79^,XPY.X8R>A[GUHN!3^W7LEV+2-K=9460R,T;$
M,5V8VC<,`A_4X/KBJU[J5S>Z'>W5J4AC2#E6!WDM&KY#`\8#^AR1VK9BLK>%
MD9(\,BL@8L2<,03DGJ20.3S4$FCV,L(A>$^4$$>P2,%*@8&0#@XP.3S1=`5K
MV[N(-1G6%U_U=LJB0$J"\KJ3@'KC'Y"GI?74LK6:M"MRCLK2F,E"`JMD+NS_
M`!@8SV-79;.WEE,DD>7.S)R?X&W+^1)--DL+:7?N1@SOYA9'96W8"Y!!!'``
MXI`8=KJ]U%;M'L:6:,R2.J0R2[\RR`*I7[OW>"?;T-:T-Y-)J;V9$?[O+LP[
MJ?N@#/7GGZ#^\,/72K-$1(XFC5"<".1ESDDD'!Y&2>#QS4JVD"R+(J$.KLX;
M<<Y;KGU'MTX'H*-`)Z***0!1110`4444`%%%%`!1110`4444`%%%%`!1110`
M4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1
M110!5U"_BT^!9IE=E9MN$`)S@GO]*JV>O6M[=);Q1S!WS@L!C@9]?:CQ!:3W
MMBD=NF]Q(&(R!Q@^OUK+T;2+ZUU2&::#;&N[)WJ?X2.QKJA"DZ3;>IR3G555
M1BM#>U"^2P@65XY)-SK&J1@%BS'`ZD4MM>I,I\R-[:3!;RIBH;:,9;`)XYZU
M7UNSDO;6&*(,<7$;,5;:54,,D'U`].:J7>GW5O=))9QR72FVD@)EGRREB""2
MW)'&*YCK-5+VTD=4CNH7=L$*L@).1D?H0:@N-6M8+A(`XED8L"L;`E"JEL$9
MXX%8=IHMW''&SVP$JS6C9W+D*B('YSVP?K4MCI5W%>::LMDFVU>42W&]29`R
MM@XZ\D\Y[T[(#<MK^WN1$$D599(UD\EF`<`C/*TZ*[CEO9[50V^!49B1P=V<
M8_(UGQ6EQ%KSS10E+>0EI&9E8,=N`5_B!X&>V*-MY;:Y=3QV+SPW"1*'61!M
MV[LY!.>]("W'JED\(E-S'&IW8\Q@I^5MI//;/%2F]M1*(C<PB0D`)Y@R21G&
M/IS7-06MQ;7]M#)8K<2"WN"8F=>C39!R>.A'X$U6L]+NPM_IZV\<DW^CQFXW
M`>41&ISSR<=L4[`=@]U;QNZ//$K(N]E9P"J^I]O>C[3;^0T_GQ>2OWI-XVC\
M:YJ^T.\EEO0%DD\QI98F5XU&60J%.1N[XZXQBKVK6R6?@^X@CC6,);X*KZ\9
MHL!K"[MFCDD6XB*1G#L'&%/N>U*UU;I&DCSQ*CG"L7`#?0]ZYVZTB]N9Y+B*
MV6T">4!"C(?-V%B3R".XQGT[4R70[H16Y1)F7;*LD6^(LN]@>Z[<=<XZ=LT6
M0'3"X@:8PB:,RKU0,-PXST^A%,>\M4F\E[F%9<@;"X#<]./>L_2=,-IJ%Y/+
M'EF$21RL0S,JQJ#S]0?3-9%S$1JR6J"WFD.HI<%QGS5&<D$8X``/.>F!18#I
MA?69A,PNH/*&,OY@VC/3FGO=6\>[S)XEVH';<X&%]3[>]<_9Z/-9:?IC"R22
M2W#F>#<H+,PQNST)'UZ&H+C1=1BL7ABA69I;/R"%D`$9WLP'/48;`^E%D!TR
M7EJ\WDI<PM+DC8'!;C@\>U+-<V\#(LT\4;.<*'<`L?;/6N:L;2>YN9/*M454
MU229KG<,X5SE<=<GIZ8J_P"(;.^O%DBMX@\36[*-NS.\YX);H.G3G-%@-8W-
MN!DSQXW^7]\?>_N_7VIOVVT\H2_:H?+9MH?S!@GTSZ\&N?O]"N[J::--JP20
MF4%F_P"6^S9@^V.<T+HDTOD&>W=@;N.25)6C(VJC#.%`'<#N3Q19`=$EU;R3
M-$D\32J,E%<$@>N*8E_9R;MEW`VT%CB0'`'!/X5AW>G7\^I%W7RH095\R/8`
MJ&-@IX^8G.,Y]!BLM+.;4KA5M$MA]GMD1C;G*N5D4X)*X!PIX(..]%@.VCD2
M6,21.KHW(93D'\:=6?HMH]I:.)!(K22-(5D*$@G_`'0`/7CUK0I`%%%%(`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@"M>78M!%^YD
MF>5_+1(]N2<%OXB!T4]Z1+Y=Z1SQ26[M&\FV0KPJD`DD$C^(=ZCU.S:\>S4;
M]D<^]RDA0@;''!!!ZD=*J:CI<TDD(M6D"11,-[2;FSYL;XR^<Y"MUR/7BF!J
M1W-O,J-%/$X<$J5<'<!U(]<9JO+JMK"T9>11&\FSS=Z[1^[+Y)SP,#O_`"YK
M/;3KB>V*;9P\LIE9[EDR,*%VXCXPW0X[9[D4XVUTMT+K[&S#[4)O*#)N"_9P
MG<XR&XZT6`TVO8%E1#(,/$TH?(V[5QDY_P"!"B2]@2V2X5Q)$[(JM&0P.Y@H
MY],FL>?2KR18BN4($KG!7*[ITD"#.1G"D>G'I5G[%,VF%`)C*]S',PG*;@!(
MI/W/EZ*3Q0!HQ7=M-,T,5Q%)*F=R*X+#!P<CZTT7UF8Y)!=0%(CB1O,&$/H3
MVK-;3KIK>"-?W3BXN&9U(RJN)-I]_O*:F*7#);.+%X_LC@F(,G[P;&7"\XP"
MP(SCIVH`NO?6D;(KW4"M)C8&D`+9Z8]<T+>VKQ22K<PM'$<.XD!"'W/:L<Z5
M<F#4LQ@O<6C)&"PX+/*VW\-ZCTJ6^T^Y>[:6#>B)'#@1%-S%#)D#=D<;E(SZ
M4`:-U>QV]J+@*TRLR*@B()8L0!C)`ZD=Z=;W)EXEA>WDY(CE9"Q`QD_*3QS5
M"33Y'T>*V`F+&X21_,=0X'FAVY7`!QGI^%.FM9;6Z@FM89;A5BDB*M-N8%BA
M!)=NGRGO^%`%Q;ZT:5(ENH#(_*H)!EN,\#OP0:9+J5K'=1VPE1Y7DV,BN"4^
M5FRP[<+639:5=0Z88GB`F,MJWWATC6(-S[;6J9K2X9;.V>S9UMW8R2ET`E!1
MQD<YR2PSP*=@-:"Y@N8O-MYHY8^F]&##\Q3%OK5C$//16F_U:NP4O[@'J*I"
M"\GT>]@96C>1'2#S"N\`I@;BI(ZYY],=Z?;.QNGECMWEBN"OS94>3M&"K`D'
M@Y/&>2>E("PNHVIC5WG2(/(T2B1@I9E8J0,]>14@N[8SM`+B+SD&6CWC<H]2
M*R;>SNK7[06M3.+CS$"!EPF99&R<GH0XSC)XZ4Q]/O3`]I#YRIM^=Y&C*R$<
MDKU(+=P1CD\>I8#7^WV?V;[3]K@\C./-\P;<_7I2V=TEY"98_NAW3/KM8KGZ
M<5EP6UU%<B^:*\F;D-#*T(8\8##;A<CIR>AJSI]G<);KODDM2)Y9#%'L(96D
M+`'(/;TQUH`MF]M0LC&YA"Q-MD)D&$/H?0T&]M%MA<M=0B`])3(-I_'I6+;Z
M5=I##&_GR/"84)D,6QE616)7`ST!^]SSW-6_L]S!?370A>9/.8I$C+DAD0;A
MD@<%6[CJ:+`7+/4(;O[F027"Y_B"L5)![\C]15JL33[>6);&V:-8Y(9Y9I$4
MY"(QDVC(]=PP/8^E;=#`****0!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`445E:EJ5Q9ZA!$L0,+E`3L9BQ9]I`(X7`P>>N<"F!JT5@
M:AK=W!J$D%O''(H8(/D9CRH8MD'!QD_(/F(&:U-*NVOM/CN'7#,6!^4KG#$9
MP>1G&<'UHL!;HHHI`!X!P,^U8TFO&.W$C6H#!IO,4R?=2-MK$'')Y''ZUI7E
MW!9PA[F38C';G!//X?2L59?#P0)YCLH<R?,TK<GKR>H/<=#WK2,)25TF1*I"
M+LV:=UJ'V2\2.6("%D9C+OY4*,DE<=.V<]2*DTR\-_9+<-"82S.IC8Y*[6*\
M_E64;CP^9S,TC.[`JP<RLK`Y."IX(Y/!%7M)N-,"FUTW:H&9"BH0.3R>1ZFA
MTY)7:8E4@W9-&C11169H%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`",=J%NN!FJ3
MR0O,DSVT;2IPKD`LOT..*N2_ZI_]TUG5R8BK*#7*S6G%26H&*R/73[<_)Y?W
M%^[_`'>G3VJS#.BA(HX@B#"@+P`/I5:G1?ZU/]X5A'$5&UJ:.G&VQHT445Z1
MS&+XK_Y!L?\`UV'\FKDJZWQ7_P`@V/\`Z[#^35R5>MA/X9Y&,_BA6WX4_P"0
ME)_UQ/\`-:Q*V_"G_(2D_P"N)_FM:5_X;,\/_%B=91117BGMA1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%8OB+[:#;_8Q<'(<'R2PPW&TG;U[\-A3W(XIM[+='5(I[*&ZD*QR
M`Q,7CC)`(!.?EZC'KR#VIV`W**SM!^U?V>1>"<2K-(,SXW$;C@\$]OP].,5H
MT`-E_P!4_P#NFLZM&7_5/_NFLZN#%_$C>ELPIT7^M3_>%-IT7^M3_>%<L?B1
MJ]C1HHHKV#C,7Q7_`,@V/_KL/Y-7)5UOBO\`Y!L?_78?R:N2KUL)_#/(QG\4
M*V_"G_(2D_ZXG^:UB5M^%/\`D)2?]<3_`#6M*_\`#9GA_P"+$ZRBBBO%/;"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HIDSF.)G6-Y2!D(F,GZ9(%4'
MUF---AO?LMP4F8*J#9NY.!_%CGM@GK3`TJ*KVMXEU)<(J2(T$GEMO&,G`.1[
M8(JQ0`4444@"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"
MBBB@`ILF_P`MO+95?!VEAD`]LCBG5B:EKXL[R6U-J)`N`27QG(!Z8]ZN%.4W
M:)$ZD::O)B/JMW'I4%PQ@,L\I562)F&S#%6"`Y.0O8]\]C3M/UW[;JD5J/)"
MM;>8P#Y;S/E.![8;KWP?2L^37;25"DNDPNI4+AB",#H/N]!DU(/$T8=7&GKN
M52JMYG(''`^7IP/RK;ZM5_E_(Q^M4N_YG3456T^[^W64=QLV;\_+G.,$CK^%
M6:YVFG9G0FFKH****0PHHHH`*@O9&BL;B1#ATC9E/H0*GJMJ7_(-NO\`KB_\
MC51^)$R^%G)_V]J?_/S_`.0U_P`*/[>U/_GY_P#(:_X5FT5[7LJ?\J^X\3VM
M3^9_>;-EK6H2WUO&]QE'D56&Q>03]*ZZN!TW_D)6O_79/YBN^K@Q<8QDK*QZ
M&#E*47S.XV7_`%3_`.Z:SJT9?]4_^Z:SJ\3%_$CU*6S"G1?ZU/\`>%-IT7^M
M3_>%<L?B1J]C1HHHKV#C,7Q7_P`@V/\`Z[#^35R5=;XK_P"0;'_UV'\FKDJ]
M;"?PSR,9_%"MOPI_R$I/^N)_FM8E;?A3_D)2?]<3_-:TK_PV9X?^+$ZRBBBO
M%/;"BH8KNVFEDBBN(9)(^'17!*_4=J8-1L28P+RW)E;:@\U?G.<8'/)S3`LT
M444@"BBB@`HHHH`****`"BBB@`HHHH`BGV2PR1&;R]ZE=RL`RY[CWJG<Z?;W
M,'V<W+I;[`GE(R[=H!&.1GD']!C%$O\`K7_WC3:XGBI)VL;JDB:TMH[6>XE%
MV\AN&#,'*X!``XP!V`'X4R^L4O+^RE:!&6%C(92`2,?=4=^2<_\``?>F5BB[
MN0,"XEQ_OFKIXERW1A7:I6\RY>6EY<SWK16<T/VB"($EXSDJQ++]X]5..1CK
MVK5TF*6#3H8ID5'7(V@`8&3C.WC.,9QQG.*Y[[9=?\_,W_?9I&O;E5)-Q-@#
M/WS6WMKZ6.?ZPNQM7NIR6^K0VH3$)"&20KGEV*J/O#'(ZX/7M5*?7;J&XN(S
M$@"_<)C8A1YBH#G.'R&W87!XQUITFOZ7+*DLEI(\D>=CM&I*YZX.>*C76-%1
M'1-/VI(`KJ(4`8#H#SS77["I_*5]8I?S&Y8SM=6%O<,JJTL:N0IR`2,]:GK*
ML=<M+NXCMH8I5+`A<J`!@9['VK5K.4)0=I(TC.,U>+"J-[/=17EI';M#ME?#
MJZ$MM')(((QQQT/)%76.U"W7`S50W"&02&%2Z@@-W`.,C./8?E6,JL8?$S11
M<MBG<:K,FH21(8%A4E`S@\'R_,WDY^[CCZ]ZOZ=-+<6,4LZJLC9SM!`(R<'!
MY&1@X[9JL8[(];"W/R>7]Q?N?W>G3VJ>T>*,)!!`D,8SA4``'?H!4JO3;LF/
MV<D6Z***U("HEN8GN7MU8F2,`L-IP,^_3/3CKS2S7$$&/.FCCW=-[`9_.LE8
MK.+5)[Z'4K9'FQE2RG^Z#GGGA>/0L3SG%4HM]"7)+=EM=:L&`*S,VYPBA8G)
M8D$@@8Y!"GGIP>:OUS"Z79+:O`=6MF#,NUC@E`H(&W+?*WS'!&`.RCFNCAN(
M)\^3-')MZ[&!Q^5-Q:Z`I)]22BBJUVS+LVL1UZ&LISY(\Q<5=V*D%D+:]O;M
M+,!IF5`L>T%EZLYY'.6/OP*SK?3;DBP)LGC>VN)&'F&-E5&D#9ZDYQTQSGVK
M4\V3^^WYT>;)_?;\ZY_KB[&GL7W-&BJUHS-OW,3TZFK-=$)\\>8SDK.P5Q7B
M'_D-7'_`?_017:UQ7B'_`)#5Q_P'_P!!%=V#_B/T.+&_PUZF;1117J'E':^'
MO^0+;_\``O\`T(UI5F^'O^0+;_\``O\`T(UI5X=7^)+U9[M+^''T1'//';0M
M+*VU%ZG!/T``Y)]JAN=1M;5(VGD*"0;E^1CP,9)P.`,C)/`S1J5DNH636[E0
M"RL-R[AD$$9'<<<BJ%UH4ES!;PF](6!?+5BA+%<*#DY&3E<\\<\@XJ-#0T;:
M]@NY)DA+EH6VN&C9<'\0,_A5BJ=C9/:SW,LDP<SL#M5-H&,\XR<DYY/L.*N4
M`%5M2_Y!MU_UQ?\`D:LU6U+_`)!MU_UQ?^1IP^)$S^%G`T445[QX!9TW_D)6
MO_79/YBN^K@=-_Y"5K_UV3^8KOJ\W&_$CTL#\+&R_P"J?_=-9U:,O^J?_=-9
MU>'B_B1ZU+9A3HO]:G^\*;3HO]:G^\*Y8_$C5[&C1117L'&8OBO_`)!L?_78
M?R:N2KK?%?\`R#8_^NP_DU<E7K83^&>1C/XH5M^%/^0E)_UQ/\UK$K;\*?\`
M(2D_ZXG^:UI7_ALSP_\`%B=9114%Y_JA_O5X<Y<L7(]R*N[$`MITGNKA5A>2
M5E50Q(`C'KQUR6/Y50ATN^_<&5;:.1;CSI'CD8CL.%V@?=&W';@Y)JU17+]<
M_NFOL?,TZ*IV?^M/^[5RNBE4]I'F,Y1Y78****T)"BBB@`HHHH`****`"BBB
M@#.E_P!:_P#O&FTZ7_6O_O&FUX\OB9V+8*Y^N@KGZTI=3@QOV?F%,E_U3_[I
MI],E_P!4_P#NFNJG\://>QG4445]4<)I>'O^0U;_`/`O_037:UQ7A[_D-6__
M``+_`-!-=K7EXS^(O0]7!?PWZC9?]4_^Z:SJT9?]4_\`NFLZO%Q?Q(].ELPJ
M2V_UZ_C_`"J.I+;_`%Z_C_*N:G\:]327PLOT445ZYR'.>+O^73_@?_LM<W72
M>+O^73_@?_LM<W7L87^$OZZGC8K^*_ZZ!72>$?\`E[_X!_[-7-UTGA'_`)>_
M^`?^S48K^$_ZZAA?XJ_KH='56]_@_&K55;W^#\:\'$?PV>Y3^)%:BBBO+.HL
MV7\?X5:JK9?Q_A5JO4P_\-'+4^)A7%>(?^0U<?\``?\`T$5VM<5XA_Y#5Q_P
M'_T$5Z6#_B/T.#&_PUZF;1117J'E':^'O^0+;_\``O\`T(UI5F^'O^0+;_\`
M`O\`T(UI5X=7^)+U9[M+^''T10N?]>WX?RJ.I+G_`%[?A_*HZ\2I\;]3OC\*
M"I9K^&PM(7FS^\?RT`(&2<^I`[&HJ@O&TV\MEM[J9E*,<[0<\@J1T[@D?CZU
MOA6E-W[&=9I1U-*>\2"ZMX'1\SDJK`?*"%+<GZ`U4.H0ZCHUY+`'`6)AAQ@\
MIN!^A!!_&H)I;&::"1M1G!@D:10$&#G(P<ITP2/I[\U$KZ;9:5=6]M.[>8C8
MW@D_<VJ.G0``?A7HPE'F6IR2G'E>IR]%%%>^>$6=-_Y"5K_UV3^8KOJX'3?^
M0E:_]=D_F*[ZO-QOQ(]+`_"QLO\`JG_W36=6C+_JG_W36=7AXOXD>M2V84Z+
M_6I_O"FTZ+_6I_O"N6/Q(U>QHT445[!QF+XK_P"0;'_UV'\FKDJZWQ7_`,@V
M/_KL/Y-7)5ZV$_AGD8S^*%;?A3_D)2?]<3_-:Q*V_"G_`"$I/^N)_FM:5_X;
M,\/_`!8G65!>?ZH?[U3U!>?ZH?[U>!6_AL]V'Q(IT445Y1UD]G_K3_NU<JG9
M_P"M/^[5RO2PW\,YJOQ!111709A1110`4444`%%%%`!1110!G2_ZU_\`>--I
MTO\`K7_WC3:\>7Q,[%L%<_705S]:4NIP8W[/S"F2_P"J?_=-/IDO^J?_`'37
M53^-'GO8SJ***^J.$TO#W_(:M_\`@7_H)KM:XKP]_P`AJW_X%_Z":[6O+QG\
M1>AZN"_AOU&R_P"J?_=-9U:,O^J?_=-9U>+B_B1Z=+9A4EM_KU_'^51U);?Z
M]?Q_E7-3^->II+X67Z*R;MIX==CF`N)(!"0Z(KE5QN.X8.&)X&,9Z$=*S;C^
MU\W0W7*QF<;CM=L#=)C8%(;&WRNA]?>O8L<A+XN_Y=/^!_\`LM<W6]XD:1K3
M36F0QR&,ET)R5.%R,]ZP:]?#?PE_74\;%?Q7_70*Z3PC_P`O?_`/_9JYNND\
M(_\`+W_P#_V:C%?PG_74,+_%7]=#HZJWO\'XU:JK>_P?C7@XC^&SW*?Q(K44
M45Y9U%FSZ/\`A6+#I4T>ARZ>UG)Y3.&0*8M^%*$;OX220?P'/-%_/-%.!'*Z
M`J,A6([FJWVRZ_Y^9O\`OLUZ%&IRP2/.K5DIM6+6DZ9>V]_#)-`B!23YB[1B
M/:0(R!WW88X&,YK-\0_\AJX_X#_Z"*L?;+K_`)^9O^^S69>.TER[.Q9CC)8Y
M/2O3P-3GJ/T_R.'%55."7F04445ZYP':^'O^0+;_`/`O_0C6E6;X>_Y`MO\`
M\"_]"-:5>'5_B2]6>[2_AQ]$4+G_`%[?A_*HZDN?]>WX?RJ.O$J?&_4[X_"@
MK#N/^/B7_?/\ZW*P[C_CXE_WS_.KI;G'C?A1'3)?]4_^Z:?3)?\`5/\`[IKJ
MI_&CS7L9U%%%?5'"6=-_Y"5K_P!=D_F*[ZN!TW_D)6O_`%V3^8KOJ\W&_$CT
ML#\+&R_ZI_\`=-9U:,O^J?\`W36=7AXOXD>M2V84Z+_6I_O"FTZ+_6I_O"N6
M/Q(U>QHT445[!QF+XK_Y!L?_`%V'\FKDJZWQ7_R#8_\`KL/Y-7)5ZV$_AGD8
MS^*%;?A3_D)2?]<3_-:Q*V_"G_(2D_ZXG^:UI7_ALSP_\6)UE07G^J'^]4]0
M7G^J'^]7@5OX;/=A\2*=%%%>4=9/9_ZT_P"[5RJ=G_K3_NU<KTL-_#.:K\04
M'I17/>(-3O+*^2.WFV(8PQ&T'G)]1[5V4Z;J2Y4<]2HJ<>9BV+W\.DR0+'=3
MW!;"2N&#,ORAF_>'Y2,G`)`.W(XI^B0W3R6TUP;Q&2U7S5FD;#N>/NDXR`N3
M_O<\YK'_`+>U/_GY_P#(:_X4?V]J?_/S_P"0U_PKI^IU.Z.;Z[3[,[6BJ6C7
M$MUI<,TS;I&W9.`/XB.U7:Y)1Y6T^AUQES)-=0HHHJ2@HHHH`SI?]:_^\:;3
MI?\`6O\`[QIM>/+XF=BV"N?KH*Y^M*74X,;]GYA3)?\`5/\`[II],E_U3_[I
MKJI_&CSWL9U%%%?5'":7A[_D-6__``+_`-!-=K7%>'O^0U;_`/`O_037:UY>
M,_B+T/5P7\-^HV7_`%3_`.Z:SJT9?]4_^Z:SJ\7%_$CTZ6S"J]Y/);QK)"VU
MMV,X![&K%4]3_P"/=?\`?'\C7-#XD.N[4W8K_P!K7W_/?_QQ?\*/[6OO^>__
M`(XO^%4Z*Z^:7<\?GEW(]5NY[KRO/?=MSC@#'3TK/JU>_P`'XU5KZ'!.]"/S
M_,XJK;F[A72>$?\`E[_X!_[-7-UTGA'_`)>_^`?^S5>*_A/^NIIA?XJ_KH='
M56]_@_&K55;W^#\:\'$?PV>Y3^)%:BBBO+.HR]3_`./A?]P?S-4ZN:G_`,?"
M_P"X/YFJ==4/A1XM?^(PJA<_Z]OP_E5^J%S_`*]OP_E7J9;_`!7Z?JCDK?"1
M4445[AS':^'O^0+;_P#`O_0C6E6;X>_Y`MO_`,"_]"-:5>'5_B2]6>[2_AQ]
M$4+G_7M^'\JCJ2Y_U[?A_*HZ\2I\;]3OC\*"L.X_X^)?]\_SK<K#N/\`CXE_
MWS_.KI;G'C?A1'3)?]4_^Z:?3)?]4_\`NFNJG\:/->QG4445]4<)9TW_`)"5
MK_UV3^8KOJX'3?\`D)6O_79/YBN^KS<;\2/2P/PL;+_JG_W36=6C+_JG_P!T
MUG5X>+^)'K4MF%.B_P!:G^\*;3)9OLZ>;MW;2#C.,\URQ^)&DFDFV)J&H3P:
MS8VR"1('?$C>42KY5L`-C`QM!/U]`:I7FJW27%Y]FN%EB*1O$RLNV)"4!9CM
MX^\6!.1@'CBK7]O_`/3M_P"1/_K4?V__`-.W_D3_`.M7K>U@>?[6'<@UZ4SZ
M!:2LKJSLC$.,,,J>OO7,UN:WJ?VVS2/R=F)`V=V>Q]O>L.O7P;3I71YF*DI5
M+H*V_"G_`"$I/^N)_FM8E;?A3_D)2?\`7$_S6M:_\-D8?^+$ZRH+S_5#_>J>
MH+S_`%0_WJ\"M_#9[L/B13HHHKRCK)[/_6G_`':N53L_]:?]VKE>EAOX9S5?
MB"N3\5_\A*/_`*XC^;5UE<GXK_Y"4?\`UQ'\VKTL)_$.'&?PC$HHHKUCR#M?
M#W_(%M_^!?\`H1K2K-\/?\@6W_X%_P"A&M*O#J_Q)>K/=I?PX^B"BBBLS0**
M**`,Z7_6O_O&FTZ7_6O_`+QIM>/+XF=BV"N?KH*Y^M*74X,;]GYA3)?]4_\`
MNFGTR7_5/_NFNJG\://>QG4445]4<)I>'O\`D-6__`O_`$$UVM<5X>_Y#5O_
M`,"_]!-=K7EXS^(O0]7!?PWZC9?]4_\`NFLZM&7_`%3_`.Z:SJ\7%_$CTZ6S
M"J>I_P#'NO\`OC^1JY5/4_\`CW7_`'Q_(URP^)!7_ALRZ***ZSQBK>_P?C56
MK5[_``?C56OHL#_`C\_S.2I\3"ND\(_\O?\`P#_V:N;KI/"/_+W_`,`_]FJ\
M5_"?]=33"_Q5_70Z.JM[_!^-6JJWO\'XUX.(_AL]RG\2*U%%%>6=1EZG_P`?
M"_[@_F:IU<U/_CX7_<'\S5.NJ'PH\6O_`!&%4+G_`%[?A_*K]4+G_7M^'\J]
M3+?XK]/U1R5OA(J***]PYCM?#W_(%M_^!?\`H1K2K-\/?\@6W_X%_P"A&M*O
M#J_Q)>K/=I?PX^B*%S_KV_#^51U)<_Z]OP_E4=>)4^-^IWQ^%!6'<?\`'Q+_
M`+Y_G6Y6'<?\?$O^^?YU=+<X\;\*(Z9+_JG_`-TT^F2_ZI_]TUU4_C1YKV,Z
MBBBOJCA+.F_\A*U_Z[)_,5WU<#IO_(2M?^NR?S%=]7FXWXD>E@?A8V7_`%3_
M`.Z:SJT9?]4_^Z:SJ\/%_$CUJ6S"J]__`,><GX?S%6*KW_\`QYR?A_,5RQW1
M57^'+T9CT445UGB%>\_U0_WJIU<O/]4/]ZJ=>_E_\$Y*OQ!6WX4_Y"4G_7$_
MS6L2MOPI_P`A*3_KB?YK717_`(;*P_\`%B=94%Y_JA_O5/4%Y_JA_O5X%;^&
MSW8?$BG1117E'63V?^M/^[5RJ=G_`*T_[M7*]+#?PSFJ_$%<GXK_`.0E'_UQ
M'\VKK*Y/Q7_R$H_^N(_FU>EA/XAPXS^$8E%%%>L>0=KX>_Y`MO\`\"_]"-:5
M9OA[_D"V_P#P+_T(UI5X=7^)+U9[M+^''T04445F:!1110!G2_ZU_P#>--IT
MO^M?_>--KQY?$SL6P5S]=!7/UI2ZG!C?L_,*9+_JG_W33Z9+_JG_`-TUU4_C
M1Y[V,ZBBBOJCA-+P]_R&K?\`X%_Z":[6N*\/?\AJW_X%_P"@FNUKR\9_$7H>
MK@OX;]1LO^J?_=-9U:,O^J?_`'36=7BXOXD>G2V853U/_CW7_?'\C5RJ>I_\
M>Z_[X_D:Y8?$@K_PV9=%%%=9XQ5O?X/QJK5J]_@_&JM?18'^!'Y_F<E3XF%=
M)X1_Y>_^`?\`LU<W72>$?^7O_@'_`+-5XK^$_P"NIIA?XJ_KH='56]_@_&K5
M5;W^#\:\'$?PV>Y3^)%:BBBO+.HR]3_X^%_W!_,U3JYJ?_'PO^X/YFJ==4/A
M1XM?^(PJA<_Z]OP_E5^J%S_KV_#^5>IEO\5^GZHY*WPD5%%%>X<QVOA[_D"V
M_P#P+_T(UI5F^'O^0+;_`/`O_0C6E7AU?XDO5GNTOX<?1%"Y_P!>WX?RJ.I+
MG_7M^'\JCKQ*GQOU.^/PH*P[C_CXE_WS_.MRL.X_X^)?]\_SJZ6YQXWX41TR
M7_5/_NFGTR7_`%3_`.Z:ZJ?QH\U[&=1117U1PEG3?^0E:_\`79/YBN^K@=-_
MY"5K_P!=D_F*[ZO-QOQ(]+`_"QLO^J?_`'36=6C+_JG_`-TUG5X>+^)'K4MF
M%5[_`/X\Y/P_F*L57O\`_CSD_#^8KECNBJO\.7HS'HHHKK/$*]Y_JA_O53JY
M>?ZH?[U4Z]_+_P""<E7X@K;\*?\`(2D_ZXG^:UB5M^%/^0E)_P!<3_-:Z*_\
M-E8?^+$ZRH+S_5#_`'JGJ"\_U0_WJ\"M_#9[L/B13HHHKRCK)[/_`%I_W:N5
M3L_]:?\`=JY7I8;^&<U7X@KD_%?_`"$H_P#KB/YM765R?BO_`)"4?_7$?S:O
M2PG\0X<9_",2BBBO6/(.U\/?\@6W_P"!?^A&M*LWP]_R!;?_`(%_Z$:TJ\.K
M_$EZL]VE_#CZ(****S-`HHHH`SI?]:_^\:;3I?\`6O\`[QIM>/+XF=BV"N?K
MH*Y^M*74X,;]GYA3)?\`5/\`[II],E_U3_[IKJI_&CSWL9U%%%?5'":7A[_D
M-6__``+_`-!-=K7%>'O^0U;_`/`O_037:UY>,_B+T/5P7\-^HV7_`%3_`.Z:
MSJT9?]4_^Z:SJ\7%_$CTZ6S"J>I_\>Z_[X_D:N53U/\`X]U_WQ_(URP^)!7_
M`(;,NBBBNL\8JWO\'XU5JU>_P?C56OHL#_`C\_S.2I\3"ND\(_\`+W_P#_V:
MN;KI/"/_`"]_\`_]FJ\5_"?]=33"_P`5?UT.CJK>_P`'XU:JK>_P?C7@XC^&
MSW*?Q(K4445Y9U&7J?\`Q\+_`+@_F:IU<U/_`(^%_P!P?S-4ZZH?"CQ:_P#$
M850N?]>WX?RJ_5"Y_P!>WX?RKU,M_BOT_5')6^$BHHHKW#F.U\/?\@6W_P"!
M?^A&M*LWP]_R!;?_`(%_Z$:TJ\.K_$EZL]VE_#CZ(H7/^O;\/Y5'4ES_`*]O
MP_E4=>)4^-^IWQ^%!6'<?\?$O^^?YUN5AW'_`!\2_P"^?YU=+<X\;\*(Z9+_
M`*I_]TT^F2_ZI_\`=-=5/XT>:]C.HHHKZHX2SIO_`"$K7_KLG\Q7?5P.F_\`
M(2M?^NR?S%=]7FXWXD>E@?A8V7_5/_NFLZM&7_5/_NFLZO#Q?Q(]:ELPJO?_
M`/'G)^'\Q5BJ]_\`\><GX?S%<L=T55_AR]&8]%%%=9XA7O/]4/\`>JG5R\_U
M0_WJIU[^7_P3DJ_$%;?A3_D)2?\`7$_S6L2MOPI_R$I/^N)_FM=%?^&RL/\`
MQ8G65!>?ZH?[U3U!>?ZH?[U>!6_AL]V'Q(IT445Y1UD]G_K3_NU<JG9_ZT_[
MM7*]+#?PSFJ_$%<GXK_Y"4?_`%Q'\VKK*Y/Q7_R$H_\`KB/YM7I83^(<.,_A
M&)1117K'D':^'O\`D"V__`O_`$(UI5F^'O\`D"V__`O_`$(UI5X=7^)+U9[M
M+^''T04445F:!1110!G2_P"M?_>--ITO^M?_`'C3:\>7Q,[%L%<_705S]:4N
MIP8W[/S"F2_ZI_\`=-/IDO\`JG_W3753^-'GO8SJ***^J.$TO#W_`"&K?_@7
M_H)KM:XKP]_R&K?_`(%_Z":[6O+QG\1>AZN"_AOU&R_ZI_\`=-9U:,O^J?\`
MW36=7BXOXD>G2V853U/_`(]U_P!\?R-7*IZG_P`>Z_[X_D:Y8?$@K_PV9=%%
M%=9XQ5O?X/QJK5J]_@_&JM?18'^!'Y_F<E3XF%=)X1_Y>_\`@'_LU<W72>$?
M^7O_`(!_[-5XK^$_ZZFF%_BK^NAT=5;W^#\:M55O?X/QKP<1_#9[E/XD5J**
M*\LZC+U/_CX7_<'\S5.KFI_\?"_[@_F:IUU0^%'BU_XC"J%S_KV_#^57ZH7/
M^O;\/Y5ZF6_Q7Z?JCDK?"14445[AS':^'O\`D"V__`O_`$(UI5F^'O\`D"V_
M_`O_`$(UI5X=7^)+U9[M+^''T10N?]>WX?RJ.I+G_7M^'\JCKQ*GQOU.^/PH
M*P[C_CXE_P!\_P`ZW*P[C_CXE_WS_.KI;G'C?A1'3)?]4_\`NFGTR7_5/_NF
MNJG\:/->QG4445]4<)9TW_D)6O\`UV3^8KOJX'3?^0E:_P#79/YBN^KS<;\2
M/2P/PL;+_JG_`-TUG5HR_P"J?_=-9U>'B_B1ZU+9A5>__P"/.3\/YBK%5[__
M`(\Y/P_F*Y8[HJK_``Y>C,>BBBNL\0KWG^J'^]5.KEY_JA_O53KW\O\`X)R5
M?B"MOPI_R$I/^N)_FM8E;?A3_D)2?]<3_-:Z*_\`#96'_BQ.LJ"\_P!4/]ZI
MZ@O/]4/]ZO`K?PV>[#XD4Z***\HZR>S_`-:?]VKE4[/_`%I_W:N5Z6&_AG-5
M^(*Y/Q7_`,A*/_KB/YM765R?BO\`Y"4?_7$?S:O2PG\0X<9_",2BBBO6/(.U
M\/?\@6W_`.!?^A&M*LWP]_R!;?\`X%_Z$:TJ\.K_`!)>K/=I?PX^B"BBBLS0
M****`,Z7_6O_`+QIM.E_UK_[QIM>/+XF=BV"N?KH*Y^M*74X,;]GYA3)?]4_
M^Z:?3)?]4_\`NFNJG\://>QG4445]4<)I>'O^0U;_P#`O_037:UQ7A[_`)#5
MO_P+_P!!-=K7EXS^(O0]7!?PWZC9?]4_^Z:SJT9?]4_^Z:SJ\7%_$CTZ6S"J
M>I_\>Z_[X_D:N53U/_CW7_?'\C7+#XD%?^&S+HHHKK/&*M[_``?C56K5[_!^
M-5:^BP/\"/S_`#.2I\3"ND\(_P#+W_P#_P!FKFZZ3PC_`,O?_`/_`&:KQ7\)
M_P!=33"_Q5_70Z.JM[_!^-6JJWO\'XUX.(_AL]RG\2*U%%%>6=1EZG_Q\+_N
M#^9JG5S4_P#CX7_<'\S5.NJ'PH\6O_$850N?]>WX?RJ_5"Y_U[?A_*O4RW^*
M_3]4<E;X2*BBBO<.8[7P]_R!;?\`X%_Z$:TJS?#W_(%M_P#@7_H1K2KPZO\`
M$EZL]VE_#CZ(H7/^O;\/Y5'4ES_KV_#^51UXE3XWZG?'X4%8=Q_Q\2_[Y_G6
MY6'<?\?$O^^?YU=+<X\;\*(Z9+_JG_W33Z9+_JG_`-TUU4_C1YKV,ZBBBOJC
MA+.F_P#(2M?^NR?S%=]7`Z;_`,A*U_Z[)_,5WU>;C?B1Z6!^%C9?]4_^Z:SJ
MT9?]4_\`NFLZO#Q?Q(]:ELPJO?\`_'G)^'\Q5BJ]_P#\><GX?S%<L=T55_AR
M]&8]%%%=9XA7O/\`5#_>JG5R\_U0_P!ZJ=>_E_\`!.2K\05M^%/^0E)_UQ/\
MUK$K;\*?\A*3_KB?YK717_ALK#_Q8G65!>?ZH?[U3U!>?ZH?[U>!6_AL]V'Q
M(IT445Y1UD]G_K3_`+M/AU"UGMGN(90\2$AF`/UZ=>A!'KD5':#,C`]"M5[/
M29[&TD@M[T!G7&]HLD8540]>RK^).>.E>GA?X9S5?B+=OJ5I=2K%#+N=D+A=
MI'`.#G(X()QCK7.^*_\`D)1_]<1_-JV+33+BVN;:4W,++#$T1582"VX@DY+G
MG('KW]>,?Q7_`,A*/_KB/YM7I83^*<&+_A&)1117JGDG:^'O^0+;_P#`O_0C
M6E6;X>_Y`MO_`,"_]"-:5>'5_B2]6>[2_AQ]$%%%%9FA0O\`4_L<PC\G?E=V
M=V.Y]O:JW]O?].W_`(__`/6IFM032W:-'$[CRP,JI/<UG_9+G_GWE_[X-:I*
MPBTVI[G+>3C)S][_`.M3TNY'\O;;Y\QBJ_/U/^35+[)<_P#/O+_WP:MV_G0I
M$&L9F:)RRD`CKCMCVK)X:B^A?M)=R82SG9BW7YQN'[U>F,Y]N*S4LYG=D502
MO7YAC\\XJ\DMVLL;&SD*I'LV[.3QC.<4Q1,'DW6,S([!PN",$?0>Y[4UAZ2V
M1G/]Y\13>TECC\QU"J?5AGKCIUI9;"?R6)4`%1_$"0#TXS[BK-VUW<*H>V=1
MW_=]223UQGOTJ7S+IG/F64K1E`NT)@\8YSCU%4J4$[I&?LH=C(;1IUSNXQGL
M.QP>_K39]*EMV`E;:3]#_(UM&YNWC>,V<ASG/RG@EMWI4-VMQ<$;;.9%W,V-
MI/)Z]JZ_K%3N9_5:7;\S/T]?L-['<9W[,_+TSD$=?QK;_M[_`*=O_'__`*U9
MGV2Y_P"?>7_O@T?9+G_GWE_[X-93ESN\C6$(TU:)HMKFY"OV?&1C[_\`]:J_
M]I?],O\`Q[_ZU5OLES_S[R_]\&C[)<_\^\O_`'P:PG1IS^)&JG);%G^TO^F7
M_CW_`-:EG$]W%&JP;0Q+*=XYQ_+J*J_9+G_GWE_[X-7(3+%"L9L9V`R&Z\YP
M?3V%2L-16J02G*2LRBEI,^=J9PVT\C@]>?R-.^PS[D7:-S_=`89Z9]>*L`7@
M:X;[--^_!R`I&,G/^/YU8\^X!5A82>8J;02IQT`[`']:KV-/L8^RAV,F339Y
MX_,`PJ9STSQUXSFH)=->%]DCX;TX/]:VWFN65U%A(`^XG"G(+8Z''M^M074=
MQ<2*PM)EPN.5))^IQ733J2IQY8O0AX>FW=HQ_L7_`$T_\=K2TBX_LSSOD\WS
M-O?;C&?KZTGV2Y_Y]Y?^^#1]DN?^?>7_`+X-.564URR>@XT*<'S16II_V]_T
M[?\`C_\`]:HIM8\W;^XQC_;_`/K51^R7/_/O+_WP:/LES_S[R_\`?!KGE3A)
M69NFT[HL_P!I?],O_'O_`*U']I?],O\`Q[_ZU5OLES_S[R_]\&C[)<_\^\O_
M`'P:R^JT>WXLOVD^Y+=1S7$T1\L*TBC:N\'/?\.M1+8SL"=H``!.Y@,`].I]
MJL3"ZDCA5;:=3%T8@D]NG'`XJ827&^X9[*9A.0<;?NXSZ@^M6J%-:)&$H1D[
MLH+9SMLPG^L!9<D#('6J]QI<P+R/\H!P>GMTYYZC\ZV3<7)4*-/<!00GRDX!
M7'.1SV_*HYFN)8Y5^Q3#S"#R"0N,=!CVK2DE2?-#1DNA"6C1A?8O^FG_`([1
M]B_Z:?\`CM:/V2Y_Y]Y?^^#1]DN?^?>7_O@UT?6)]R/JM+M^9:T_4_L-E';^
M3OV9^;=C.23TQ[U9_M[_`*=O_'__`*U9GV2Y_P"?>7_O@T?9+G_GWE_[X-8-
M)N[.A*RLBW+JOF2%O)QGMN_^M3?[2_Z9?^/?_6JM]DN?^?>7_O@T?9+G_GWE
M_P"^#6#PU%N[1:J21:2_+N%6(9/3+XJM):SO<2CR_G#9900<9/'\Z=%;7"2J
M[6LQ`.<!2/UQ4^;H7CW"VDR[E(P%/ICKC\::P]);(B?[S215:RF50Q5<,<#Y
MAD\XZ9I/[/N)/,C"?,IVMR.OY\U?CEG2*%382LT7W25[\X[9[^M.%Q<[MWV"
M3)(+?*>P(R,C@\CGVJE2@G=(S]E#L8<VER0$"1@">W!_D:B^Q?\`33_QVMJ[
M6XN0F+.92O<J23^.*K?9+G_GWE_[X-=?UB?<S^JTNWYE.VM_(N8IMV[RW#8Q
MC.#FM_\`M[_IV_\`'_\`ZU9GV2Y_Y]Y?^^#1]DN?^?>7_O@UE.7M-9&L*<:>
MD4:+:YN0K]GQD8^__P#6JO\`VE_TR_\`'O\`ZU5OLES_`,^\O_?!H^R7/_/O
M+_WP:PG1IS^)&JG);%G^TO\`IE_X]_\`6IDETUTAA2+#/@#YJA^R7/\`S[R_
M]\&G1VMPLBLUK,0#G`4C^E3]6HKH-SDU9D:VDS.Z*F60[6`(X.<?SIS64RJ&
M*KAC@?,,GG'3-6A]I6\DN([2==^[*X/?WQZU)'+.D4*FPE9HONDKWYQVSW]:
MKV-/L8>RAV,Z33+B??&%PT;8;D=?3KS5'[%_TT_\=KH1<7.[=]@DR2"WRGL"
M,C(X/(Y]JS_LES_S[R_]\&NBG4=./+%V1#P]-N[1G?8O^FG_`([5W2G_`+-N
M6FQYFY"N.G<'^E2?9+G_`)]Y?^^#1]DN?^?>7_O@U4JTI*S8XX>G%W2-/^WO
M^G;_`,?_`/K5'-K/FH%^SXYS]_\`^M5#[)<_\^\O_?!H^R7/_/O+_P!\&L)0
MA)69NFUJ6?[2_P"F7_CW_P!:I(KN28,4@!"]27``_.J7V2Y_Y]Y?^^#5JS-U
M:AQ]DF8-@XVD=,]>.1S6/U6CV_%E^TGW(YUFO8TD2$A5W<[L].347V"YRH\L
MDMT&1Z9_#BK4$EY!`(5M9MOS;OE/.1@=NU/\VY#ETLIE=R6<X/)VD<<<=<U2
MH4UHD8R@IOFEN45L9VCWA0%QNY8#C./6H9=*N)I#QMVY4Y(P".O.?<5HSO=S
MJP:SD#-&$)"'J&W9Z5,;FZ:0LUG-]YB-HQP<<=.>G>M:<53ES0W(="#5FC"D
MTN6.,.YPI)4''4CKWJ+[%_TT_P#':U)8+J1V(MI54L2%"'`S3/LES_S[R_\`
M?!KH^L3[D?5:7;\RUI^I_8;*.W\G?LS\V[&<DGICWJS_`&]_T[?^/_\`UJS/
MLES_`,^\O_?!H^R7/_/O+_WP:P:3=V="5E9'5T445@4%%%%``>G%8AMKQUMP
MJ2'&SS=S8&X/EFZ\_E]/0[=%-.P&/';7Z1*',[C:A=1-\Q.&W8.>.=M364-_
M';SB5\S,/DWG(#<\]3QT]/I6E11<#*LK:=$$,T1"1,\F`V=Y).WGCW/Y56CL
M;A)8YA;M%AP[+\K!`#DA<'/(XZ<^U;U%.XC)ELKAY+64)EB_F2\CY22I_0#&
M?3COFH[.SN8"NZ(J_F)AAW`SN)P>X[G&>.!BMJBBXPHHHJ0"BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
/`HHHH`****`"BBB@#__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>8
<FILENAME>masterintermediatex6x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex6x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@`
M;@!1`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$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`#\`=_PF^I?\\+3_`+X;_P"*H_X3?4O^>%I_WPW_`,57-XHH`Z3_
M`(3?4O\`GA:?]\-_\52_\)MJ7_/"T_[X;_XJN:)"@DG`%0-=*!\@S]:`.L_X
M3;4O^>%I_P!\-_\`%4?\)MJ7_/"T_P"^&_\`BJX[[1(3P:<EPX;!^8>]`'7_
M`/";:E_SPM/^^&_^*H_X3;4O^>%I_P!\-_\`%5S"2HYVYP:DQ0!T?_";:E_S
MPM/^^&_^*K6\->(KO5]0DM[B.!46(N#&I!SD#N3ZUPN*Z3P)_P`AF;_KW;_T
M):`.]HHHH`\>I:!2T`5KQ]L6W^\:@CB:3`53SZ"K+H'O(5;I6Y:J`1Q0!A?V
M=/T6)L_2K$6A73J68A/8]:ZM,8Z"G]1@CB@#BKG3YK2$2[MP4XZ=*?!)YJ9[
MC@UOZI"#:RCU%<W8]9!]#0!9Q71^!1_Q.9O^O=O_`$):Y[%=%X&'_$XF_P"O
M=O\`T):`.[HHHH`\@I:`*4"@",KFZ@/N1^E71?>5\HC!;/3O44:`G<>JG(K1
MBBAVE]H![F@":QO9+@[6CV$>M-N[^\BD"10;@>_6F6@5Y_E8``5>C=,[6V[@
M<`F@"HCRW",)5(XY!7%8-I`T:NS#`9CC\*ZRX8*A`QT[5CW2X"\8X_Q_QH`I
M$5T7@@?\3B;_`*]S_P"A+6"16_X)'_$WE_ZX'_T):`.XHHHH`\B`IP%(!3U%
M`#D.W/N,5-&Q,1W9VCKBHU%&]K=]P^ZW!S0!-;_99)-VY@X&/ES_`"J\##'^
M["L6;G&TU%:C<Q9-ASUR*O#"+N.W\*`(93B,$DUGS.96!/88`J>>4R;BOW0*
M@C(?<I&UU/*_7D?I0!$5K>\%C&K2_P#7`_\`H2UCE*V_!XQJLO\`UP/_`*$M
M`'94444`>2@5(HK.EORK%8E!QQN-59+F:7[[G'H.!0!L/=V\60T@)'8<FHEO
M4NF\F.-N<G)/I6/6CHJ9O"Q'`7^9H`NPFX#8BD`'?(JVIEV[9)-P]N*1K<1W
M`2%M[G^$=1[5KVNG@8>;!;K@=!_C0!!:6WF`%Q^['KWKG;N^8ZK+<1'C=CV9
M1Q_2NDURX^QZ<VTX>3Y%Q[]3^5<=0!O6]Y!<@!6VO_<;K_\`7KH?":XU27_K
MB?\`T):\^/WLUUWP^N99-7EB=RRBW8C/7[R]Z`/0:***`/"A17J__"&Z`/\`
MEP_\C2?_`!5'_"&Z!_SX?^1I/_BJ`/**V]+B:&R\U%!DD)V`^W^2:[S_`(0W
M0/\`GP_\C2?_`!56D\.Z5&BHEH`%&!\[<#\Z`//[1C%^^D;+)\Q8GJ:Z:QN5
MO+2*X0$!UR1Z&M=O#.CM&8S9_(>H\Q_\:LQ:18P1F.*#:OIO;_&@#S;Q)>BY
MO_*1LQP_+QZ]ZR,\5ZD?".A$Y-C_`.1G_P#BJ/\`A#]"_P"?'_R,_P#\50!Y
M6:ZKX=_\AV?_`*]F_P#0EKJ?^$/T'_GQ_P#(TG_Q56].T'3=+G:>RMO*D9=A
M;S&;C(/<GT%`&E1110!CC4[I;V;>L)MDNUM@H4A\LJD-G.#RW3`XI^KZG-I\
M@1$1C+$1!NSS+N`"GGH=P_(U.^DV3S2S-$2\N2W[QL9(VY`S@''&1S4\MI!,
M8#)&&,#!XR2?E.,9_6@#`NO$=P;%KJU6,1CY1N4Y#^2\A'7L0H_.I5URX2[D
MC<0;%,G,C>6/E6(C+=O]8W;TK3DTBQDMC;M;@Q%WDV[B/F8$,>OHQ_.DDT:P
MD9F:#YB2V0[`@G;R,'@_(O3TH`SQXD+JKQ6>]-B%B)1P6D:/`XY^9>OI4EUK
MQM[&"Z:`C-R\$L:Y<Y4/G;CKRHJZFCV"(56#@[<Y=CT<N._]XDU*+"V79B+[
MDS3K\QX=LY/_`(\?SH`H+K,D9B$L4<GRQM+)$WRH)&*IC^][GCU]JIV^O7;6
MVGB:)5EN1$V\'(92ZJW'8_,,=:UETFQ22-U@`:,Y7YC@<DCC/0$D@=NV*!I-
MB!;CR.+90L7S-\H#!AWYY4=?2@!VDW3WNE6MS*`'EC5FVC`R15RHK:"*UMXX
3(%V11J%5<DX`^M2T`%%%%`'_V3\_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>9
<FILENAME>masterintermediatex6x2.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex6x2.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@`
M\P'W`P$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`#\`[G[4G]UORH^U)_=;\JB\NCRZRYF.Q+]J3^ZWY4?:D_NM^51>
M71Y=',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3^ZWY5%Y='ET<
MS"Q+]J3^ZWY4?:D_NM^51>71Y=',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OV
MI/[K?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZWY4?:D_NM^51>71Y=',PL2_:D_NM^
M5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZWY4?:D_
MNM^51>71Y=',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3^ZWY5%
MY='ET<S"Q+]J3^ZWY4?:D_NM^51>71Y=',PL2_:D_NM^5'VI/[K?E47ET>71
MS,+$OVI/[K?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZWY4?:D_NM^51>71Y=',PL2_
M:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZW
MY4?:D_NM^51>71Y=',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3
M^ZWY5%Y='ET<S"Q+]J3^ZWY4?:D_NM^51>71Y=',PL2_:D_NM^5'VI/[K?E4
M7ET>71S,+$OVI/[K?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZWY4?:D_NM^51>71Y=
M',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K?E1]J3^ZWY5%Y='ET<S"Q+
M]J3^ZWY4?:D_NM^51>71Y=',PL2_:D_NM^5'VI/[K?E47ET>71S,+$OVI/[K
M?E1]J3^ZWY5%Y='ET<S"Q+]J3^ZWY45%Y=%',PL6"5498@#WH4JWW2#]*BNO
MN)QGYAQZU'DI(QV>6=AP!7/*IRRL:*-T6L"C`JOYD@B5B1EB`..E+YC(65V!
MPN=V.E5[5"Y&3X%(<#K@5"DCAF#Y.%W<C!IC%V6-F<$%AQCI4NJK:(?(6L"C
M`J*5G$D:JV-V<\5'YDHC+[A\K8(QUJI55%M6$HMEG`HP*KR2NI9E)*J<$8XI
MP9VN&4$;5QVH]JKV#E9*,$9&#2X%5;=R=J9VCD_6E\Z0G<`2,XVA?ZU*K)I,
M;@[V+.!294DC(R.HJ&(-]HD^;TR,=:"Q#S8P,`8X]J?M-+V%RD^!2'`ZX%0"
M212A8A@RYQCVIK%V6-F<$%AQCI2=96T0^0M8%&!58S2%F(!P#C:%ITDCK($#
M#YL8SVI^UC:X<C)\"C`IDK;4X."3@<9J$RR".0$_,I'.*<JBB[,2BV6<"DX!
MQQS4#221LX8AL+D<4GS>=%N<-G)X%)U5LD/D+!*@@$@$]*7`J!E)NQR.!GI2
M&5Q#(=W(;`H]K:]T'+V+&!1@579Y-TNU@`F#TI1(\C85@N%!Y'6CVJO:PN1D
MPP1D8-+@5!"2+0D=0#2+)(!&Q8,&.,8H5563:W'REC`HP*K&60DLN2`<;0O]
M:>&D>5U#`*/:A54]A<C)05.<$''6EP*J1%DA!!&7.,XZ5(7="ZE@Q"Y!Q2C5
M5KM#<-="?`HP*KEY0D9W#+$=J0O+^\&\?)SG'6G[5=@Y"S@48%5WE<C*$C"@
MD`4N^1W4*P7*9Z9H]JNPN1D^!1@5765V2,`@,V><4KNZ[4W9)SDA<_I3]JK7
M#D9/@48%1PLS*=X((..F,U)5IW5R6K!@48%%%,`P*,"BB@`P*,"BB@`P*,"B
MB@`P*,"BB@`P*,"BB@`P*,"BB@`P*,"BB@`P*,"BB@`P*,"BB@`P*,"BB@`P
M****`&NBN,,,BFK#&N<+U&*DHI.,6[M#NQNQ=FW'R^E((D52H48/6GT4<J[!
M=C%C13D#G&.M)Y$8.0O.<U)12Y(]@NQ"H+!B.1TIOE)M*XX)R>:?13Y4^@78
MQH8V))7KUYIP4!BP')ZTM%'*M[!=C!$@``'W3D<T>4F[=M&>M/HHY8]@NQOE
MKOWX^;UH,:DL<?>ZTZBCE78+L;L7*G'W1@4WR(P<A><YJ2BER1?0+L8T2,V2
MHS08T.<KG=UI]%/ECV"[&LBLN&&12>3'@C;P>O-/HH<4]T%V-**6+$<D8_"D
M6&-2"%P13Z*.6.]@NQ-HW[L?-C&:8T,;$DJ,GK4E%#C%[H+L;Y:_-Q][K[TA
MAC.,J#C@4^BCEB^@78SRP(RB\`@BD2%$P<`L.]244N2-[V"[&&)"V[;SUIP4
M!BP')ZTM%/E2Z!=C1&@39M^7TI!$BJ5"X!ZTV"0R>9N`^5RHQZ"I:.6/8+L:
M44A1CA>E'EK\W'WNOO3J*.5=@NQAAC/5>V.M*$4$$#D#`^E.HHY8]@NQGE)L
MV;?EH\F/:%VC`I]%+DCV"[$50HPHP*6BBJV$%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`1RN5QBH_-?UIT_457,\*
M[MTJ#8P5LL/E)Q@'W.1^8H`F\U_6CS7]:A>>&.1(WE17?[JLP!;Z#O4E`#O-
M?UH\U_6HHY$E!,;!@&*G!Z$'!%$LJ0PO+(VU$4LQ]`.30!+YK^M'FOZTQ2&4
M,.01D4V26.($R2*@`+$L<<#J:`)?-?UH\U_6H!<0$1D31XEXC.X?/]/6DCN[
M:69X8[B)Y4^\BN"R_44`6/-?UH\U_6JD>H64H<QW=NXC&7*R*=H]3SQ3S=6Z
MHCM/$$D.$8N,-]/6@"QYK^M'FOZU'O4N4W#>`"5SR`>_Z&FS31P)OE;:NX+G
MW)`'ZD4`3>:_K1YK^M-IH922`02IP<'I0!)YK^M'FOZTVB@!WFOZT>:_K3:*
M`'>:_K1YK^M-HH`=YK^M'FOZTVB@!WFOZT>:_K3:*`'>:_K1YK^M-HH`GC8L
MN33ZCA^Y^-24`9\<CH\P4X'F-VJ3SY/[WZ"H1_K)O^NC4Z@"3SY/[WZ"CSY/
M[WZ"HZ*`)//D_O?H*//D_O?H*CHH`D\^3^]^@H\^3^]^@J.B@"3SY/[WZ"CS
MY/[WZ"HZ*`)//D_O?H*//D_O?H*CHH`D\^3^]^@H\^3^]^@J.B@"3SY/[WZ"
MCSY/[WZ"HZ*`)//D_O?H*//D_O?H*CHH`D\^3^]^@H\^3^]^@J.B@"3SY/[W
MZ"CSY/[WZ"HZ*`)//D_O?H*//D_O?H*CHH`D\^3^]^@H\^3^]^@J.B@"3SY/
M[WZ"CSY/[WZ"HZ*`+5O(S[MQSC%357M/X_PJQ0`4444`%%%%`$,_45A75E<O
M<7,:1;H[F:*7S-P`0)LR".N?EXQZUNS]14=`&1/!=27L-S%:M'(P02;W1EP#
MG!'7(R<%>]+J4%Q=QVLJ6I\Y"3Y;LI52<?>Y_4<C\:UJ*=P.>&ERQ[@;)98O
MM$KM$&4>9N.4;K_"..?PZ4O]FW8M+J*:'[1<26Q1)]XX/E!=O//+9/IS7044
M7`Y^WTV[A>W+Q>;+%,2TK%=K@E?F(SD$`8&/3'0U;N8#)<7:R1-([>6\6TA3
MM7!X)XR&R<'U&:U:*+@<_<V6I3&"0Q*TD:G9G:!G>3\^._"'Y>-P/:K5CI]P
MKB2Y90([B6:.,+@_,6^\V3GAN@`K6HHN!A165Y$D,:),]M;%2(9FCRV.`%*]
MN_S=P.E.2SN8YYYS:^:MR"HAW+^YSZ^QZG&?QK;HHN!B3Z9</(BD>:@CMD9B
M1\VR0E_T-0-IEV?+5X!(%D7RCO'[E5F+?JFWIZ5T5%%P.:_LK4F8YV"3G=(H
MV>8><G(8DY&5Z#&?85K0+_Q,LQ)Y:+`%D7'1L@J/3@9_,5?HHN`4444@"BBB
M@`HHHH`****`"BBB@`HHHH`FA^Y^-25'#]S\:DH`S1_K)O\`KHU.IH_UDW_7
M1J=0`4444@"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`)H,>7+N!(QR%SGOTQ7/01,]N(VL[HVR37!\MH7!RS9C/(S
MTSSVR,UT=I_'^%6*I,#G]3,C:3;PSP7,MW"\.YHXG8%@49B,#GC/XU'<6EQ<
M:PS1K((Y27:<HRLD9B*[.1@\X..N>W>NDHHN!EZ$EQ%"\5S&0R8&\@@MV_'@
M+R/7'4&BM2B@!"`>H!HVK_='Y4R5BN,&JHOX3<&W%S%YXZQ;AN'X=:0%W:O]
MT?E1M7^Z/RJL]SY90/(%+MM7/<XSC]#3O,?U_2@"?:O]T?E1M7^Z/RJ#S']?
MTILESY2AI)%0$@`L0.3P!0!9VK_='Y4;5_NC\JK+<[V94D5BAPP!!VGK@T2W
M/DQM)+($11EF/``H`L[5_NC\J-J_W1^50>8_K^E-:XVLJM(H9SA0<98XSQ^`
MH`L[5_NC\J-J_P!T?E59[GRR@>0*7;:N>YQG'Z&G>8_K^E`$^U?[H_*C:O\`
M='Y5!YC^OZ4>8_K^E`$^U?[H_*C:O]T?E5,7T9F,/G+Y@;9M[YV[L?ES3S<[
M9%C,@#N"57N0,9_F*`+.U?[H_*C:O]T?E5=Y_+1G=PJ*,LS8``]32B5B,ALB
M@"?:O]T?E1M7^Z/RJ#S']?TH\Q_7]*`)]J_W1^5&U?[H_*H/,?U_2H(=3MKB
M0QP7D$K@9*HZL1^`H`O;5_NC\J-J_P!T?E4'F/Z_I33<[9%C,@#N"57N0,9_
MF*`+.U?[H_*C:O\`='Y5!YC^OZ4>8_K^E`$^U?[H_*C:O]T?E4'F/Z_I1YC^
MOZ4`6``.@Q13(F++D^M/H`J6T:.9BPR?-;O4_D1_W?U-4`[+),%8@>8W0T[S
M9/[[?G7-/$J,FK&JIMJY=\B/^[^IH\B/^[^IJEYLG]]OSH\V3^^WYU/UN/8?
MLGW+OD1_W?U-'D1_W?U-4O-D_OM^='FR?WV_.CZW'L'LGW+OD1_W?U-'D1_W
M?U-4O-D_OM^='FR?WV_.CZW'L'LGW+OD1_W?U-'D1_W?U-4O-D_OM^='FR?W
MV_.CZW'L'LGW+OD1_P!W]31Y$?\`=_4U2\V3^^WYT>;)_?;\Z/K<>P>R?<N^
M1'_=_4T>1'_=_4U2\V3^^WYT>;)_?;\Z/K<>P>R?<N^1'_=_4T>1'_=_4U2\
MV3^^WYT>;)_?;\Z/K<>P>R?<N^1'_=_4T>1'_=_4U2\V3^^WYT>;)_?;\Z/K
M<>P>R?<N^1'_`'?U-'D1_P!W]35+S9/[[?G1YLG]]OSH^MQ[![)]R[Y$?]W]
M31Y$?]W]31;DF%222>>OUJ2NJ+YDF9-6=B/R(_[OZFCR(_[OZFI**8B/R(_[
MOZFCR(_[OZFI**`(_(C_`+OZFCR(_P"[^IJ2B@!J1JF=HQFG444`%%%%`!11
M10!#/U%83Z7//J%W)(ZI`TJ2(`OS,511G=G@9'3%;L_450DO<23+%!)-Y.`W
MEXSN(S@9(['/XBF!AP:5=F6U>>S!%N(%(+J<A%<$CGU*FI%TR[A5BEHDAD64
M2([`AB9@5R,C/RY.,CT)%7SK*D7,D<+/##:K<J^0-P(8X]1T]/7VR^/5X7*Y
M5D7R7E?=P8RI4%2/7YO\YIW8&0FCWCQ@S0?O$6-4.\#:!.Q('/\`<(_E5R33
M)I-)-F8R%^V;@H<#;%YN>#GCY:M1:LIB#W$+0?NW=@QSM*GYE_4$>M68+EI)
M!%+$8I3&)`,Y!'?\CQ^5*[`QFTJ[A@NH1"MUYLZN7E();Y!EL;A_%GOQVSQ3
M6TJ]GLYXY80TDUHJLTK*3Y@5<`$=L@GGOR.M=)11<#F;O2KZ66<Q0K'&T+")
M5`R`8MHB)W8`SST(SSFK>IZ9*^GV\%I%GRTE!&X=6B<=2>[-^M;=%%P.?DTB
M1;Z-TM5:!)(G*Y')"N&/)ZY*'\*@31[]LI.JLIDC\PJ`OFXD!+D[B<@9["NG
MHHN!S,NB3%9MEN`S+=$8<#)+9B[_`%(]*<VEZFT]R0ZH[I)B8#E@5PJEMV>#
MC^'M[UTE%%P.;33;M)3)#8+$GFEUA:08`\@KS@_WN*73],NH[R&::U1%C>0(
M`%'EAE3!`W'`R'XR>M='11<#G;/3+Z/3-0BF4>;+;F,*N`)'VM\V=QY.1DG'
M3I22:3>F262!?*E>1QY@8?<,(4?^/C^M='11<#`N].GE@C6WLO*4(ZK'Y@_=
MR'&V3KVP??GWHDTB62]>22$.'N'+-N'S)Y(`R,]-X'%;]%%P.>T[3M1CO[::
MY_A12S\%N(PI0G=TW9/0\\YJ>[TV:9=058N)[B%DPP&5'E[C[?=/Y5M447`Y
M^ZTRX^U,D,!^SF59`R2!=JB$I@=P<XYIUEILT=U9RR6B!83(HP%#*#MVL0#C
M/#=/7W-;U%%P"BBBD`4444`30_<_&I*CA^Y^-24`9?\`RUE_ZZ&EI/\`EK+_
M`-=#2UY5;^(SKA\*"BBBLB@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`+D3%+3>$9RH)"KC+>PS45GJ"W4<[?9YXC`Q5E=023@'C:3GK4]OG[.N
M.O/\ZK0V,UM9QPV]RJN-QDD:/=O9LG=C/'S'/Z5[%+X%Z''+XF0RZXD<;-]B
MNV9)/+=%5-RL0"!@MSD,,8S5F#4(I[I[=%<2+DG('0$C/7U!'X>G-43HD\FG
M_9)[N)P6+,_V?YB3_%DL</UP>V>G%6AI:#4TO1(0ZYR`N-PVX&?7N<^]7H(O
MT444@"BBB@`HHHH`****`"BBB@"&?J*RY]+2=YE=OW,SB1EP#\X`7H0000!P
M1U'Y;5%`&*FCVZ0/"KRB-[86S#(Y4`@'IU&3^=+/I%K/<><ZMN*"-P#PZY!P
M1_P$#Z5LT4P,4Z-9<!(O+02+*$CPJA@,=!ZC@^M6!;DWQN7(^5/+C`[`D$D_
M4@?E6E10!5HJU12`JT5:HH`JT5:HH`JT5:HH`JT5:HH`JT5:HH`JT5:HH`JT
M5:HH`JT5:HH`JT5:HH`JT5:HH`CA^Y^-2444`9?_`"UE_P"NAI:LVJ*QG+*"
M?-;J*L>5'_<7\JY*F&<I-W-HU$E8SJ*T?*C_`+B_E1Y4?]Q?RJ/JDNX_:KL9
MU%:/E1_W%_*CRH_[B_E1]4EW#VJ[&=16CY4?]Q?RH\J/^XOY4?5)=P]JNQG4
M5H^5'_<7\J/*C_N+^5'U27</:KL9U%:/E1_W%_*CRH_[B_E1]4EW#VJ[&=16
MCY4?]Q?RH\J/^XOY4?5)=P]JNQG45H^5'_<7\J/*C_N+^5'U27</:KL9U%:/
ME1_W%_*CRH_[B_E1]4EW#VJ[&=16CY4?]Q?RH\J/^XOY4?5)=P]JNPRV_P!0
MOX_SJ6D``&``![4M=L5RQ2,6[NX4444Q!1110`4444`%%%%`!1110`4444`1
M3$@C!(J@^JVT=S)`TKAX_OG8VU>,\MC`XYZU>GZBL6;1S/+J,CRNIN1M0+(V
MT`QA?F7H><TP-%[Z"//F74:8.#ND`P<9Q^7/TJ.?4K>!HT:X4O(RJJJP).X@
M`X].>M9T&E7/VQ)[CR"!-YC*I)&/*V=QZU!;:'=P0PPDVS*LL,K.<[AL"@@<
M?[/7WHL@-N"_@N-@BN%+.N]4+88CUP>:;;:C!<H[1SCY"=ZEL%<$C)'8<&JR
M6,D6J>?"(XH"/F53]["X'RXP,>H/08Q5`Z%<R(Z-+#%@2;&CY+;I`_S9'3@#
MOU/XF@&U]OML1G[7%B3E#Y@^;G''//6FW&I6]N</.-P=490P)4L<#([#FL9M
M"N7BFWRHTDL,J_,V0KL5QC"CCY3V[U9.ESE/)_<-&+D3!SG<P\S>0>/3CWXZ
M4:`:/]H6V5'VR++C*_O1R.>G/L?RIWVV`+&WVJ/;*<1GS!AS[>M8G]@S&2Y)
M,!$CJ4'/`$[2$=/[IQ]:==Z1?26<EO!+"BO),Q[8W-E>=IZ=P,?7BBR`U&U2
MV698OM"G*NQ8.-JA<`Y.>.O\ZMAV(R&/YUSTN@S,+=D>)9(7FDX)P[-(&4-Q
MR,#FM\9P,]:&`[<W]X_G1N;^\?SI**0"[F_O'\Z-S?WC^=)10`NYO[Q_.C<W
M]X_G244`+N;^\?SHW-_>/YTE%`"[F_O'\Z-S?WC^=)10`NYO[Q_.C<W]X_G2
M44`+N;^\?SHW-_>/YTE%`"[F_O'\Z-S?WC^=)10!/$24Y.>:?4</W/QJ2@#-
M'^LF_P"NC5I5FC_63?\`71JFN-2@M[I8'#D_+N8#Y4W':N?J1B@"Y156[ODM
M)(UDCE*NRJ9%7Y5+'`R?J>V:@;6;=5G+1S+Y$GEL&4`_=WYZ]-O/X4P-&BF1
M2"6)9%!VL,C/I3Z0!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`0S]16)?ZI-%,$MP@43B!G,32G<4+\
M*I!/&/S]JW)@21@$UGS:7'-,SN),,P?"LRD.!MW`@@CCC\J8%%M<\FT6:X$*
M[682*TGEOP>R$9R1@X/K4UEJ<UXD)2U53(BRD&7[J-P#TY.0>/0?A4SZ-:.I
M5H'(8%7_`'CY<?[1S\WXYJ4:;`JPJL+*(0%3!88`Z`^H]C1H!G6NLNT5BLBQ
M/+<PA@%D`8MM+?=QPO&,^O:I8]8$TT0BAS"Y4&5FV@$@';TZ_,./KWX-E-)M
MHC&T,)1HP-G+$`A=H.,X)QQ3;;2(8H421#(RR&4D`J"Q.[IGIG&`<XP*-`(&
MU)UFWLR1V_G&'F)V)(;;DL.%YZ9'/K0NLC$+RP;(IE5T;?GY"0,GC@Y9>/0]
M:N/IT$DWFM"Q8D,1N8*2.A*]">!R1VI!I=L(Y8_L_P`DJ[64DD8]!Z#V%&@&
M6_B6%%8^6N0A8)YGS'Y-XXQD`KW]>*LG594E<2VJJD<J1.PER0S!2,#'/W@#
MS^=6Y-,MY=^^`XD78P!(!&,=!QG'&>M/>PADW[H2?,=9&Z\LN,'_`,='Y4:`
M92Z_MA$\]L(X=D<CL)-VU9/N\8YY!S_6G1ZZ)BJ0112RL^,)."H&UF&2!U^4
MC%7_`.R[78$^SY4+&N#GHARH_"G)IT*%"(G)1BR[G9L$@CC)Z8)&.E&@%"WU
M6:XBNY51-@,8M^3N)=%(!&/5NO\`AFGK?7*V<]YF-X+=9`4*X=RF03G.!D@\
M8_PJS'I4$,L;Q1L@C`PH)P<+M4X]0.,_3TITNF6\KR,\+'S`0Z[F"G(P3MSC
M.._6C0#/;Q!%%*\=PBHR*2RK(&8$)OZ8Z;>_KQ[U7O=8OK6XN$:*-"L6Y5W;
M@#LE;.<#^X./K]:VC80F5I#"<LNUADX88QR.AXXS42Z-9ABWV8L2,$NS-D88
M8.3Z,P_&C0"I>ZC=02VT:JBM)"TC!87FY!7@;<$#GJ12/KH2W:8P!D5.JOD%
M_*\S:..F.]7I-+@D\K<DV8E**PE<':<9!(.3T'6AM*M6!!M@`4\O:,@;<;>G
MTXSUQ1H!575)FN_LGV5?M.T2!?-XV>N<=>V/UJNNL3Q66G2.BRM<0AFYVY8M
M&OX??/;M6G+IMO-)YCPMOP!N#,#@9P.#TY/UH.EVQ2%#;_+`H6,9/R@%3_-5
M_*C0#-N]8F.GW+6T(6>&-S(2_"$%EXX^;E3Z<?E3W\00)+,NU66+<6*R`L%5
M@K$KVY.0.XS]*NRZ3:S(R/`Q5BQ8!F&[<<G.#SR<T\Z=`9"YA));>1D[<YSG
M'3KS]:-`(X;MVN(XIHPAFB\Q`#G&,;@?^^A^?M5RJ\-@L,RR*#A$\N-<<(O&
M?SP/R%6=K?W3^5(!**7:W]T_E1M;^Z?RH`2BEVM_=/Y4;6_NG\J`)8?N?C4E
M,B!"<C'-/H`S1_K)O^NC4Z[TM;F[,WFE4?R_-3;G?L8LO/;D\TT?ZR;_`*Z-
M6E3`S9K"]FNK>5[V)DA);RS`<$Y//WNH''?UIB:3,TEV;FYBFCNG5V008Q@`
M<$L>R_UK5HHN!7L+7[%9QV_F-)LS\S=3R35BBB@`HHHI`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`",P7J:
M;YB>OZ4R?J*CH`G\Q/7]*/,3U_2H**`)_,3U_2CS$]?TJ"B@"?S$]?TH\Q/7
M]*@HH`G\Q/7]*/,3U_2H**`)_,3U_2CS$]?TJ"B@"?S$]?TH\Q/7]*@HH`G\
MQ/7]*/,3U_2H**`)_,3U_2CS$]?TJ"B@"?S$]?TH\Q/7]*@HH`G\Q/7]*/,3
MU_2H**`)_,3U_2CS$]?TJ"B@"?S$]?TH\Q/7]*@HH`G\Q/7]*/,3U_2H**`+
M*L&&12U'#]S\:DH`JVC#?.G?S&-6JIVG_'S/_OM_.KE`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110!#/U%8]QJ,T7VW:J'R+B*)<@\A]F<\]?F/Z5L3]15*2PMI;@3O%
MF08.<G!(Z$CH2.V:8$%U>S0:A%$0D=NVT>8ZL0Q)QC(X4].O7-+J5U<6\]FE
MLBR-+(RE&.W=A&/7MR*D_LVTS&3$3Y8`7+L1QTSSSCWHETVUF@BADC8I#]S]
MXP(X(ZYST)HT`JP:TDYB>.`^0QC5G+<JS@%1COU&3GO4,&O/,D0^Q[9IU1HD
M\WAMV[J<<8V'L:T5T^T66.180K1@!0"0!C@<=..U,_LFR\L)Y.`J+&N'8$!2
M2,'.01D\]:-`*=EJ\SSK#/"JEYI$WLV`,.0%'')&/:GWFIS(%:`(J-<F`,8F
ME/`8L=JD$\KC\S5J/2[.(H4B(V-O`WMC.<Y(S@\G-#Z=#(6#ERAD\U0KE"CX
M()!!!YR?S-&@%-=:*1VQG6$>;)Y9_>;7SOV@A#S[D9R/>GV>JS7D:M':JN8U
ME;,OW5;.#TY/!X]/RJS_`&79Y7]SC;CH[#.&W`GGGG)Y]3ZTX:?:J(@L6!$H
M50&(X'0'GD?6C0#.373%;VIG6-WEMUE(63Y\[-S'9C@8!_+%64U0O=+&L($3
M.465GP&P<<<<G(/&?IFGG2;9%!MT6.1%PA)9E7Y=N2N<'Y>/6G0:9;0PV\84
ML+=5"Y8@''0D="<\\T:`1?VA+]E\W8N[[9Y&.?N^;LS]<5(+J8:D8)0L<1.(
M\J<R?+G(;IZ_+UXS4IL;=IS,4.XG.-[;<^NW.,^^,TPZ9:$@E&X7`_>-QQC/
M7KCC/7WHT`AU#54L[^VMR\0#G]YN?#`$[5P._/Z`U%/K1A:,_9MT,LS01OYG
M)89'(QP,C'ZUHO;0R"8.@83#$F3U&,5GS:*LMPTK2)C+,B["<$@@D_-@]>P!
M]Z-`$.M.ER\$MJJ&+<96$N0JJJ,2..>'_3MV(-<%R_E01Q2S`;]J3@J$_P!X
M#KVQZ]\<U/9:5#;%GDQ+,^=S'.,$*",$G^Z.I)HN=+22()"^SG)+EGX]!\PP
M/;I[4:`4[G7BEJKHD2R2VIFC4RY8'87Y7'3`//M5B'6$>^2SD$:RG"L%DR0V
MW=TP#MQW]>*ECT>Q147R=P1`F"QP?EV<C.,[>,U/%900R"2-6#`8R78YXQDY
M/)QQD\T:`94>MS+)F559&E>-5$3)@ABJX<G:Q/'`Z<^E33ZT\#.C6H,D*N\P
M$G"A0C'!QSPXQTJTNEV:ECY18,6.UI&906.20"<#.3TIW]FVA388L@HZ$EB2
M0V-V3G)S@<]>*-`*HU&::\M!%&%MI9GCW[LEMJOG(QQROKV[5%%K;EG\RW79
M'(%=U?&`TK1K@8Y^Z,\]S6@NGVJW"W"Q8D5BRG<<`D$$@9P,@\^M(NG6BAP(
M0-[!FY/)#%Q_X\2:-`,R777BN+9Y$CB@N86>+?*`&.5VECCY>"?7\:M0:O\`
M:I(HH(EWS(71BX*X&0QXZX8`>^<^N)QI-D'WB$AL$`B1LJ"0<+S\O3MBG_88
M%^:-<2C&V1B6((!`ZGW/YFC0!]I<"ZMEE`VDY#+G."#@C\P:GJ*WA6W@6),D
M+W/4GN3[YJ6D!-#]S\:DJ.'[GXU)0!3M/^/F?_?;^=9EE>R1ZB3<3N!F43JY
M.V,^8%BQZ9!_&M.T_P"/F?\`WV_G5RF!RL]W>!IB+B4,ID-RIDVA%$JA0I/"
MDINP>/7WIT-W?1+;SRR2FW;>OELYW;0Y*$GN2``/7\<UU%%.X!1114@%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`R1"^,8XJ/R6]14KN$QG/--\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T
M`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?Y
MR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO
M44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\
MY?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`,\EO44>2W
MJ*?YR^AH\Y?0T`,\EO44>2WJ*?YR^AH\Y?0T`.C4JN#3J16##(I:`*EHI\V=
M^WF,*MU5M&_>3IC_`):,<U:I@%%%%(`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@"&?J*R4N))
M;^X#W(@C@D5!&0/G!4'))YYS@8]*UI^HJC=/8PR)-=M;QN.%>4J"/H30!E#7
M)BDI7RG6,JS2B-@!&P8YVDY/W>H['-2V-]=?:D21DDAFNIXEZ[EVEB.>F,+C
M%:$5G8-'OBMK8H^&RJ+ANX/ZG\Z4&S4D@P`Q2')&/D=NOT)S^.:8%FBFEU#J
MA8!F!(7/)`Z_S%".KC*,&`)&0<\C@BD`ZBFNRHC.[!549))P`*B%Y;,2!,G`
M8G)Z!3AC^!H`GHI.M+0`45&LT;3/"&S(BAF'H#G'\C09HAG,B<,$/S#ACC`^
MO(_.@"2BH_/B\[R?-3S<9V;ANQZXIDEY:PS+#+<PI*V-J,X#'/3`H`GHII=0
MX0L-Y!(7/)`[_J*$=9%W(P9<D9!R,C@T`.HIDDB1`&1@H+!03ZDX`_.FI<0R
M0M,L@\M2P+'@#:2#U]"#0!+14%O>6MUN^S7,,VW[WEN&Q]<5/0`4444`%%17
M%S!:H'N)HX5)P#(X4$_C3)+ZUB4,]Q&`5W#YL\8)S],*3^%`%BBFB1&;:&!;
M`;&><'H?T--FFC@3?*VU=P7/N2`/U(H`DHHI%8,"5(.#C@]Z`)X?N?C4E1P_
M<_&I*`*=I_Q\S_[[?SJY6:6E2.^:W&Z95D,8]6[?K5*UO9([:[\B=Y@T:BV:
M1BQ:;8Q*C/T'';FG8#?HKE);JX\L+#>.+)G0/<2.QVDHQ8;@00,A>A')Q5JT
MO+L7MLT_F"*>.-A$6.4;`!7W/.XCT&>U%@.AHHHI`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!#/U%
M<[?6]P]\S(LIE6X656BV;O*\LKQOXX8G(]_>NE=-^.<8IOD_[7Z4P.9&FW?E
M.IB9MX;R&=EWP.227;'&<G^'TQW-/.D3R6[6P2&)))Y99'9-V[+'9P"#T.>O
M&!71^3_M?I1Y/^U^E%P,*>PNKR6QDE8PRPQ2!I4(^5R5&0/0@-^=4_[)OH@L
M<041J[^7E0[1YD8AP=PQQCU/MUKJ?)_VOTH\G_:_2BX'+R:-,T<Q,"F1H;H`
MEA]]G^3]/RIYTR[\FX7RQEX+M!\PY+N"OYBNE\G_`&OTH\G_`&OTHN!SMT9;
MBZM81"\#2CRY8W*DF,$-N^4GC@K_`,"IG]E72E&C0*6:4SX8#S%\X,JGZKN'
MMGWKI?)_VOTH\G_:_2BX'.MIDC3-/#:"`CR/*7<,H!(Q<<'`^4]O7%336=P9
MYD6(LDMU'<B0$8`4)\N,YR=GTYK<\G_:_2CR?]K]*+@8HCNDO3/%:NH?]Y*K
M.A#'9C`[AL@#^[BI;V.YEN;4Q1N-CAB25*#UW#KG&<8[UJ^3_M?I1Y/^U^E`
M&'<:7/-?0O\`:YCLC<"8[0RDE>,``=`W:JD.DW,,7E"'^\(&WC_1SYCG=U[J
M5Z<\8KI_)_VOTH\G_:_2BX'*G19EM;-1:H^V)#<)E?WC*Z'!SP3M#CGCM5W3
MM/EM;N.7RP@;S_-((^;,@*9]>,_3)K=\G_:_2CR?]K]*+@<]_9EP\JDJJE3=
M,C$Y"L[@H<?K[57&G7P@:-K2!U8_=,0PK8QNQYG.?7.>.G-=3Y/^U^E'D_[7
MZ47`Y>WTZ^2%2T!,H\J21F9=SLK*Q`(/(X/7&.F<4L.G/'%>S7H6#,9\N1F!
M\LF21L_JM=/Y/^U^E'D_[7Z47`YPV]Y+9V-R(YA,TS3RB(IO0,C``;^.`0.:
MJ2:/?LKCR@08V5?G&<E9@,]LY=<XXR3VKKO)_P!K]*/)_P!K]*+@8%WILMQJ
ML$CQ*]N%C#AB,'`ER"._WE_.JJZ7=A#&]MYC"=6BDWK^ZB60';UST&<?X"NI
M\G_:_2CR?]K]*+@<M%I6H^0RL5$N5^8?*"0&W-D,22V0,X'KCBM2Q4_;KAHT
M\N#9&NW'&\9W?D-H_#VK5\G_`&OTH\G_`&OTHN`L/W/QJ2FHNQ<9S3J0%.T_
MX^9_]]OYU<JK:+^\G?/_`"T88JU0`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
D4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>10
<FILENAME>masterintermediatex7x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex7x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@!
M'P'F`P$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`"$0,1`#\`[3^T8O[DGY#_`!H_M&+^Y)^0_P`:B^S^U'V?VH`E_M&+^Y)^
M0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_&C^T8O[DGY#_&HOL_M1]G]
MJ`)?[1B_N2?D/\:/[1B_N2?D/\:B^S^U'V?VH`E_M&+^Y)^0_P`:/[1B_N2?
MD/\`&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B^S^U'V?VH`E_M&+^Y)
M^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_&C^T8O[DGY#_&HOL_M1]G
M]J`)?[1B_N2?D/\`&C^T8O[DGY#_`!J+[/[4?9_:@"7^T8O[DGY#_&C^T8O[
MDGY#_&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B^S^U'V?VH`E_M&+^Y
M)^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_`!H_M&+^Y)^0_P`:B^S^
MU'V?VH`E_M&+^Y)^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_&C^T8O
M[DGY#_&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B^S^U'V?VH`E_M&+^
MY)^0_P`:/[1B_N2?D/\`&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B^S
M^U'V?VH`E_M&+^Y)^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_&C^T8
MO[DGY#_&HOL_M1]G]J`)?[1B_N2?D/\`&C^T8O[DGY#_`!J+[/[4?9_:@"7^
MT8O[DGY#_&C^T8O[DGY#_&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B^
MS^U'V?VH`E_M&+^Y)^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7^T8O[DGY#_`!H_
MM&+^Y)^0_P`:B^S^U'V?VH`E_M&+^Y)^0_QH_M&+^Y)^0_QJ+[/[4?9_:@"7
M^T8O[DGY#_&C^T8O[DGY#_&HOL_M1]G]J`)?[1B_N2?D/\:/[1B_N2?D/\:B
M^S^U'V?VH`E_M&+^Y)^0_P`:/[1B_N2?D/\`&HOL_M1]G]J`)?[1B_N2?D/\
M:/[1B_N2?D/\:B^S^U'V?VH`E_M&+^Y)^0_QHJ+[/[44`:&!Z48'I4,@\RX$
M;$[=N<>M#C[/$Q3UZ$YQ67M-W;1%<I-@>E&!Z57:X=6"D*K8R<FE\\LL>P#<
M_KT%+VT-A\C)\#THP/2J;,<3[U!.5XSQ4L9D-S("1M';_"DJZ;2M_6O^0.%D
M3X'I1@>E1O(_FB.,#.,DFHUG<@9`!,FTU3JQ3L)198P/2C`]*A,S!I!\HVD`
M9]ZC>5G@E#8!7'(I2K17X_A_PPU!LM8'I1@>E5I"1(^T`,(\YYIRR2)"C-@@
MD9/M1[97::#DT)\#THP/2F1N7+DXV@X%1>>^SS=J^7GUYJG5BE<7*RQ@>E&!
MZ5`T[+O!`W`C;[YI'N"K,/E^7KGJ?I4NM!;C4&RQ@>E&!Z5"9G,H5%!!4-S2
M><W"X&_=M_\`KT_;1%R,GP/2C`]*KK*(UE;:,[R*3[2V&^Z2O.1TQ2]O%;CY
M&6<#THP/2JYN2"^`,#[OO4LCE(\Y7=[]*I58N[703BT/P/2C`]*@6=RDF5!9
M,=,\T^&0NI)*G']VB-6,FD@<6B3`]*,#TJOY[[/-VKY>?7FA`S7;$X.WWZ#%
M3[9-I+J/D?4L8'I1@>E5KJ,'#!"?[S`]!4CL/)18_P"/`7Z4_:--IK8.71$H
M`/3%&!Z55N(5"@JG`ZD'H*615S`RDXW*!]*EU9)M-;?UV#E3ZEG`'I1@>E1R
M?.ZQ]OO-]*C5`+IAR04YR?>J=1IV2\A*.A8P/2C`]*JQHJ7/*%<YV>AJW3IS
M<T[JP25A,#THP/2EHK0D3`]*,#TI:*`$P/2C`]*6B@!,#THP/2EHH`3`]*,#
MTI:*`$P/2C`]*6B@!,#THP/2EHH`3`]*,#TI:*`$P/2C`]*6B@!,#THP/2EH
MH`3`]*,#TI:*`$P/2C`]*6B@!,#THP/2EHH`3`]**6B@!DD:R8SD$=".HIOD
M*4*9;GDG/-2T5#IQ;NT/F:(WB#D-DJP[@T-"K*H);*]#GFI**;A%]`NR'[,F
MUAEOFQGFG>4/-\P$@GJ,\&I**2IQ6R'S,C>)78-D@CN#BF);CRRC'^+<"#TJ
M>BDZ46[M`I-:$/V=.>6R2#G/<4&!2'!9COQDY]*FHH]E#L',R,Q*6+'/*[?P
MIIA(A,:'.?[QZ5-13=.+%S,9&@C0*.U,^SIG^+&<[<\5-10X1:2:V#F9&T2M
M(KGJM#0J6+`LN>N#C-244<D7T#F8SRQYF_G.,4GE+YOF?Q8Q4E%/DCV"[(_)
M7##GYCN^AH$0"LI9FW<')J2BER1[!S,B^SIA!S\G2G2()``<C!R".U/HH4(I
M6L',R(0J-WS-EL9.:='&$R022>I-/HH4(K5(+LA^SIG^+&<[<\4]4"R,XSEN
MM/HH4(K9!S-D3P*[$DL,]0#UI5CQ)N.,`84#M4E%')&][!S,B>!78DEAGJ`>
MM.:-6"CH%.1BGT4<D==`YF1QH5+,V-S'M2F)2Y8YR5VT^BGR*U@NR)(51@V6
M)'3)SBI:**(Q4=$#;>X44450@HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`KM,P8C`X-)Y[>@JKJ%TMG#+.X)
M"GH._-4QJZ-I,]\D1/D@DH3C)`SUJ+3MS=!<T>;EZFMY[>@H\]O05F6VJ0R.
MT5RT4$ZR>6$,H(=L`_*>,_>':I+"[:[^T!X?):&7RRN[=GY0<_\`CU3=E%_S
MV]!1Y[>@J.BES,9)Y[>@H\]O05'11S,"3SV]!1Y[>@J.BCF8$GGMZ"CSV]!4
M=%',P)//;T%'GMZ"HZ*.9@2>>WH*//;T%1T4<S`D\]O04>>WH*CHHYF!)Y[>
M@H\]O05'11S,"3SV]!1Y[>@J.BCF8$GGMZ"CSV]!4=%',P)//;T%'GMZ"HCT
M]:J6=Y)<2SQ20>6\.,@.&'(SC/KZCW%%V!H>>WH*//;T%8SZR8-XN+8H4D1&
MVON`W`GDXZC'(]Q6C!)YL*2?+\P!^5MP_/O3NQ%L2MCH*/-;T%1CH*6CF8Q_
MFMZ"CS6]!3**.9@/\UO04>:WH*911S,!_FMZ"CS6]!3**.9@/\UO04>:WH*9
M11S,!_FMZ"CS6]!3**.9@/\`-;T%'FMZ"F44<S`?YK>@H\UO04RBCF8#_-;T
M%'FMZ"F44<S`?YK>@H\UO04RBCF8#_-;T%'FMZ"F44<S`?YK>@H\UO04RBCF
M8#_-;T%'FMZ"F44<S`?YK>@H\UO04RBCF8#_`#6]!1YK>@IE%',P'^:WH*/-
M;T%,HHYF!.AW*":*2/[@HK1;$E2XC2;?'(H9&/(-5I;"WDL);-5\N*12IV<'
MFK;_`'V^II*RN]AV5[D45O##&(X8HXT7HJ*`!4%C8"R>9A<SS&9MS>9MZX`S
MP!V`_*KE%(84444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`(1D$9(SW%4;33/LD>Q+RY9=V_P"8KDGG.2%YSG//H*OT4`9T&DQQ6LEL
M]Q/-%(<D2%<YYSR`#R?7TJY!"((A&K,V"22W4DG)/YFI:*`'CH*6D'04M`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`%%%%`$T?W!11']P45LMB2I.ZQEW=@J@\DTV*5)DW1L&7U%%
MW"MPDD;$@$]1]:JFR>+3Y8+:3$D@(WMVSQFL'>X:W\A\>H6<EL+E;B,0EBH=
MCM&<XQS4HGA:8PB6,R@;B@8;L>N*R#I%Y!%)!;7*-"Y4_O`H8?*5('RD`8"]
MO7IG-+::7?Q7=D\TT31VR@$*>3^[VG^')YYR3T[<55D4;=%%%(`HHHH`****
M`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@"NU[;K="V:3$IZ#!QG&<9Z
M9QSBBVOK:[#&"4/LP3P1P>AYZ@X//2J\MO=S:HLDJ0/:1CY!O.X$C!8C;@GG
M'7IFJMGI=Y:^84E3+1B%-S%O+1=V,<#)R1P?S-,#2M;RWNPQMY-^W&>".#T/
M/8^M6*S=(T][`2[]BA@H55<OC`(ZGG\.@[5I4F`]>E+2+TI:`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`)H_N"BB/[@HK9;$E9_OM]324K_?;ZFDK%E!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`]>E+2+T
MI:`"BBB@`HHHH`****`"BBB@`HHHH`**2H)+VUB^_<1@^F[F@"Q16>^M6*YQ
M*6QZ*:JMXGT]0<"9OHG_`->FDWL1*<8?$[&U16,/$UB3@I.O&<E1_C4T.NV,
MHR&<#W4U4J<HKF:T)5:F]$S3HJJFHVC]+A!_O<?SJPK*XRK!AZ@YJ+IFB:>P
MZBBB@84444`%%%%`!1110`4444`%%%%`$T?W!11']P45LMB2G<JSAU4X)-5I
M#-;6$K1J9)0#L4<\]OUJX_WV^II*YG37/S]33F?+RG-)'>V5@]DUM.2'#(\,
MKD#<#G+!<GY@3C'\0SQ6[8/+)I]L]P")FB4N",$-@9X^M6**T;)"BBBD`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`ULE3M.#CBL&PBN(
M8)$,=Q"9;=(F8(2?.PVY_P"7/?BN@HH`Q]!BFC-P7@$$)V!$`8989W-@@'GC
M\JV***`'KTI:1>E+0`4444`%%%%`!1110`4E07EY#9Q[Y6Y/11U-<Y?:K<7>
M5SY<7]U3U^IICL;EUJUK;97?YCC^%.?UK)N->N9,B%5B'YFLJB@=B66XFG/[
MV5W^IJ*BB@85GN-KL/0UH52N1B8^_-:4WJ<.-C>"8K=O]T?RJY:+B$'U.:IM
MV_W1_*M%%VHJ^@K?'3M1C'N<%)>\V.I4=D.48J?4'%)17CG278=6NXN"_F#T
M<9_6M*WUJ"3`F4Q'UZBL"BK4Y(N-62.Q1U=0R,&4]"#FG5R-O=36S[HG*^H[
M'\*WK'58KG"28CE].Q^E;1J)G3"JI:,T****LU"BBB@`HHHH`****`)H_N"B
MB/[@HK9;$E9_OM]3257U22>*UF>V7=*#Q@9[^E5+*]G72Y;F^4@QY/W<%@!Z
M5B][&RIODYS3HK,T.]EN[>1+EB9XV^8F,ID'D<$#@<C_`(#6G09A1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`445DV]]-';:DTLJ
MSR6\C",`!=V(U8``>Y-`&M16=I=Q-++-%+*)PBHXD``^\#D<>F/UK1H`>O2E
MI%Z4M`!1110`4444`%4]2OTL8<\-(WW5_K]*L3S+!"\K_=49KD;N:2ZN&EDY
M)Z#T'I5)-A==2.>>2XE,DK%F/>HZ7&.M)2+"BBB@`HHHH`*K7@^ZWX59J*Y&
M83[<U479F&(CS4F1(NZ5![#^5:-4[9<S`^BC^57*,=.\HQ[(\VDM&PHHHK@-
M`HHHH`****`-K2]4)*P7+9)X5S_(ULUQE=#H]Z;B$Q2',D?<]Q6].=]&=5*I
M?W6:5%%%:G0%%%%`!1110!-']P441_<%%;+8DK/]]OJ:8Z+(NUU#+Z$9%/?[
M[?4TE8LH8(T$AD"+O("EL<D#H,_B:?110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`)5>+3[*!@T-G;QD'(*1*.?7I[G\ZLT4`1
MQ0Q0KMAC2-2<X50!FI***`'KTI:1>E+0`4444`%%%%`&+X@N#^[MU/\`M-_3
M^M8M7-7<OJ4OM@#\JIUV05HHYI.["DVCTI:*;2>XDVMAFP>M)L-245#IQ9:J
M21$01VI*FI"`>U0Z79EJMW1%2.-R,/45*4%(4/:IY)(OGC)6([1?E+>H`_2K
M%-12J[2,$=J=7'6ES3;/.4>70****R`****`"BBB@`J>RG-M=QR9X!PWT[U!
M133L-.SN=E2U#9L7LX6/4H,_E4U=9Z"U"BBB@84444`31_<%%$?W!16RV),_
M4+D6D,LQ4MM/0=^:IC5@=)GOA"<PJ24W=<#/6M*9%D+HZAE)(((ZU6GLH9K&
M2TV^7%(I4[,`C-1>-K6U)M/GO?3L4X=:5[.2Y:W=DB8AV@82)@`$L#QD#/IV
M-6TO4:\^S&.1&*ED9@-K@8SCGW'6JD^@VUS$R333NSDEW)4EB5"],8R`!@@9
M'YU+;Z1;VU\;M'D,A###$$<X[XR>G&3Q4Z&AH4444@"BBB@`HHHH`****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`*CW;)J45H83MD1G$F[^[CC'_`J9!J.
M^WO)IX3"+5V5ANW'`4-G]:=+8>;?QW?VF=6C!"HNW;@XR.F><#O44.DK'YH:
M[N95F??(KE</\NT@X4<8Q^0IZ`2V5ZUR\D<D7E2H%8KNW?*V<'/X'\JN56M+
M-+3<5=Y&;`+N<G`Z#\*LT@'KTI:1>E+0`4444`%%%%`'*:EG^T)\_P!ZJU7-
M7&-2F'N#^@JG7;'9'++<****8@HHHH`****`"IH8L_,W3M388MQW'[O\ZLUR
M5ZUO=B4D5;Z,[1*O!7@X]*JK<./O`-]:U"`P((R#61-&8I&0]NE5A7"K'V<U
M>QQXGGI2YX/<L+-$W<J??FI`A890AA_LG-4*4,000>13J8'K!_>*&*IRTJ1M
MYK_)_P":+M%0I=R#AL./]L?UJ59X&^\&B/YBN&I2J4_BB=L*"J_P9*7EL_N%
MHI_DEAF-E<>JFF%2IP01]:R4D]C*=.</B5@HHIDC;4)ID'6Z=G^S[<GO&#^E
M6:K:=_R#K7_KDG\A5FNQ;'H+8****!A1110!-']P441_<%%;+8DK/]]OJ:2D
MF=8R[,<`&H7NX([9[EWQ%&"6;!X`]JQ;UL43T54CU*S=-_VA$&[9B3Y#N],-
M@YYJW0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%0&[@6Z%L9/WQ4OMP>@QG^8IMK?V]YYGD,Y,1PX:-E(.,]"!0!9HJM:7UO>
MF00,Y,9`<-&R$$\]P*LT`/7I2TB]*6@`HHHH`****`.:UM"FHLQ_C4$?EC^E
M4*WM>M]\"3J.8SAOH?\`Z_\`.L&NNF[Q.::LPHHHJR0HHHH`*?%'O//W121H
M7;';N:M@!1@=*YJ];D5EN4E<`,#`I:**\\L*J7T6^/>!RO7Z5;I"`1@]#5TY
MNG)21%2"G%Q9BT5)/$8I2O;M]*CKWHM25T>').+LPHSBBBF).VPJDJ<J2I]5
M.*L)>S*,/ME7T/!JM17+5PE*INCTJ.:5Z>DO>7G_`)[E]+FUE.&!B;WJ&Z`#
MA5;<,9!'>JDC?*1UX_*M?2;0W-_`,?)$H9C].GZUY=3#^QJ**=[GHRE2Q%'V
ML(\KO8ZB"/R;>.(<[%"_D*DHHK<L****`"BBB@":/[@HHC^X**V6Q)3N(UEW
MHV<$]JIWM@9=*N;2$@/*A4%SQDCO5]_OM]325C;6X['/RZ/?-8S0120)YY8L
MI8OC*!1\[*2>GH#SP1BMZ,%8U4G)``-.HIW&%%%%(`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@#/N(+Q]5M[B-8/)B1D^9R&.[;DXQVV^
MM-LK2\MGE;,($LFYHP[,%X.6!/.2<<=*TJ*+@4--M)K9[AY2@$K;A&C%@#W.
M3SSZ=!BK]%%`#UZ4M(O2EH`****`"BBB@!K*'4JPRI&"/6N6O[-K.X*')0\H
MWJ*ZNH;FVCNH3'*,@]#W!]16D)\K(E'F1R-%6+RRELY-KC*G[KCH:KUTIWV,
M&K!2HI=L"DJU"H5!CJ1DUG6J>SC<$KCD4(N!3J**\MMMW9H%%%%`!1110!5O
MHM\6\=5_E6=6UUK*N(C%,5`X/(^E>E@JMUR,\[&4K/G1%12X-&!7H'`)2$\'
M%.-(D;RR*D:EF;H`.328TAA1I"$12SL0`!U)KN=.LQ9VX7_EHV"Y_I531M'6
MQ7SI@&N#^(0>@]_>M:O.K.,Y\RZ'O86,H4>27>_Y!11161N%%%%`!1110!-'
M]P441_<%%;+8DK2??;ZFHWD2.-I)'5449+,<`#ZTS4(&N()8D;:S'J?K6=+I
M\XT&[M5Q)+(C!5!XR1TR:SLMQW=S3AGBN(_,@E25#_$C!A^8J2L[1[::W2X:
M=65I9-P\PJ7(V@?-M^7MV[5HU(PHHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`C,T0F$)E3S2,A-PW8]<41313`F&5)`IP=C`X/I6?
M-'-+JZ,UBWD1'<LJE/G?:1D\YP`<8Q_*H[!;R,3R&P,,\I"@%TV(H#;>A.0.
M_?YOR=@-5)$<N$=6*':P!SM/H:?65HEI=6C78N8T7S)%<,LF[>=H#'H.XS^)
M_'5I`/7I2TB]*6@`HHHH`****`"BBB@!DD:2H4D4,IZ@UBWNB.N7M3N7^X3R
M/IZUNT549..Q+BGN<8ZLC%74JPZ@C!%6X_N+]!71SVT-PNV:-7';/4?C5&32
M5`_<R$8[-_C2K2YXJQ'(T9HI<58DL;B/_EF6'JO-0$%3A@0?0UQM-;B$VBEV
M#WHI:0";![T;13J2@!-H]*H:E]]/H:T*KW5A=7$J>5`[`#J>!^9KIPCM539S
MXE.5-I(RZ;6W!X<G?!GE2,>B_,:UK71[.UP1'YCC^*3G_P"M7IRKP6VIQ4\'
M5EOH<Y8Z3=7I#*OEQ?WVZ?AZUTNGZ;;V"?NUW2$<NW4_X5=HKEG5E/T/2HX:
M%+7=A1116)TA1110`4444`%%%%`$T?W!11']P45LMB2L_P!]OJ:2E?[[?4TE
M8LH****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`'KTI:1>E+0`4444`%%%%`!1110`4444`%%%%`!2$!A@@$>]+
M10!";:!NL2?@,4W[%;_\\A^9JQ12Y4*R*_V*W_YY_J:<MK`O2)?Q&:FHHY5V
M"R&JBI]U0OT&*=113&%%%%`!1110`4444`%%%%`!1110`4444`31_<%%$?W!
M16RV),_46F6"4VX)DSQ@9/6LUIKY=(9Y-ZOYBAFV_,L>1N./89K9?[[?4TE9
M%'/:CJ<=C9J]E=328W,I)#J^`,@LW)'TR?RJS8ZB\^M36PD=XPKG#JHV%6`P
M,<XY_B^O0UL447`YJ?5[@ZDUM;SN%:55RZ)\G[U5(`ZXPW\7/<=:AU#4+IK&
M[BFN3&(TE5&"`&9E=EQ[$``\8ZUU=%%P,35YS!JD+?:S;#[-)AMH;)W)@8-4
M'U74)H+M)HWA?[/(7CR@\H!"0PYW<GVQS[5U5%%P,&&\O99V@CF*RD.OE[1^
MZ`4['Z<Y..O'/M1I&I7E]>JLBLD3J9AE0/D^Z%_,,:WJ*+@%%%%(`HHHH`**
M**`"BBB@`HHHH`****`"BBB@#&FN8?\`A(?LS7K`26[JT0EQM;*XQCH<9.>O
M6ET]HX[%VGN)@ETSF(/*S,$`XP>H.!N_&MBBG<#*T!F:VF#2/+B4XD,K2*PP
M"-I;G`Z?4&M6BBD`]>E+2+TI:`"BBB@`HHHH`****`"BBB@`HHHH`****`"B
MBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`)H_N"BB/[@HK9;
M$D#L=[=.OH*;O/H/^^15;5+K[%;33[-Y4\#ZG%4%UB270[F^2(+)"K8#<J2!
MFL[/<7/'FY>IL;SZ#_OD4;SZ#_OD5AQ:Z\UT]O'`K2_(@C+;2KX<L&//`V>G
M\ZGL=2FO-1,8B58!"'.6^8-N92/?E3_DTM2S5WGT'_?(HWGT'_?(K%FUMXK>
MXG:VC6*&5XP7G"E]I(.T8Z\=*236G@FNO.2$1I*D4):38"60-\Q(X&,G/X4:
M@;>\^@_[Y%&\^@_[Y%8+:Z]S;&6RB7RTDCCDD+@X8LH(`QR,'K[UNT:@+O/H
M/^^11O/H/^^1244K@+O/H/\`OD4;SZ#_`+Y%)11<!=Y]!_WR*-Y]!_WR*2BB
MX"[SZ#_OD4;SZ#_OD4E%%P%WGT'_`'R*-Y]!_P!\BDHHN`N\^@_[Y%&\^@_[
MY%)11<!=Y]!_WR*-Y]!_WR*2BBX"[SZ#_OD4;SZ#_OD4E%%P%WGT'_?(HWGT
M'_?(IIZ<52L;FXG>X201-Y1`5X\A2W=>?3CFF!?WGT'_`'R*-Y]!_P!\BJ6F
M7,MU;NTX0.DTD9V9Q\K$=_I5R@!XY%+2+TI:0!1110`4444`%%%%`!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`$T?
MW!11']P45LMB2K*JN75@&4DY!&0:ADM8)+5[9HE\EU*E%^48/TJ\85))R>:/
M(7U-1RL>AF2Z;:2R2R/#^\EVEV5BI)7(!R#P<$\BGQ65O#(DD401D3RQ@D?+
MUQCOU/YUH>0OJ:/(7U-+E87,J72K*9"DD)()<G#L#\_WN0>A].E.?3K60R%H
MN9,;B&(Y`P",'@X[CFM/R%]31Y"^II\K"YE/I5E(RLT1)7;_`!MSM.03SR1Z
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/<6/[@HIRC:,"BM%L(__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>11
<FILENAME>masterintermediatex8x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex8x1.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_\``$0@`
M5P"\`P$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`"$0,1`#\`[V22.(`R.J`G`W'&30\B1@&1U0$X&XXR:Y.YNK>Y\>BTOHWE
M6)%6W3JH<@,6(HN+JWN/'HM;Z-Y5A55MUZJKD!BQ%`'7T56=F`DC!.XL-ISZ
MT";.UB3A4R0.YK'VRO8OD99HJ..3<Q5EVL!GKFHHIF$2LRDKG!;/O5.K$7*R
MS14(GRP^7Y2<`YIL<AQ%N)YW9.?2E[6-_P"O+_,.5EBBH/M!QG9U&1SUI6G`
M)P,\#\2:?M8=PY6345&DF_<-N&7MFH1+(8D8]2X'!Z\TG5B@466J*A\_`8%<
M,"!C/K2^9NCDXVLH.>:?M(]`Y62T5`S'RH3DY)7//6G3EAM^]M_BV]:/::7#
ME):*9$04!5BP]33ZM.ZN2PHHHI@%%%%`!1110!2;2K%K_P"W&V0W60?-YSP,
M?RH;2K%K_P"W&V0W60?-YSP,?RJ[10!&8@9EDST&,4T0*%D!/#G/TJ:BH]G%
M]"N9D<<6PD_*3[*!3!`0H0R97.2,5/12]G'8.9D*P!7R,8SG&T9_.A8``@+9
M"Y[=<U-11[*'8.9D,<`0]B!T^49_.@6ZB,H3GG.<5-11[*&U@YF1QQ[`>F3Z
M+BFB`A57?PK;AQ4U%/V<;6%S,A:`,7)/WB"..F*<D852#@YZX&*DI"<8X)R<
M<"CDBG<?,WH1+"1M!<E5.0,4XH_42=^..U244*G%:(.9D:1E,8?C)+<=:DHH
MJE%1T0F[A13%D#!2`<'/.*4N`ZJ>K9Q2YE:X68ZBFHP=0R]#2DXQP3DXX%.Z
MM<5A:***8!1110!43=YHS@/NYY.2*!_JVQGS^<^M6Z*YU1MU_K_/S-.<J?+S
MY7W=AW?Y]:`NWRBG#,A_'BK=%/V/F+G*8Q@;,YV'?^5+'&I=%(X,8)'J:MT4
ME05]1\Y4#,L,<@Y."O\`A3Y4VQ1)_M`5,R*Q!89(Z4ZFJ.C38G,J2KB0KP!@
M;"2>/I22#_7,?O+MY'K5RBDZ%[Z_UK_F-3*D@$<A4+\K*,YZ=>M-'#;01@2+
MC'2KM%#H7=[ASE0`!MPZ^=C/M3X<"8@?,3GGN/K5BBG&C9WN)SN5CQ.=N&8]
M/4<?RIL>W='LSYF?G_KFK=%'L=;W#G*:9V0[>N'Q2Q[/-BVYS@[OKBK=%)4+
M6U[?A;_(?.4U)2".11DX*_X5+(NR.%?1Q3([NRNIS%%<P2S1Y)1)`2N#@Y`/
MK3K:^M+LL+6Z@G*_>$<@;'UQ3C1LK7$YC``&W#KYV,^U6Z**N$.04I7"BBBM
M"2'SL2!2!R<<-D_E2R2E'*A,X7=UQ31!C;\W"MNZ4]H]SLV>J[>E8?O+?\,7
M[MQAG.WE2`RDJ<TAE)0A5)PN2<].*<T.Y4&[[JE>GMBCR#@A7QE0#QUJ6JO]
M6_K<?NCHW78@9AN*CJ>32)(S\JGR\X.>M.5`JJ#@E0!G%(D9CX#?*.BXK1*:
ML3H--P`H;'5<GVI'=\)E=N7`ZYR*1(<K)O&W=T&>E/,;-C<^<,#TJ/WC6I7N
MH03Y8?+\I.`<TKS;6("[L#)YQ2+`%?(QC.<;1G\Z'A#/N!`)ZY7-/][R^8O=
MN'G?,%"Y)QMYZB@S-\Y$>0AP3FE,/S;MV",;>.@]*8(7/F`MM#,>.N12?M?Z
ML-<HYYPIZ#;QSNY_*D,Y&X[/E5MI.:&M\AE#8!.>E*8<HZ[OO-NZ=*/WNO\`
MP`]P#*3O`7A0><\T+*2`$4L=H)YH:$LQ);L0./6@0E<;'VG:`>.N*/WE_P#A
M@]T//+$!$W97=UQ3TD#1"3H,9.>U(D01P0>`NW%)'$44*6RH&,8JH^T3]X3Y
M>AR7AJV@A\2ZI>V]P);-(R&G/"[F(8X/3`Q3O!-DEM?ZD]M(9K0%8XYB,!R,
MYQ]*ZQ88DB\I8T6/&-@4`8^E.1%C0(BA5'0`8`K8@=1110`4444`%(6`."1^
M=<Q:P^5MNC9VR*;]U-TC?OCF9E`(V]"2!]X\5'"YDBMG(4%H-.)"J%`_?'H!
MP*`.LHK!U!YUU:Z"!O(,$!G=&^94W29P/YGT!QSBI4N)(XQ+`^V*.X6V2U15
MV["P7/3.<'<,'&,<4`:^Y=I;<,#J<TZN5NY)(-%N=LS-%<M>1F,@`)CS6R#C
M/5>Y[]JV]-<O/J`(4;+@`84#/[J,\^O6@"_1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`%9-/LH[@W$=G;I,229%B4,2>ISC-2"V@``$$8`
M"@`(.`IROY'IZ444`/"('+A5W,`"V.2!T'ZG\ZA2RM8Y4ECMH4D1=BLL8!5?
M0'L/:BB@![6T#)L:&,IDG:5&,G.?SR<_4T]41"Q554L<M@8R<8R?P`_*BB@!
CU%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!__]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>12
<FILENAME>masterintermediatex8x2.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex8x2.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$A$0$Q@H&A@6%A@Q(R4=*#HS/3PY,S@W0$A<3D!$5T4W.%!M45=?
M8F=H9SY-<7EP9'A<96=C_]L`0P$1$A(8%1@O&AHO8T(X0F-C8V-C8V-C8V-C
M8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C8V-C_\``$0@!
M00'R`P$B``(1`0,1`?_$`!\```$%`0$!`0$!```````````!`@,$!08'"`D*
M"__$`+40``(!`P,"!`,%!00$```!?0$"`P`$$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`"$0,1`#\`['^T6_YX?^/?_6H_M%O^>'_CW_UJ7[/[4?9_:@!/[1;_`)X?
M^/?_`%J/[1;_`)X?^/?_`%J7[/[4?9_:@!/[1;_GA_X]_P#6H_M%O^>'_CW_
M`-:E^S^U'V?VH`3^T6_YX?\`CW_UJ/[1;_GA_P"/?_6I?L_M1]G]J`$_M%O^
M>'_CW_UJ/[1;_GA_X]_]:E^S^U'V?VH`3^T6_P">'_CW_P!:C^T6_P">'_CW
M_P!:E^S^U'V?VH`3^T6_YX?^/?\`UJ/[1;_GA_X]_P#6I?L_M1]G]J`$_M%O
M^>'_`(]_]:C^T6_YX?\`CW_UJ7[/[4?9_:@!/[1;_GA_X]_]:C^T6_YX?^/?
M_6I?L_M1]G]J`$_M%O\`GA_X]_\`6H_M%O\`GA_X]_\`6I?L_M1]G]J`$_M%
MO^>'_CW_`-:C^T6_YX?^/?\`UJ7[/[4?9_:@!/[1;_GA_P"/?_6H_M%O^>'_
M`(]_]:E^S^U'V?VH`3^T6_YX?^/?_6H_M%O^>'_CW_UJ7[/[4?9_:@!/[1;_
M`)X?^/?_`%J/[1;_`)X?^/?_`%J7[/[4?9_:@!/[1;_GA_X]_P#6H_M%O^>'
M_CW_`-:E^S^U'V?VH`3^T6_YX?\`CW_UJ/[1;_GA_P"/?_6I?L_M1]G]J`$_
MM%O^>'_CW_UJ/[1;_GA_X]_]:E^S^U'V?VH`3^T6_P">'_CW_P!:C^T6_P">
M'_CW_P!:E^S^U'V?VH`3^T6_YX?^/?\`UJ/[1;_GA_X]_P#6I?L_M1]G]J`$
M_M%O^>'_`(]_]:C^T6_YX?\`CW_UJ7[/[4?9_:@!/[1;_GA_X]_]:C^T6_YX
M?^/?_6I?L_M1]G]J`$_M%O\`GA_X]_\`6H_M%O\`GA_X]_\`6I?L_M1]G]J`
M$_M%O^>'_CW_`-:C^T6_YX?^/?\`UJ7[/[4?9_:@!/[1;_GA_P"/?_6H_M%O
M^>'_`(]_]:E^S^U'V?VH`3^T6_YX?^/?_6H_M%O^>'_CW_UJ7[/[4?9_:@!/
M[1;_`)X?^/?_`%J/[1;_`)X?^/?_`%J7[/[4?9_:@!/[1;_GA_X]_P#6H_M%
MO^>'_CW_`-:E^S^U'V?VH`3^T6_YX?\`CW_UJ/[1;_GA_P"/?_6I?L_M1]G]
MJ`$_M%O^>'_CW_UJ/[1;_GA_X]_]:E^S^U'V?VH`3^T6_P">'_CW_P!:C^T6
M_P">'_CW_P!:E^S^U'V?VH`3^T6_YX?^/?\`UJ/[1;_GA_X]_P#6I?L_M1]G
M]J`$_M%O^>'_`(]_]:BE^S^U%`%QG13AF4'W-"LK#*D$>U0W:KY);`SQSBCY
MO-:.,K&`,_=ZUBZC4K-?UK_D6HIJY/158S.8U((!W[2>QJ2-G$K1NP;`SG&*
M:K1;L@<&B4$'H0<454W.@E=6``<Y&.M2EW>1E5@@4`\C.:E5D^FO_#_Y`X$V
M1G&1DT$@#)(`JLKF22!B.2&IDC/);ERPVD_=QTI.NK-I?U9/]1\FI<!!)`()
M'4>E%5GD93.5P"-N#BG>9(CL&(;Y-PP,4_;*]G_6K_R%R,GHJJ)7_='S`=[#
M(`Z4_P`QQ-AR54G`XX/XTU6B^@<C)Z*6BMB!**6B@!**6B@!**6B@!**6B@!
M**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!
M**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!**6B@!
M**6B@!KHKKM89%(\22'+J":?14N*>Z'=HB>%65%&`JG.,=:<D:1YV+C-/HH4
M(IWMJ%W:PPQ(59<<,<GFD>&-R"R@D5)11R1?0+L9Y:Y4XY7I[4TV\1))09-2
MT4.$7N@NQAB0[LC[W7GK2[%W;L?-C&:=11RQ[!=D"P?,"S9P<X"@<T_RHP^[
M;SUJ2BDJ<5T&Y-A1115DA1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110!3DNG21E`7`..E-^V2?W5_*HI_]
M<_UIE>-.O44FKG6H1ML6/MDG]U?RH^V2?W5_*J]%3]8J_P`P_9Q[%C[9)_=7
M\J/MDG]U?RJO11]8J_S![./8L?;)/[J_E1]LD_NK^55Z*/K%7^8/9Q[%C[9)
M_=7\J/MDG]U?RJO11]8J_P`P>SCV+'VR3^ZOY4?;)/[J_E5>BCZQ5_F#V<>Q
M8^V2?W5_*C[9)_=7\JKT4?6*O\P>SCV+'VR3^ZOY4?;)/[J_E5>BCZQ5_F#V
M<>Q8^V2?W5_*C[9)_=7\JKT4?6*O\P>SCV+'VR3^ZOY4?;)/[J_E5>BCZQ5_
MF#V<>Q8^V2?W5_*C[9)_=7\JKT4?6*O\P>SCV+'VR3^ZOY4?;)/[J_E5>BCZ
MQ5_F#V<>Q8^V2?W5_*C[9)_=7\JKT4?6*O\`,'LX]BQ]LD_NK^5'VR3^ZOY5
M7HH^L5?Y@]G'L6/MDG]U?RH^V2?W5_*J]%'UBK_,'LX]BQ]LD_NK^5'VR3^Z
MOY57HH^L5?Y@]G'L6/MDG]U?RH^V2?W5_*J]%'UBK_,'LX]BQ]LD_NK^5'VR
M3^ZOY57HH^L5?Y@]G'L6/MDG]U?RH^V2?W5_*J]%'UBK_,'LX]BQ]LD_NK^5
M'VR3^ZOY57HH^L5?Y@]G'L6/MDG]U?RH^V2?W5_*J]%'UBK_`#![./8L?;)/
M[J_E1]LD_NK^55Z*/K%7^8/9Q[%C[9)_=7\J/MDG]U?RJO11]8J_S![./8L?
M;)/[J_E1]LD_NK^55Z*/K%7^8/9Q[%C[9)_=7\J/MDG]U?RJO4D)PKX8*YQ@
MFJC6J2=N83A%="3[9)_=7\J/MDG]U?RI0PXRZ[1G>/4T@9?O;A@H%QGG/%:\
MU3^<FT>P?;)/[J_E1]LD_NK^5*TJ-+C.<$X8]O3\*`ZA#YA#-C!P>HS3YIZ^
M^%EV$^V2?W5_*C[9)_=7\J0[6NA@AAQCWXI8W&W#\,"<<]^:E3J-V<QVCV#[
M9)_=7\J/MDG]U?RIC@"+KG#$*?45(?+`!S&2`>@'I0I57]H+1[""\E)P%4GZ
M&C[9)_=7\J<A0,C#RQT+?EVJK2G4J02]X%&+Z%C[9)_=7\JD@N'EDVL%QCM5
M.I[/_7_A11K5'-)L)0BHO0OT445ZQRF;,,SL/5J/)?)''!Q1,<7#'T:G?:&.
M<C()S@GMZ5XMH<SYNYV:V5AAB;!(((QG(H6(LH((YS@=S3A,`-NSY<$8S0)@
MH&$Y4DJ<]*+4[[A[PWR6VEN#@`_G2F$@G<RC!QDGK2B<@<#G`'Y4HN/GW%>^
M1STII4NX>\1*I8$CH!R:<89`0"O)XZT*XVN#QNY_&I'N`'.Q<@G)SWJ8QIVO
M)@W*^A'Y,G]WOBCRGY^7I[TXSG(^7H?TQBA)@@(5.,Y'M3Y:5]_Z^X+R$%O(
M6P0!^-)Y3G&%SDXX-/\`/^8G;U;/7VQ2I.H`4(%'<TU&B]+_`-?<*\R/R9,_
M=_44BQLQ(`Y'6IC,B`*@W*!_7WJ)9<%BRY#'/7'-*4:2:5QIR$:-D16;C/:G
M-`ZD#&2<4V20N!D<C/ZG-2+<8;)3/((Y]!BA*DWKY?\`!#WAGDR8!V]>G-*8
M&&,8)QG'Y_X4JS[?X>P'7T&*0RC>K!2`HQUHM2MO_7W![PT1L6*@<CWI3%(`
M3MZ=:/,^=FVXW`C%/^T?)MV\@8!_#%)*EK=@W(C>-D<*<$GT-!B<9R.GO2M(
M&D#E>F,CUIYG!S\G&W&,T)4VWJ%Y#/*?=MQR/>E\E\`C'(SUZ4[[1R?DR"!U
MZT@GY!*G(ST/J<U7+1[A>9&R%0">A]*2GNX*!5'<L:96,TD]"E?J%%%%2,**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"G)&SJS+S
MMZBFT])#&I"]20<U4.6_O;"=[:"^0^\KQD#-"PEE4AUY.!UZTOV@@#"C/')Y
MZ4AEZ;5QA]PK5^RZ$^\(L+,,Y``)'/M2^21R67''/UI1/C[J8'/?/)I'FWJ1
MC&<=_2BU)(/>`P,&*@JS#J!2",L[#</EY)-+YO[XR8ZYXS38W";LC((QUQ2?
ML[Z![PX0N6V\'`R.>,4>22%(=?F.!UI?M!`^50,8]^!2&4;E(7`5BV,TW[(/
M>&NFPXW`_2FT^5]YS\WXMFF5E.U_=V*5[:A4]G_K_P`*@J>S_P!?^%70_B1%
M/X67Z***]PXBE)&ID8D=Z;Y:>GZT^=Q'YCMG"Y)P,G\A7%S20QVK0!H)!)<(
M&N9'*I,HRY#_`.UP`>.X^E9^RI_RHKFEW.Q\M/3]:/+3T_6N?"62R6Z7,<,=
MD\/F(D.3%)(3SVY(`&/J:;.4,M]8*&\Z>2*!4.2?)`&6)].7YH]C3_E7W!SR
M[G1>6GI^M'EIZ?K7*6TFV[-Z\20\2W@G#'=+&,@)C';*GKZ5/%IUJ+FV%U#'
M(;6R\V<L.K$\?R>CV-/^5?<'-+N=)Y:>GZT>6GI^M<H1874=EI]T85F91+,[
MXW`N=VQ?<D_@/PIB7%JKZC=;+)WB+F'Y\RQA`$4`8X&0#U[T>QI_RK[@YI=S
MKO+3T_6CRT]/UK%T2&".Z'V`?Z*ENJR.N=DDF>H]3C.2/454>ZBMY-3NH\3,
M(GD6;E60G@1N#Z'I[4>QI_RK[@YY=SI?+3T_6CRT]/UKE[6.VCL[;"VJ6YE$
M=S-:N6!4(2`[8'5L9^OO5N?3M.N;[3H8K=&BVO*00<;`,`8/098''M1[&G_*
MON#GEW-WRT]/UH\M/3]:YJV$3?99%#C45FW3MS^Z0$[E/HN.`/H:70HY)-0B
ME>!()"C7+.'RTZR$X!&.@S_*CV-/^5?<'-+N=)Y:>GZT>6GI^M/HH]C3_E7W
M!SR[C/+3T_6CRT]/UI]%'L:?\J^X.>7<9Y:>GZT>6GI^M/HH]C3_`)5]P<\N
MXSRT]/UH\M/3]:?11[&G_*ON#GEW&>6GI^M'EIZ?K3Z*/8T_Y5]P<\NXSRT]
M/UH\M/3]:?11[&G_`"K[@YY=QGEIZ?K1Y:>GZT^BCV-/^5?<'/+N,\M/3]:/
M+3T_6GT4>QI_RK[@YY=QGEIZ?K1Y:>GZT^BCV-/^5?<'/+N,\M/3]:/+3T_6
MGT4>QI_RK[@YY=QGEIZ?K1Y:>GZT^BCV-/\`E7W!SR[C/+3T_6CRT]/UI]%'
ML:?\J^X.>7<9Y:>GZT>6GI^M/HH]C3_E7W!SR[C/+3T_6CRT]/UI]%'L:?\`
M*ON#GEW&>6GI^M'EIZ?K3Z*/8T_Y5]P<\NXSRT]/UH\M/3]:?11[&G_*ON#G
MEW&>6GI^M'EIZ?K3Z*/8T_Y5]P<\NXSRT]/UH\M/3]:?11[&G_*ON#GEW&>6
MGI^M'EIZ?K3Z*/8T_P"5?<'/+N,\M/3]:/+3T_6GT4>QI_RK[@YY=QGEIZ?K
M1Y:>GZT^BCV-/^5?<'/+N,\M/3]:/+3T_6GT4>QI_P`J^X.>7<9Y:>GZT>6G
MI^M/HH]C3_E7W!SR[C/+3T_6I;=%67(':FT^'_6?A35*"U20N:7<LT4458BL
MZ9<\]Z39[TV]F^S6T\^TMY2,^T=\#.*QUU.2S*M>7,D\DD(D6)80J$D@85OJ
MP')/6@#:V>]&SWK+;6Q#N%U;^28G*2D/N"'9O&#CD$?3FJ\WB>.$NDENHD1"
M6C\T;@XCWXQC.WMN]>U`&YL]Z-GO62^N2QR(LMB5!2.1_P!Z"4#N4'&.>WYU
M&?$$NR1Q8Y"))+GSARD;%6/3KTP*`-K9[T;/>L6Z\306\TT8C#F-6X\P!BPC
MW_=ZX[9]>U%QK-V$"Q6J).)805>3(*2'`Y`X/!'MUYH`VMGO1L]ZRM8U"YL;
MZR,2[H"DCW"`9.U=O(^F2?>JMKXB(A@,BBX$DC!I%)RJF5D7@+CL.I&?>@#?
MV>]&SWK$CUBX5U>Z4)$+F=#Y;9RJ*YY!'^SV//Z5(VN3+-%`UCB>9DV)YHQM
M8,0<XZ_(<C^=`&OL]Z-GO6,?$2@P'[/D.0LN&),1WE.RXQD'J1FE:_N1X8NK
MP2?OT\[:^T<;78#CIT`H`V-GO1L]ZY^/6[Q;]C<PE(4MR/*`&7E#JI(/IEL#
M\ZN?VS+YZ6WV/_23-Y+IYO"_)OR#CD8^E`&IL]Z-GO6)9ZU=O`HDM$DG/G/A
M9<#8C;>XZYX_#/'2@>)HP8GDM\0O$'9T8ML8Q[]I^4#I[Y]J`-O9[T;/>LB3
M7C;A_M-J(B(XY%S*"#O8J,G'&,<GZU<M-3AN=,:^.%C3?OPVX#:3G![CC@T`
M6]GO1L]ZPM,UR:73+B679<W$+J2L3`@*^",D9X7)!X_A-69-=2$NTD0$2P><
M&$F3)\N?DXPP[9S0!J;/>C9[UF'6)5E%LUGB\9PJQ>;\I!4MDMCCA3VZU#/K
M4MM-=*83(Z2*HBW<@>6K'&U2>,]_S%`&SL]Z-GO6$^M7+O,\:!;;9;/&P8;Q
MYC`<@@CU_+WXEN/$'DPR3_9"8?W@B;S,%V3.01CCH<'F@#8V>]&SWJK9WDER
M;J-X1%-;OL*[]P.5#`Y^A%9D6LRV=NW]H2?Z42B^3,%B52<\AQP4X//)XH`W
M=GO1L]ZS;'6?M]U%%!;YC:'S6E\P87YF7&._*]:DU>6Y@^RO!,$0W$<<B[,E
M@S@=3TXSVH`O;/>C9[UGO<W$&ME)9MUJ;9Y1&L?*[2H[9)/)Z?E4.HW$T\=O
M)I][-"T\@B1#"!GGYB0ZYX`)_"@#6V>]&SWK(T_4+F:_C$KAHKCS]L>T#R_+
M<*.>^<]ZDUR[>V>S47GV..61EDEVJ<#:2/O`]P*`-/9[T;/>L2SN[_4"8A.+
M5HH5D+>6,R$LP!(/084'\:LG4Y7T.VNT15GN?+50?NJSD#/T&<T`:6SWHV>]
M4$DNH]=2WDN!)`ULSA0@!!!09)[]3Z#FJFH7]\EU.+1Q^ZDC@6)E&'9QG<3U
MX)'Y&@#:V>]&SWK#74[E;.Z<S?O[12YC=1\ZJ23DCC=@J#CH>>A%;J,'16'1
MAF@!-GO1L]Z?10`S9[T;/>GT4`,V>]&SWI]%`#-GO1L]Z?10`S9[T;/>GU1U
M2]FL84>&W2<LP0(9"A)/0#@YH`M[/>C9[UB-XFB'VG;"K-"DCA1*,G8<$$8^
M7/;U%67UAXY2)+0B.-D29O,!*,Y&`!WZC/U[T`:6SWHV>]9NIW=S9W<4AD6.
MS.%=CC`))S[Y^[CM][/:M*4.8G$;!'VG:S#(!]2*`#9[T;/>L*.\OI!'`ET2
MD]PR171C7)0(6)QC'W@0#CI^=0Q>(7N+C3$6>&+S-@N%)&69D)``/('`_P"^
M@*`.CV>]&SWJCI$US)]L2ZF$KPW!C#!`HQL4]/J3ZUHT`,V>]&SWI]%`#-GO
M3XEP^<T4Z/[U`$M%%%`$#X)(.,5032-/CW;;=<,I7:6)`!Z@`G`'':K-PS()
M&1=S`$A<XR?2L?\`X2&'&1$Q7[)]I!SU/]SZT`:1TRR-L;=H0T3.'8%B2S#&
M"3G)Z"EFTZTF>5I(\F92LF'(#`C!R`>N.,]:JV^J+-J;V+1%'6,-NSD%L`LO
MX!E_.J=GXDANQ9*L)66Y<HZ%O]7QG)..<\8Z4`:TNGVDS%I(\DJB'YCT1MR]
M^QIO]EV6QD\GY6CDC(WG[KG+#KW-5K35/M/V']SM^UPM+][.S&WCIS][]*KW
MGB&&SFOX9(3OM54H,_ZW(!...,9&>O'-`&D^F6<ADW1?ZQ"C@.0&!&WD`]<<
M9ZT2Z;9R[]\6=X0,=Q!^0DKCGC&3TJ--2M6G2`R@3,!\N"0"1G&>F<=NM5X]
M>L99H$A=G28,1($8*-N.O'O^'>@#2:WA>>.9E!DB5E0YZ`XS_(5471--155+
M<*JXP%=@.&W#(!YP2<>E-75[)PY25FV*&($3$X)P#C'/2DEUG3XHQ(]P-A3?
MD*QP,XYP..>.:`+`TVR68RB$;R[2?>.-Q!!.,XY!/YTD>EV,3(R0@,C!U.XD
M@@$#OT`8\=.:(KVVFN'@CE#2)G(P>QP<'O@\''2J?]K.MW(CVP%NDX@,HDR=
MQ`(^7'3D=Z`+)T;3\Y\C'.>)&&3NW<\\_,2>:F-C:FR>S,?[A]VY-QYW$D\Y
MSU)JN-5LC&S^:V%8*5,;;LGI\N,]CV[5+%>033M#&Y9T`+?*<#H>O3/(X]Z`
M)9[.VN)#)-&KL8S'R>-I()&/J!3(M/M(FC9(@&C<NK%B3N(VDDYYXXYK.N=5
MNK>YN8VLHREO"9RXGY*?-CC;U^7IFIQK5@(1(\^T%@F"K9W$$@=.^#S0`EYH
MD,Z!;=D@^9RV0S?>^]CYAC/IT]JDCT2PC1`L7,8`4ER1D+M!*YP3CCI2?VM8
MY<?:!E2`?E/.6"\<<\D#CI3I=3LXM^^;!1S&PVDD,`">WH0<]*`(;+0H;?S?
M/=9A(JH%`*A0I)&,DG.3USQ@8Q5]K2W:U-LREH3U4N3GG/)SDU1BUBUDNQ!N
MP'2-XG(.'WYP.G'3OZU+=7DD=RMO;6_GR[/,8%]@5<XZ^IYQ]*`)I=/M)6=F
MCPSJ%)1BIP#D="._>FC2[$$'R%(";`I)*@8Q]WITXJ-M3M$:59)=KQ(7D&"=
MH`R>>A('855DU^U'F^5N<)!YP<JP0C)'7!].N/I0!=.E6)A,1A^4MOSO;=G&
M,[LY'''6AM)L78L8<,<9(=@?NA<<'I@`8[XJI%K*2ZA);>7L5)3%O<L,D(6.
M/EQV]??TS/\`VK9^1YXD<QYQN$3G^G3WZ4`2?V3884>3PJ)&`';[J$%>_."*
M)-*L)#+O@4^:&##<0.>N.>,]R*KIK-HTEPI9@L)4;MA(?<`1C`YZ].M6([^U
MEE2*.7>[KO7:I(QSU/0=#U]#0!82WA1YG51NG(,G.=V`!_("JZZ38I&Z+#@/
MC)WMD8Z8.<C&3TJ"34)_[3:TAMXV"*C,[S;3AB>@P<]/6JIUZ1(7FDLP(R)O
M**RY+&/=G(QQG:>>:`-1M.M&))0Y**A.]LX5MP'7U-%[86U_L^TAVV'*[963
M!ZY^4CTJMI^H274SPS0+%(L:R?))O&&SCG`YXZ4VVU59S<.Z+'!"6#.9`2"I
MQ\R]1GJ*`+0TVT%XMWB3SU&`WG/C'IC..PJ=H(GGCG89DC!"G)XSUXZ=JI#5
M;(M`OG?-.2L:E&R2,9&,<$9'6G7UVUJ(DBB\Z:9]J)NVYP"3S]`:`%ETJSD%
MQM3RWN!AW5CGDY./3/M5J2"*66*5UR\)+(<]"00?T)K*M]8%U>0PP11[)(4E
MW/+M;#9X"XYQCGFI]5U%-,MEF:,R9;&T'G'4G\`"?PH`LW5A:7CJ]Q$&8#;D
M,02/0XZCV-/N+6&XM3;NN(\#`7C;CH1Z8P*S+O5WM[B95MA)!`B222"3!PV<
M87'/3UJ<7TK7MQ:K;8>*,2(6D`#Y)`Z9QT_^M0!*=+M'N1<R>8\^W:7,S#(Q
MSP#CG'I3ETZS66*41?/$H1"6)P`,#OR0.YYJ#2KY]0MFF>%(UWE5*2;PP'<'
M`I9+V4WC06UMYPBV^:Q<+MSV'J<<]J`'RZ39R*5VE0RA7"L?F48X/UP,]S@5
M>X'I65'J]OM8SYBQ,\0."P^5BN20,#\:E.J685SYI(1]APC'+<\#CGH>GH:`
M-#(]:,CUJI<7,=O9R73G]VB%S],9JD=8;^S8+P6K'>X21=X'E'<%(/KR?2@#
M8R/6C(]:S1?2R7<D5O;>9'$X220N%P2`>!WP"/2FV-_-<WMQ;R6\:+!@%TFW
M\GMC`[4`:F1ZT9'K65-JA2SNKJ&V:6.`L,[@-VW.X_0$$>]375X+>S6?R]S.
M55$SC+,0`,_4T`7\CUHR/6L:WUGS[E+<6SB4@YY^4,'*L,X[8)^E7;>Y$TDT
M10I)"V&4\Y!Y!'L1_6@"YD>M5KRPMKYHFN`Y:(DH4E9"">#]TBI:IW]\UH8T
MCA\Z5PS!-VWY5&2?U'YT`2-IEDR3(8CLF!#KO;!SUXSP3ZBI);&UEN!<21*T
M@P<Y.#CH2.AQVSTJG=ZK%;V=O.FUOM&/+WN$7E=V2W88%,.K!;A8VA`3>D;O
MOSAW&0`.XY'-`&A<VEO=KMN(Q(,;<$\8R#_,"FK90BVG@<L\<[.S@L1]X\C/
M:LN37U66X5+<LD+*JN6P'R&SCCU0@>I(Z9K4MY3-$)-NT,3MYZCL?Q'-`$2Z
M18K:_9A&QBR&`:5R5(&."3D<>E3M9VSB$&)0("&CQQM(!`Z>Q-9]QJQM)I5N
M;8QQK&\J,'#%@A&<CMG(QS^51SZW]GL;B6:V(N(&VF`/G)V[N#CIMYZ=C0!H
MV>GVMB\C6X<&0Y;=*SY/K\Q/-6LCUK)@U-I]2>U2*(+'C<3-\_*AN$QR.0.M
M:5`$F1ZT9'K4=%`$F1ZTZ,_-4-/A_P!9^%`%FBBB@"I)]]OK6*/#T6P+Y[\7
M7VCI_#_<^F*WF`W'BJXN[0[\7$!V$*^''RDG`!]#F@#-BT18KB.Y%S*9UF:5
MB22K;LY&W.!P0/P%+!HL<$5DJNOF6S*6D"8,@56`'7C[U:IDB#*I=`SDJHR,
MDCD@?E3\#T%`&39:5]EGB=IS)'`C1P)MQL5B,Y/?H/2BXT>.X^W%V4O<YV,4
MR8B8]F1SSQ]*UL#T%&!Z"@#(72`LP(G/DF59FCV]74`#GL.`<5&=$Q9VL(G)
M^SPO"V%QYBL`#WX/`YYK;.`,G``J.">"X4M!+'*H."48,,_A0!SL.DWMW([W
MC!`J1QJ)$5@X4M]Y0V".?7KZ=*CGT*Z@@DM+-BRW";)'VJ%'SLPXSD8W8X!S
M[5U6!Z"C`]!0!D66CQV=Z]P)6<?/L5BWR;CD]\?D!0-&@,UU,[,TDSEE8$CR
M\J%X&<9&.N*U\#T%&!Z"@#GX_#_EQS*LT(,H0?+!@`KNY^]G/S9SGJ*LKHZ&
MX9KB7SXFC"-&R??(Q\S?WCQQQWK5WQF4Q;E\P`,5SR!ZX].#1OC,IBW+Y@`8
MKGD#UQZ<&@#,FTE'^T"-Q$DUI]F50G"#YN>O^UT]J:VD;KZ.Y\_[AC.W9UV*
MXZY[[_TK2^T6^QG\Z+:K["VX8#9QCZYXQ4N!Z"@#"?00\2QFY;;"I6#Y!\GS
M*W/][E1Z<5%<Z5=0[IH9#/<R2.2P55`#JJD8)_V0<_H:Z'Y=VWC.,XI<#T%`
M&'!HA2.(-.-R+;`@+WB.?7OG\*MW5G+)<K<6UQY$NSRV)0.&7.>GJ.?SK1P/
M048'H*`,&3P^CO<,;ASYJR;=VX[&=2"<;L=SQC\:EO-'-SY@6X\L26PMV&S/
M3)!'/N:T([^QEG\B.[MWFR1Y:R*6R.O%6<#T%`&/)HRRS.[S$H\SRLH7'#1^
M7C.?QS39M(FN((HY[M)1'D`-`"N,8'&?O#'7]*V3M!`.`3T'K37DB1U1W16<
MX4$@%C[4`80\/%8/*%VPP(RI"E<.B!,Y#`X('3/XU8M]'%O/;/'-M6$$$`'+
MYR3EB3D98G!SSWK5\R+SO)WIYNW=LR-V.F<>E-^T6^R1_.BV1$B1MPPA'4'T
MH`I_V9`VI27LR1RN50)OC!,97/(/XC\JHCP[&B2^5*J231S1ROY>=P<DCOU&
M?Q_EN2/%%&9)&1(U&2S$``>N:K_VGIWE>;]NM?+W;=_FKC/IG/6@"KI6E_V>
MTC>9&2ZJNV*(1IQGG&3SSUJ&XT3[7+(]Q<DED*J40(PY!&2.N"HQT[UIR7UE
M$Z))=6Z.X#*K2*"P/0CUJ6:6&",R32)&@_B<@#\S0!D0:,;=DDCN,3*LN7*L
MV6<*-WS,3QM'&>:M7EF]RD#)/Y<\+;EDV9&<$'CZ$U?7:RAEP0>01WI<#T%`
M&0-(51:Q";_1[<)A-@W$KT^;T]122:#:/(@0&"!`W[J$F/+-@$D@\\#%:@EA
M:9H1)&95&2@(W`>N*6.2*7?Y;H^QMK;2#M/H?0T`8:^'ERLCSAYXEC6*1H\E
M-A/7GG((!^E6FL+LZC+=K>(H>/RPHAY4#)');KD^E:'VBW\_R/-B\W&?+W#=
MCZ4Z.2*9=T3HZYQE2",T`9MI8W%I.'69&$LA>?$>T'Y<`*.<<@'\Z?)93"\>
M>VNO)$NWS5,8;=CN/0XX[U=FGMX-OG2QQ[CA=[`9/MFGH\<A8(R,4.UL$':>
MN#^8H`P+KPY]H693<KB4R'YXMVS<Q;*\\'G&>_M4TFC._P!H_P!)4><P8+Y7
MRJ1GG&?O<]1CH*V\#T%(Q55+-@`#))[4`9]U8?:K&.T>=]@*[VS\S@>_8D@<
MU4DT206\MO;WA2*299L2H9"""#U+#J5S^)K8@F@N(_,@DCE0_P`2,&'YBDDG
MMXE+22Q(H;:2S`#/I]:`*$5A<0W!ECNPJRL'F01##,``2N3\N0!ZTZVL'BO7
MNIIQ*Y3RUQ&$^7.><=3[U?EEA@3?,Z1ITW.0!2>=!YAC\R/>`"5W#(!Z'%`&
M6VFS_P!G75C',B1RL^URA8A7)+#&1SDG!S3WT^XFMEBFNU.P*4*18PZMD-U/
MH!C_`!K44JZAE(92,@CD&EP/04`8LNBB2U2(W!W!VD9MGWF8DDXSP><CT('6
MK=I;21W-S<S%?,F(`"]`BYV_CR3^-7\#T%&!Z"@".J5_8M=F-XYO)E0,H;;N
M^5A@C'X#\JT<#T%0W%U:V@4W,\,(;[OF.%S^=`&?+I;.L2QSJJVY'D*8@P0!
M-I!YYZD]NU1+H,(DM<NK1VRJJYC&\XZ9?KC/.*U)[NTMD5[BXAB5_NL[A0WT
MS3OM%ONC7SHMT@R@W#+#U'K0!F6VBQVDLI@FD6.2-(]C,S;54G(&3W!P/3G'
M6GZ9836$CQ^<KVY4$#;@[NA/X@`GU))[U<2_L9`QCN[9@I"MMD4X)X`//>K`
MVL,C!'M0!C?V1+))>?:;I98[I2I`BPRKV`;/0?2FRZ`EQ!-]HN)&N90V9D)0
M#*A?N@\C"C@]:UUGMWE>)98FDC&70,,K]1VH%S;-;FX6:(PC),@8;1^/2@#/
M72R+FW=I]T=N0R*4^;(7;RV<D<G_`!K1H$T!F\D21F4KNV;ANQZX]*DP/04`
M1T5)@>@HP/04`1T^'_6?A2X'H*=&!NZ4`34444`4[U));:>.)MLC(P5O0D<&
ML5B3I*Q6MA<6\\?DJV(MIP'7<`1U&,].,5O.^'/'>F[_`&H`YI(+VW=UMDN%
MD%U<-ERQ0@HY0Y/&,E?Q]Z9`]W.T\<$U_@/:@EF;<N6.\CV]>WX8KJ"P(((R
M#VJ.&.&W39!"D2DYVHH49_"@#",6J%9T1KO[04G5BS'9C!\O8>F?N\CGKFH;
MJZNGNHF8:A%`\D"8`96;Y)=V!^`SWX'M73[_`&IKB.0J7C5BAW*2,[3TR/?D
MT`9DD-W<>&S%(KO.R\HWWG7=G:?<KQ^-,N9&FBB-M;75O;^;BX\N(QR%=IQC
M'.,XZ?RK8W^U&_VH`YI(]5>0&5[Q2&@7Y2<;2[!LXXR%QD]CS39TU01RB-[[
M,$<_E$%B6(D&S/\`>^7/7J*Z??[4;_:@#F[U-4AFGA@^U26RS?*QD?=RBD8(
M!)7<6]N,=*D,6J?Z9*\ESO#0J4C)V[=J>84![_>_7O70;_:C?[4`<[<_:O,(
MMUOO(>"-0[B0LGSODD`AB<;>,YP1FI]"6\-X9;Q)=WV8)OD0C.)9,=>^,'\:
MV]_M1O\`:@#E9=(N"EQ<+YVUKXR>1M/S-YP`?Z;"?;@&K$PU/9=%?M?G[)]^
M,[,8;R_+QW^[TYZYKHM_M1O]J`.:N;6ZM;AI8FO'D:S0>:6)YWG>#V!P>`>_
M2HFFNIS<QVLEZ8A,`KL9&9,1J0I`(/))Z].]=2^R1"DB!E88*L,@TV&.&WC$
M<$*1(.BHH4#\!0!S*W-\7M3=/=I<O<6XVJ2J;"%+`CUSNR.OX5H:(=2-Y,;T
M,J[3O#.S#?GC;E0`,>A/;OFM3R+?[1]H^SQ^=C'F;1N_/K4N_P!J`,+4;:X^
MTZBULDL;.ML$DB4@_P"L.[!^AY]NM&;V*]6W`O&5;P,)#N93%Y6.3T^\.GK6
M[O\`:C?[4`<W!!<R2:?)<1WK""Z8&0EP6!3[Q7J!NX].O8U?UHHE[I\HMII'
MCF#,\4#.0FUAC('J1Q6KO]J-_M0!SXM=436IKA88O.EMY52;>2H^9=@/R\8P
M.._)JM'8WHM+C3Q8_+-=AG!E.UE"*6R^WN0.<<Y;TKJ=_M1O]J`,21+N3PC/
M;30R?:8XFAV@$E\<`CCG(Q1?6=^'L1&8)IEF=M_V<K&H\M@-P!/?OGN*V]_M
M1O\`:@#CY+2X">4L,Z+-9"-MUFTGSEW+*".%QG@\\8K<U*(R65F[QSQS1$,/
M*02[&VX(8=QR1Q^E:F_VHW^U`'/N=7-U9XA,"^7%\J%@B'/S@@`CI@<D8[5>
MT#SH["&*Z-T\[1"1WG!X)XVY/<8Z?XUI;_:C?[4`8!MKW[:XMXBMRDLT@F=<
M(RL,(,]_X>/]FGZ):ZA:FXC6.&WC^T[F\S=(7&U,E3\OH><'DGTYW-_M1O\`
M:@#(L$2`RV]U92/-YLLC3>5N5@2Q!W?[I`QU]J;HUU';0M"UO<1>9=N(U:!D
M&&9BO4#C`_#BMG?[4%@2"1TZ4`9=TODZM+-<6DES%-"L<>R/?M(+;@1VSD<]
M.*R[]-022]%M'<QYFDE1XU<[F$:;1A2."0>3D<8KJ-_M1O\`:@#GW-\?M@)O
M/F`;>%<8^8?(%'MGE><>]7KR*>YT.$&%]^8GEA+;F90067/<X!^M:6_VHW^U
M`&?I;W,D=V6B$:E_W),/E%AM')4\]>/PK,2(_P!F6#?9WF$<4D<\2IN;SF4`
MDCZ[N?\`:S71[_:C?[4`8-]%<&QLX!'*9;4JLDODEQDQ$$A?XNN..A^E)!:S
MVTMA-':R;P(UF5VRL8*A20>^`@S]!ZFM_?[4;_:@"CHO-O.T?_'N\[M!QQLX
MZ>Q.2/8UHTS?[4;_`&H`?13-_M1O]J`'UD:W$QE@FC^T>;&CJGE0B0'.W@Y'
M'W1SQWYK4W^U&_VH`Q]1D>[TGR9K:X6;A7$<.\%@`2/=23C/L>:A2*_CU59F
MAP\GE918P450N&&_'!!W8&1G/Y;V_P!J-_M0!SMM8R/:O:%+DV\2HL3/$(WW
M$,C*<#E=IY/N<&M32KIWABM[B!H;A8MS*1P!N*CGUXS^-7M_M1N&<XY/>@#G
M+J)KZ:_2"TFMW2&6*$>04$A;!9BV,<D<?B>]0WUE>W5E?-;VA6UE9G$#Y1R1
M&H&%P<_,"<<9(%=3O]J-_M0!S]M:W/\`:47F6[+)]H$[2@941^3M*[O][C'X
MUT=,W^U&_P!J`'T4S?[4;_:@!].C^]46_P!J?$V7QB@">BBB@"G,P0NQZ+DF
MN>75YHH!=3S,6>W:X6W$/R;<<#?ZC(S]>E='(I+MQWJE%I-G$9"ENO[Q2C`D
MD;3U`!X`]A0!EW5W?V7GI)=+*RP"<L(P/+.X`CZ$9Z\\'FF7>I7;SQ&*6:."
M>1MGDPB1O+0'+8P>K$?ABMA=*M$MY8!!^[F&V3+$EATQG.:2?2;6X:-I(W!B
M38FR5DPOI\I'H*`,:XU&[CO6MH;R5YD5%CC:`?OG.6(8A?EPI'<4[^U[IKN6
M'>JK-<!;9L#[BMB3M_LD_C6R--MPV[ROF$OG9W'._&,]?3C%(=*M&2)3`"(0
MP0[CE0PPW.<\YH`P;;5]3G^S1E=GG7(/FE1@Q$;P!QUP#GZ>]20ZE=RV-Q>B
MXN%;#>5&\`6/YF*QX8KSU4]:WFL86$0,?$*E8\,1M!&/Y5!#HUG`@2.)]@*D
M*TKL`5.1@$T`8TFIWTUG<-'<>3+:Q*DFU%.Z<L5QR/4#\ZUYUO;;2Y!%*US=
M`9#,J@GGG```SC.*F.FVQ,A,(_>2K*W)Y<8P?T%27-I%=Q^7.FY0<C!((/J"
M.10!B3:C,8K%(;RX?SM[O)%;!I-J\8*X.#N.#QVJU;/>W4TJI>%$MG6,EHE)
MD.`26Z8ZXXQTJQ)HME(8R874QIL4I*Z8&<XX([U,=/M_M7VGRL2]2P)&3C&2
M.A..]`&,EQJ"R2D7QD#77V6$/&FT<<L<#/&&&,]J+O4;FS6XMWNR[+-$BSB(
M%E#?,PV@8)"@GIW%;)TVV-L;<PYB+E\9.=Q.<YZYR:2/3;:+R]D`'EL77D_>
M(P2?4X/>@"'1YYKFS,DKF1"Y\J1DVETXPQ';O5^H[>V2V@2&%-L:#"KG.!^-
M2[3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z
M4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z
M4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z
M4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)12[3Z
M4;3Z4`)12[3Z4;3Z4`)12[3Z4;3Z4`)3X?\`6?A3=I]*?""'YH`L4444`0M]
MXUEV^MV\OVYI`8H[0G+G)W*,C<!CU5A^%:4P9E<(VUB"`V,X/KBL-O#48@:.
M&[F7?;M`YD)<$'!R`3Q@Y/'J:`+YU>Q$D:>?\TA4+A&/+'`'3C/_`->AM7L5
M25VN`%B(#G:>YV\<<C/&15&]TZYEU56@!6!YHIY6.W&4QTYST`&,?C1'X;CC
M1U6X<\J(RQ9BJAU?'+8_A[`4`66UNT\^**/>YE#\A&`4KC(/&1U_SQ3X-8LY
M/(1I0LLR(X4!B/G&1R0.N#UQ4)T9OMK7*7.TM)(Q4QY^5U12.O\`L`YIBZ#M
MC1/M1^5;=<A,']T2<]>^?P]Z`-"UOK>[>1(7)>/[RLA4CWP0..#S5.?5W`4V
MMJ)=]S]G0O)L#$!BQZ'@%2/>C2=&_LV=Y/-1]T2QG;%M)P2=Q.3DG/)IC:(L
MT26TY1[:*Y:=5(SN#;LJ?H6ZT`3P:S;/&AG/DR,[1E/O8*MM/([9[G'6G_VQ
M8;IE\_F$.7RC<;/O=N<8[50;PW&R0QFX;9&GE%1N4-'N)`.UAR,]3G/I1!HL
MLWV@7DA6)Y;@I&H&0)"PW9S_`'3T]Z`+=YK-M:R1)DN6=%?`/RAE8@].?N'@
M4V768ED81A7C$<4@D+$`[W*8P`?3_P#5UJ`Z'<&99S?@RJT;*?(X&Q7`XSWW
M_I^3O[``0J+D\I&I)3J5E,A/7N21CM0!HPWMO//)#%)O>/.["G'!P>>AQ5>X
MUFRA2X(DWO`C,RJIYV]0#T)'?T[T^QLI+)G59]UN69DC*<J68L?F[]35230A
M)%)#]I(B(E\I=G*-(#DDYYQN.!Q0!8L=2^TO%'+"87EB\U.20P!P1R`<C(ZC
MO4LNI6D)G#RD?9UW2D(Q"CCN!UY''7FF)9O]OBG=EV6\)CC`ZDG&2?\`OD57
MO=&:[ENV^T^6MQ$8]JIZXY;GYL8XZ=3S0!I)/')`)D;,9&=V#TJJVKV*(C-/
MPZ)(OR,<JYPIZ=S5A8G*3)+*'5R=N%QM7'3W[\UE1:`Z&$O>;Q"(57]UCY8W
M+`=>_3-`&A'J=G*T2QS;S*-RX4GC..>..01SCI3!J]BT3RK<`JF,X4DG/3`Q
MDY[8SFJJ:(5,'^DX$;NQ*IAF#.6VYSTYP1ST[5';^'5MHQY=RWG1E/*D8%MH
M7.`06P1R>F/PH`V8I%EC61"2K#()&*IMK%@D,<S3XCDC$BG8W*[@N>GJP_.K
M$$<Z,QFG$H*J``FW!&<GKWX^F*R1X><+&AO<QPH(XQY7(42(_)SR?DQ^-`&@
M-5LF5&$I.]B@`1LY'7(QD8R.OK45YK-M;V3W$9\U@DC(F"N[8<-SCC!J.?16
ME>5EN0ADG,VX1_,F5484YX/R]??I4$WAYY4>/[;B+;,J+Y7*^80QR<\X(H`U
MK6[@O$9[=]X5MK<$$'W!JLVJP1:F]E-^[(";&.2&+9XZ<=.YYS2VEC/;SO,U
MT':63?-^[`W#:%4#GC&!]:BNM(:YOI)C<[8I?*\R()R?+8L/FSQR?2@"9]7L
M(VF#W`'D@E_E)''7!QSCN!TH_M:Q\HR>?\HD\LC:V=W7&,9Z<_3FJ=QX?$\$
MD'VHB+]X8EV9*,^<DG//4X'%33:0SWDEU%<^7*9A*AV9"_N]A&,\Y&:`)-/U
M6"]BM^J33Q"3RQEMH.>IQCL>OI4S7A^T30PPM*T*;FP0.3T49[G_``JG::,U
MJ]D1<Y%M&$.U-IDX(Y.>G.<<\U8%K/%>W,L#QJMP@)+`DJX&`<=P1CN.GO0`
MZPO'O;`7`AV.2Z^67SRK%>N/:LZ+Q`^X>?:(D?F&/>DV\'!`;'RC)&>GHK'M
MS;L=/N[2!8?MR,H=V.V#!.[)[D]&.?TI@T=V2X$MUE[C'F-''L&`"!@9X.3G
M/?%`%J&]+72VTT)BD>+S%YR".-P^H)'YU;K,L]->"YA=W0I;QND808&7()X[
M`8``YXK3H`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"J.JWD]C;-/%;
MQS(BEGW2[",=,?*<YJ]5:]M/M@A5GQ&DJR,N/OXY`]N<'\*`(KJ^DMXK<+;[
M[F<[5BWX`.TL><=@#VJFWB*/RA/';O)!M7<P;Y@S+E5V]^P_$5;NK&:X*N+H
M)+%*9(7\O.P%=I4C//4\U7AT*.W>(13$0)L9HRH.YT&%;/X#\ATH`MZ=??;H
MRXC"JO!96W`G)Z''(Q@@]P13=2OI+&,2BV,L2C,C;P,<XP!W/M5=-+GM[S[3
M!<`N[+YNY/O#(W=_8X'8L?6I=0L+F[N8)8;M(DA^81O#O!;LWWAT[4`-_M8F
MZ:)+9G0L\<;*XS(Z#)7!Z=#SGL:A;6W%C;3BWC5YYGBV2S[57:6Y+8_V?3O4
MPTIDNFFCN``&>2)&CR$D8<L>>1UXXZGFHX=)N8]/-J;V)OG9MWV?LQ)(P6/J
M<'^=`&JI)4%@`2.0#FG5';PK;V\<*$E8U"`DY.`,5)0`4444`%.C^]3:=']Z
M@"6BBB@"K(^UF).`.YJ"WO(+H$VUQ%,%ZF-PV/RI]V"8Y@!DE3@#Z5RUO;7\
M-JC-%(LL=K"(_)C*DJ&4NK<_?`'3OD^]`'6;CZTUYE0J'=5+G:N3C)ZX'Y&N
M>66]>]\T)>F,W9VQ,&4;"$YSV`^;@\'GO35.H*B;8[N4I<9W,67S!L?C!^Z,
M[1Q\N<8H`Z7<?6H)[ZWMQF>YAB&=N7<+SUQS69H)NQ+<K<F9H]J,AE1Q@G=N
M`W$GC`JI%!--%I\<6%N8KB3[0[1%PK[6R6&1UR,<]Q0!T<<JRQK)&ZNC#*LI
MR"/K1YRB01[U\PC<%SR1ZX_$5A3C55U6-(^44(%<%EC(Q\^5`(SGID^F.]4-
MFI>9'+''>M.+;;,TN1\WF(7"G''`/3MTH`Z[<?6D+XQE@,G`SWKFU74]L;/]
MH<I;S,J*[#<=PV*Q(!SC\>*BCANW2+S_`+9+'#>(RMMD5MICY(!);&X^O'/:
M@#J(YEE7=&ZNN2,J<C(.#^M.W'UKF674?LO_`"^!PLOD[,_ZSS&V[_\`9QMQ
MGC'X58LDODO(9)6N3ON9ED5BQ0)\Q4@=AD#!]Z`-[<?6HX[F*5F6.9'9200K
M`D$=1^H_.LB]%Z=18Q&XSOC\G9_JMF1OW=L]>OMBJUG;?9[:RB42"Z-X[@.6
M+!`YW'GH"N/J2/6@#H7G1'5'D56<X4$@%OI1YZ>=Y/F+YNW=LR-V.F<>E96L
ME$O+"06TLCQS!F>.!G(3:PZ@>I'%49;35?[6EECAC\V:&1?.\T@!=RX'W>"`
M.!ZY/M0!T/VJ+R6F\^/RESN?<-HQUR:D#$C(-<Q':79TD:>MCM5[IR4WD+Y8
M8G&[;P#P!QR*NK]N'AU4,<JW4#*C!"<LJN,D'OE1^-`&WN/K1N/K7-A;V[OI
M"3?10%YBO+)QLCV_KNQ^/O1OU1E#1K<-<26@.&!18WV>A^4G=Z\@^U`'2;CZ
MT;CZUS47V_RD-S]K%L96^6%G:5?E&,D@,1G=^G:MP2F6"8(DJLF5&Y2"3CJ/
M7KUH`L[CZTF_YMNX9QG%<U;KJ*VP21KPQF.W>4Y;S!E6WA3USD+D#GK3'M]1
M$R7"K<F?[/.D#$GCYLIO[9V^O<#/(H`ZG<?6FM($&68*,XR>*YM3J0@1V%RP
M$Q*0JTA)&!P6(!ZY(R,<_2M34,+?V#S?Z@.P.>@<C"$_J/J10!>CN(Y6=8Y4
M=D.'"L"5/H?2H3J=D)'C-[;ATSN7S5RN.N1GC%9.F)-:R+));S`PP^5+MCYE
M<N/F'J.IS[U/<VGVN^N)I(I$CMT`B*+AF?(8L,CGHH';K0!K+,K$!9%)(R`"
M/\]Q3]Q]:YZ%98X[.U:$17$-UB+&23$/O-GTP2/RKH*`%W'UHW'UI**`%W'U
MHW'UI**`%W'UHW'UI**`%W'UHW'UI**`%W'UHW'UI**`%W'UHW'UI**`%W'U
MHW'UI**`%W'UHW'UI**`%W'UHW'UI**`%W'UJ&XO(+4`W-Q%"&X!D<+G\ZEK
M-UQ?-L3%Y<S%^GEQ[_P(]#0!>DNX8HEEDGC2-L;79@`<].:8U_:I/Y#7<*RG
M_EF9`&]>E9=]<NUA&CV$OGD^4Q6W+K%\HW,,#D<X'K5?[)MF\JV2Z:*<(LB2
MPX7R]@4G=C(;`Z9SGM0!T$=Q'*`8I4<$;@58'(]?I1+<Q0LBRS)&7.%#,!N/
MH/6L:PFEL;EDFAE\J9AMD9#NRQ&,GIR6;(`X(/8BGZX4=X[=K69UD'[R:.!G
M*IG[H('!/Z?E0!K?:8_-:+SD\Q1N9-PR!ZD5$^HVD<:R27D"1N2%9I%`;'7!
MK'%LXOV\^V=U26:25_*W"2-AA5'][MQ_LTVV1Y=#%FEM,CR3O&=\++L1G8EN
M1Q\OZXH`Z%)1(BNCAD895E.01ZBG;CZTQ$6-%1``JC``["G4`+N/K1N/K244
M`+N/K3X22_-1T^'_`%GX4`6:***`*SIESSWI-GO1<L4BE93@A21^5<WINM7/
MV<3/*]XGE1&7?&(RDCLHP,`9&"3^'7F@#I-GO1L]ZS3K)%Z;?[.%43F$RM)A
M>BD=NIW<#VZ]JA.M,PA9D\C_`$CRW0N,@;&/S`CC[O;\Z`-C9[T;/>J.E:I_
M:+3(T)B>+:<<X(;.",@'L>U9UQJ5V]M8SK/+$EW*QQ!")'5-I*C!!R>`3QZT
M`;^SWHV>]8YUZ&VN8K25MYPBN\C!)-S#(^3'TSTQFH'\02QSPS30^5;2VWF1
MJ77YBSH%)./EP&Y_K0!O[/>C9[UCQ^(5E$;1P*5,<DCN91M38P4\XY'/!_2F
M#7+F?R!#:JDANA#(CL1P4+#&5!Z>H_GF@#;V>]&SWK&CUN1+5G\AIS$LDLQ+
M@%45V7CCD_*>..G7UFM-9:YNDC-MLBDEDACDWYR4SVQQD`T`:>SWHV>]4+G5
M3;W+H+<O#$Z)+)NP59R,8'<<C/U[U3L-0OS;PW5T4*2W;0E!@X!;:,<#H1WS
MD$GV`!M[/>C9[U1U&:X@O+#RY0L,LWENFS)/RL>OX"LR3Q&D>JSEKF'[*D3J
MD6Y0S2*RCG/3.3CV&:`.AV>]&SWKGEUF;^P'D-[;F[:X:!9@5"*=QP?3`7GG
MJ*T8]65M$@U!4$F_RU*AL8+,%//L2?RH`T-GO1L]ZRI=:E6[DMH;,2,C2+DR
M[>$5&ST[[_T_(;7XU4R-"5A^SB=2S89QMW848Y].M`&KL]Z-GO61;Z]]JQ%;
M0)+<%RNU9@4P`"2&QS]X#IU_.M*\N#:V$]R4W&&)I-N<9P,XS0!+L]Z-GO67
M/K+QW2V\=KYCN8@,R8^^KGT[;/UH@UOSI(U-OY8=&.7DQEE+`JO'S8VGTZCB
M@#4V>]&SWK$N=;F>*V^SQ;'E2VFQN!R)'P4Y'MU]ZU;"[^V6_F&/RW5VC=,Y
MPRD@\]QD4`3;/>C9[UDPZK-%?W$5PFZ#[484D!'RGRPV,8Y'WN?>F_V^^R$F
MR(-QY;0CS1\RLP7)XX/S#C]:`-C9[T;/>L.XUV=[.Z%O;;+B&&5I3Y@(B*EE
M!&1\W*GTZ5?L]0::\:V>,(5C#!F;!?@9(7'3GKG\J`+NSWHV>]9,^H7+0SR1
M.$!NEM8_ESL^<*S'/4Y)QVX%-;4KE-':3.^X%R;8.%'/[S9NQTSC\,T`;&SW
MHV>]8+:C=K'#*LTAAYB=I(UWB3+`Y4=6!VX"\'#>U:5G=M)?36Y=98_+2>*0
M#&5;(P?RZ^]`%S9[T;/>GT4`,V>]&SWI]%`#-GO1L]Z?10`S9[T;/>GT4`,V
M>]&SWI]%`#-GO1L]Z?10`S9[T;/>GT4`,V>]&SWI]9NN//%9^;;73P2`[$55
M4^8[$!0=P/?TH`O[/>C9[UGZF;Z.WM5MWF9@V)GA1"Q&T\@-QUQ6>^J7DJ>;
M8S^:JF*)!(@'FLZ@[SQQ@D=..#0!T!C!QGM[4;/>L[2;V2>22&XD)ECR-A`S
MP>I(XS@J"!T^A%.UB6ZB$1M;@+(QVQP[`?-;W)Z`#.<4`7]GO1L]ZQTO+N:^
MVB9DCFFEMU4(,Q[`</D]<X/7CD55@O[]@;9[N1+C=(S&2),QA54A3@8.=P.1
M[_6@#HMGO1L]ZCLIC<V4$[+M,L:N5],C.*GH`9L]Z-GO3Z*`&;/>GQ+A\YHI
MT?WJ`):***`*\H5MRMT.015,Z78F,1F$;1$L.-Q^X.@Z]NQZU9E(#L3P!62=
M7D%G)>"S;[*(V>-]XR^.G';/;K]*`+::1IZ$%8>DGF<R,<MQR>>>@Z^F:7^R
M;#&#"&&[=\SD\X([GIACQTYJB^LRQ+)'):(MRLD:!/.^4[\X^;'8`D\4DNL7
M,)DWV2,(8O.F\N?=M7)QCY1D_*3VH`T[2QM;-W:!2K.%5BSLQ(&<=2>F338=
M/MX75@6;RY&DB!;B,L""![<G@YZUGW6LR1"9K>U698I$CR9=N2P&,<'^\*M7
M5\]GIXN+B%5DR%*"3*@DX&6QT]\4`6FM+=KD7!7]Z!C(8@'ZC.#^-5ET7348
ME;=02NS[YX&0<#GC!`(QT[57FU.X26"!+2,SR(TC*\X4*`0.#@YSFI%O[B65
ME@L_,6-@DC>8!AL#(&1R!GD\4`63IUFPP\6\>6T7S.3E202#D\\@<TP:38A"
MOEDYD60DR,3N`P#DG/3BJ$.LW#INDL5!:4PQ*DVXNX)!Z@8'!.?:I#J\@0Q_
M9`+L3B#R3+\N2N[(;'3'/2@"XVE6#(J-`I52W&X\[CD@\\@DYP>*D2QM4='6
M,!DD>5?F/#-G<>O?)J.PN_MMMYIC\M@[(RYR`5)!P>XXJS0!%+8VDMP+B2)6
MD&#G)P<="1T..V>E-73[=6@V%ECA9I%CW?+N8D[CW/4^W/TJ>B@""\T^UOGC
M>X#EH^5VS.F#Z_*1SR>:E-M;FX6<HIE52@;V)!/\A3J*`(4L+-&5EB7*N[C)
M)&YOO'%*;&T-M);^4ODRL69,G&2<DCTYYXJ6B@"M#I=C`^^.+#?-R78_>`#=
M3WVC\J%TJP7:/)!"Q^6%9BP"XV]"<=.,]:LT4`5WTRR>%8G1BJMN!,C;@?\`
M>SFIDMH$CE0*"DQ)=6)(.1@]?8=*=10!5ATFP@D62.'#JRL"9&/*@@=3V#&G
M1Z98QR(ZQ#*%BN7)`+$DG!.,_,?SJQ10!2&B::JE1!P=HQYC?PG([\8)JQ;V
M5K:E#`FPHA0?,3P3DYYY.>YYJ6B@"!=-LEO#=B(><6+%BQ(R1C.,XS@8IJ:5
M8)C;`HPRL/F/!4Y7'/`![=*LT4`5)='TZ8,)(`=Q<MAV&=QRV<'IDYQVJ>.R
MMHKG[0B8EV[<EB<#CH"<#H/RJ2B@"`Z?;L;@/EH[@AGC)^7</XAW!X'Y9I/[
M,L?+V>4-NP)C>>@.X'KUR<YZ^]6**`(?[/L_)$0CPB@@8<@C)!)SG.<@'/6E
MM;."U=WC^\X"\G[JC[JCT`J6B@"3(]11D>HJ.B@"3(]11D>HJ.B@"3(]11D>
MHJ.B@"3(]11D>HJ.B@"3(]11D>HJ.B@"3(]11D>HJ.B@"3(]11D>HJ.B@"3(
M]14<L,4SQ-(-QB;>G/0X(S^IHHH`@ET^TE5@Z$[W\PXD8'=C'4'C@=.E"Z=9
M+-'*L**\2A4VD@``8''3C)P>U3T4`57TNT,D;HI1D92"K'^'&!U]AGUP*==Z
M;:7DZ33JYD1=JLDSI@?\!(JQ10!"VGV;32S-"I>52KG)Y!Z\=`3@<^U1G2;`
MP>28<KNW$EV+$XQRV<GCCKTXJU10`\;0`!@`=`*7(]14=%`$F1ZBC(]14=%`
M$F1ZBG1D;NM0T^'_`%GX4`6:***`*<RARZMT.0:RO[(=K%;&6[\RV0H`AC&2
MBD'!.><X`S^E;3[06)P`.234%O=6MV";:>&8+U,;AL?E0!BOX=4010PRP+%'
M,\H22W#J=P(`(R,XR>?IZ5(-$D)F1[I1;SJBR1Q0A.%&-H.3@'GCWZUN8'H*
M:[QQE0[*I<[5!.-QZX'OP:`,Q=+PJ!IL@71N&^3[W7:O7C'R\_[-6+V"2XBV
M13"/^\&C#JP]"*NX'H*,#T%`&`N@;+B!UFADCAB2)5GMQ(0%SR#G@G/IZ5>M
M[*2VN)&CN<0.[2&(H/O'KSZ9YJ_&\<J[HV1UR1E2",C@BAV2-&>0JB*"69C@
M`>IH`RUTHQVEI''<%9[9BZR[,AF(.XE??<>]12Z#%<#%S*9@Q=Y-RCYG8``C
MTP!Q6T-I`(P0>A%-=XD95=D5G)"@D`M@9X_`4`5[.#[+9PP94^6@7*KM!QWQ
MVJ>GC:0",$'H12X'H*`(Z*<KQN[HK*S(<,`<E3C//IQ45O>6ET2+:Y@F*]1&
MX;'Y4`/HJ3`]!35>-W=%969#A@#DJ<9Y].*`&T4DL]O"R+-+%&SG"AF`+'V]
M:<TD2.$=T5F!(!(!('4_AD4`)135NK5H#.L\)A'60.-H_&G>?!Y(F\V/RC_'
MN&W\Z`"BD:>W280O+&LK8PA8!CG../P/Y&I<#T%`$=%,@O+.Y#&WN8)=HRWE
MR!L?7%$5W:3;?*N(9-Y*KM<')`R0/?%`#Z*BEOK&''FW=O'EBHW2*,D<$?45
M.SQK'YC,@C`SN)&,>N:`&T4L4D4\8DA=)$/1D((/XBG':`2<`#J30`RBEC>*
M50T;(ZD!@5(((/0TN^,2B+<OF$%@N>2/7'IR*`&T4@N+<W!MQ-%YP&3'N&['
MTZT]'CD9U1D8H=K`$':>N#Z4`-HI?-A\[R=Z>;MW;,C=CUQZ<TGG0$2$21XB
MXD^8?)QGGTXH`**!-`1$1+&1+_JSN'S\9X]>.:DP/04`1T5)@>@HP/04`1T5
M)@>@HP/04`1T5)@>@HP/04`1T5(0`,G%(-I`(P0>A%`#**DP/048'H*`(Z*D
MP/048'H*`(Z*DP/05#<75K:!3<SPPAON^8X7/YT`.HI)9[>&(22RQ1QG&&9@
M`<].:7SX/.$/FQ^:1D)N&XCUQ0`44P7=H59A<0E5;83O&`WI]?:IAM89&"/:
M@!E%(L]N\KQ++$TD8RZ!AE?J.U(+JU:)91/"8V.`X<8)],T`.HJ-KVS2Y^S-
M=0+/D#RC(`V3TXZU8P/04`1T5)@>@HP/04`1T^'_`%GX4N!Z"G1@;NE`$U%%
M%`%6Z!,,H`R2IP!]*Y6VM=0AM$=HI$FCM8!'Y$;*2@=2ZMS]\`8QWR?>NLF=
M8E>1SM506)/8"LF76)PT(BL@WF0M.1)+L*H"!Z'GD<4`4EEOGOO-"7IC-V=L
M3!E&PA.<]@/FX/!Y[TU3J"H@6.[E*7.=S%E\P;'XP?NC.T<?+G&*V(M6LY(1
M+YA4$QJ0RG(9P"H/_?0I1JMF8$G$I,;MM4^6V6.,\#&2,<YZ8YH`PK5-2DF2
M%Y+WR&GC8MMD0@%)-PRQ)QD+^G3BM6VENX=!=FCEDN4\Q45@=S88A,_A@Y_&
MI?[6MHXFDG;8HE>/*JS`;3@DG''X\>]3P7:S7,UN5*218;KD,ISAA^1_*@#G
M;>"_TV`VDD4L<!DCD=X9"[%2"'PP`.2P!P.<$TVT6_N;.XF\Z]8"RE\H;F^=
M]\H'U.-O3V]JUKK4([B,Q+9+=+),88TD("R%02QY!X&TCW/YU,=21=-M9[:$
M,+C:L2$[`,C/)[#B@#,N5OV2\7_31<>6?L_EDB/;L'7'&[=GKS^%)*ES?ZCO
M,-V(3,VS>K+M4VY'']WYC^=7;/71=S^2EL0Q.`"W<$9/3IC)![[6]*OV=V+D
M2J4,<D+E)$)S@X!Z]P00?QH`YM1?6NE>7#%?Y;3U1%`<E)03N^G48]AQ4T\6
MH>7*1)>YDN9L-\YV*&.P!5(.#Z].G:NGHH`Q]`%R3<RW4;I)+Y+'>I7)\I,_
MKD5BZ=%?);0M]FF+P6K1X$#0E"2O?JYP">,=/>NRHH`Y+;JK0NOF7I\I+@QL
MJNI<A8RF0<D\[L9)/4>M7+9+Y=?EDDCE%I)(F2H()?REY/JO!'UZUT-%`&'?
M1%;N^$UE)<_:8U6$JFX<*1M)_AYYR>.:BN;>2Z>&">"YD6"TDBG=5QO+!!\I
M/!)P:Z&B@#G%2Y:.&6:V>6W@N=Q'D;'E79@,4[D,?QQP*UV@BOM,D@\EH8YE
M9=C)M(SGG';UJY10!S$2:D8(KR6"7[4]P%>-01\J1N`#[%LG)_O"KOA\W@EN
M4N6G:+:C1F5'7!.[<!N)/&!_DUM44`<E8:?<&TACO[>3R_L+(@@B*OR1N5B3
M][@8Z9YJ:.*_FN[7RE*+',=MS):[3CRV!WKQ[`'CK73T4`<DT-[!+;LR.7$M
MUN<6C2`[G7!V@\`]1S^=:)M94T'3HVMG80&-I8.&8@#D>^#@X]JW**`.<U>6
MYEMD.GV]U;C;(X*1."S@#`*J1U]6XXZ5$LMY-=S^6UXTRW&W`)\I4\M2P/8'
MG@>O3O744Q(TC+%$52YW,0,;CTR??@4`<M'!>0H\IBO#--9VRELR?*1PY(!S
MD<''7KCJ:N:,EX=0A>Z69@D,\8DD1AD>8NW.>>0.YS7044`8"+):ZJS06\[Q
MF5Y)%D@SMX/S(XZY/\/)Y[4W0X+^UOV:ZMBBWB&1V#E\29)YX&WAL?\``:Z&
MB@##N"8_$#/:VKB5K9T\PP,$:0E2NY@,8P.OM5"#3M2$%[;_`&6/8\RM(&E/
M[[]V-V#MYRV">/45U=%`'(M;:G+:V+QV3;K"VC*JSE3OX)P-O)VJ!CMN(K9U
MIYS9126PN"VX-Y<88%^#A21RO./;UXK5HH`RK!ITU"Z,XNB)9RL0()1%"*<^
MPSD9]:KW;WJ:A+&J715[N!D9`2HC^4-SV&0<CWK=HH`Y6*/48[*`-+?YDM0T
MI8.Q#AUXXY&06''/?M5B5M6>[LRD<L2&.(X+L0IS\X;"G)QQSCVYKHJ*`,?3
M)98@QNDO7N&<+)N4E`2>J]MON.W6H]=6],Y>T-R/+M7=1%G!D#+M!`ZG&>/K
M6Y10!@317\MY(F;K+R.K_,1%Y.T[<>C9QTYSGM5.TCU2)=/BA2>.-(HA^\9\
M*P)\P$8.1C@9P`,8KJZ*`,O1#<`7"W`G;##$DVX;^N?E/3'MQZ5J444`%%%%
M`!61K<3&6":/[1YL:.J>5")`<[>#D<?='/'?FM>B@##U"ZD>PC22PE-R3Y3,
M+=G6([1N88!R.<#U/XU3^PR+=10V23&$R13$RP%6`5`,>83Z#&,9R37444`<
MG8:;-)`RW$,RE(8HDPFS!`=2I_O##G+^AXP16WI5T[PQ6]Q`T-PL6YE(X`W%
M1SZ\9_&M&DP,YQR>]`'-7437TU^D%I-;ND,L4(\@H)"V"S%L8Y(X_$]Z9=19
MM+F46,X$MU$\""!BR!?+W'`'RYVGZUU-%`&8Z&]U6V?R66&%/.+.A4LYX4<^
M@R2.W%:=%%`!1110`4Z/[U-IT?WJ`):***`*MU"MS#-!)]R52C?0C%9$^A?;
MXXOM[1M)%`T*E5SSD8<9Z'CI[]:UW8[VY[U#'=PRR/'%/&[I]Y58$K]10!1E
MT:62?S/M@4-+%-(HB^\R8Z<\`[1Q33H;FQ:W%V%+2;U98\"/C'R#/RGOD'J3
MQVK5W'UHW'UH`QKGP[]HB=#=`AC,?WD6X#S#G(&?O#U^M7[2S>*\EN)64DQI
M"@7LJYY/N235K<?6C<?6@#-&DRK&$CG$9AG::"3;N(W[MP(_X$>_I2R:-NLD
MLQ.I@B">4DD0894'.X9^8'(...E7WD"*6=@JCDDG`%,6[A:W-PL\9A`R9`XV
MX^O2@"C)H8>TAM_M)VPC"93IUS@9]QC^[M'6KEC:O`]S-,5,MQ)O8+T4`!0/
MR%.FNHH$#S31QJ3@,[``_G3GG2-0SR*JL0`20`2>@H`GHJN;F(3"(S)YIXV;
MAGIGI]`3^%2;CZT`24562[A>9H4GC:5?O(&!8?45+N/K0!)14$DRQ(7ED5$'
M5F.`*6.994#QNKH>C*<@T`345"\HC1G=PJ*,LS'``]30L@;[K`_0T`345#YR
MF0Q[U\P#<5SR!ZX_`TU+F)Y6B29&D3[R!@2OU%`%BBH(YEE7='(KKDC*D$9'
M!%"7"/(\:2HSIC<H()7/3([=*`)Z*K?:HO):;SX_*7.Y]PVC'7)IWGIO5/,7
M>P+*N1D@=Q^8H`GHJ/<?6C<?6@"2BH]Q]:-Q]:`)**CW'UHW'UH`DHJ/<?6C
M<?6@"2BH]Q]:;',LJ[HW5UR1E3D9!P?UH`FHJ/<?6C<?6@"2BH@^X95@1ZBE
MW'UH`DHJM-=PVZEIYXX@N,EV`QGIUIT4Z31B2*19$;HRD$'\:`)Z*CW'UIOG
M*9#'O7S`-Q7/('KC\#0!-14/F#?LW#=C.,\XH:4*0&<`GID]:`)J*K)=120F
M9)HVB`)+A@5XZ\U'%J5G.P6&]MY&)P`DBDY]/T/Y4`7:*@299!F.17Q_=(-/
MW'UH`DHJ/<?6HY;F.``S3)&&.!O8#)H`L457FN8[=-\\R1*3C<[`#/XU&U_:
MI/Y#7<*RG_EF9`&]>E`%RBJ\=Q'*`8I4<$;@58'(]?I1+<Q0LBRS)&7.%#,!
MN/H/6@"Q15?[3'YK1><GF*-S)N&0/4BF_;8!")OM$7E,=H?>-I/3&:`+5%1[
MCZT;CZT`245'N/K1N/K0!)3H_O5#N/K3X22_-`%BBBB@#/ODDDM[A(6VRLC!
M&]#C@USX>[CC$=K8O&D=OL9?)*,C?+T<'YNYX]*Z=TRYY[TFSWH`Y0F\^Q""
M8Z@6^TE4FC24%8]JDD@$D]2!G/Z&GVDEW)<.87O6(N9E8N28Q&-P`&>^<>_X
M5U&SWIJ0)&"(U5026.T8R3R30!S,<6I)!#N>]:4P1-%DG`D/WQ)[=.OOWJ1;
M>^DNF#RWJH[W.<,P``8>7CTZG'K]*Z39[T;/>@#&G2XGT>PDFB>5T,4D\6WY
MFXYX]0><>U4KFWN+HS);63K!=2H2CYB!51EB>#MR=HY&3@UTVSWHV>]`'-V@
MGA:"34+.67RH3;_+'YF&#=?<,,<^U7(["5_#OV1QLEV$H.OEG.4'X<?E6QL]
MZ-GO0!S<*7N+>\^SRB>XEEEEB&1@>6P16].B]>YJ?1/MI:[CG>8H41HVE1QA
MCNR!N)/&!6[L]Z-GO0!R\1OK:""&WLF+Q0,LP,6"7VGYEDSSEL=.:9F\&GS0
MR-?L3,HBE1)E95*@EL9+$#G@D\UU>SWHV>]`&1?1DP:?*(IIX('#R(REG(V$
M`D'DD$@XZU2U:2[,:/I\%S`%0R(J1M\S9Z%5.!Z_-USTS72;/>C9[T`<IOOI
M5O\`R&NW8-=*>25P-P0+[YQTYJ1X;F&:]V1W:M,T1\Q=Y`78`3A3DD$8P.?P
MKI4@2,$1JJ@DL=HQDGDFG;/>@#`T-;LW9ENTEW?9@F]U(SB63'7OC!_&F1_:
M+.6Y^R6LSKMD9?,APR.S`@!A]Y223WQCK71;/>C9[T`8?A^WN;`S6D\)1,+(
MC!RX)QAN<#G(SCWJ';+]OU)+"W>%YD14=HFC0D%MYW;<9^;@]ZZ+9[T;/>@#
MD9+"_;0IK9+-%B22<^2)#D\G9CY>0#R/7`J9X]1;4(K\V;`6Q2/`<[MN,/A<
M?,/F_P#'174;/>C9[T`96IFX6\LVA$[J'PT:9"G)')(]!G@\'ZXHT<S(A2Y^
MTM+(TCYE!VJ`Y`&3TXP?I6KL]Z-GO0!SUP]\+QXE6Z_X^]X90Q7R_*(QGTW=
MO6J\:Z@ED5=[TGRH),$.26*MO7(^8<@9QT/U-=3L]Z-GO0!S>=9:_)1'C^7*
M!W)7'E]#@;<[^Y.?PK0TR79%&C)?%Y&(9IU)VL!D\GH/TSTK4V>]&SWH`P;M
M[Q+^6-5NBKW4#(R`E1'\H;GL,@Y'O5>--0"/NDO%$D<I)(9MI$WRX'494GIS
MCITKIMGO1L]Z`.8,NH!&7R;Q3*L'EX+-MQ(=^3U&1CKSCKTI=.-Q:2*WDWVU
M6F:9"A*E2[%=H]<D=.<9]JZ;9[T;/>@#-U**::YLHT>=(FD82M$Q7`V-C)'3
MG%95L=4>.W:7[6+C$6P8(3;QYF\>O7KSTQ73[/>C9[T`<HL%];:>D-O'<@">
M7S,NX.2QV$$`DKSDXX)Z]ZTM/-X-387(E<-$"S?,(T;"\`=#DY.1SZ]JV=GO
M1L]Z`.;N8I)$N8D4->?;HW.4+?)O&TD=U`'Z&D@6\M661HKC+-.)DA0[=YV[
M2!_=P.#ZDUTNSWHV>]`'-0_;]L89KS<]HH9MK?NFV#)P>&.?^!9I@;4/*D(@
MNE!@1`29"1^\;+#HV=N#CKC%=1L]Z-GO0!SEG]H:33UE\QKF.>7+.I#>3\PY
MSS@G;C/I[5+JD$LUW?1@?O);/9;$]S\V\#W/R_IZ5O;/>C9[T`8^FDQS7#&V
MFCAN9<QH8R-H$8!)';)!^M5'L'EM6O!#*MW,[.L:_+A1@JK<<?<4_7ZFNCV>
M]&SWH`P[$O)J=NRQB-DMW6;:A48W#R\@\@X!(!Y`-;5.V>]&SWH`;6-KL,AD
MCFA5WD,;Q!?(,BD-CW&T\=3Q6WL]Z-GO0!@74CQ:7!;-:3RSH!`93`7V_*-S
MC`YZ\>IJ'[)MF\JV2Z:*<(LB2PX7R]@4G=C(;`Z9SGM72[/>C9[T`8-A-+8W
M+)-#+Y4S#;(R'=EB,9/3DLV0!P0>Q%/UPH[QV[6LSK(/WDT<#.53/W00."?T
M_*MLQ@XSV]J-GO0!SHMG%^WGVSNJ2S22OY6X21L,*H_O=N/]FJR12'2HO*@G
M26)YU$;VK$$.Q(X.,<8YZ"NKV>]&SWH`K643PV4$4C;G2-58^I`P:GIVSWHV
M>]`#:*=L]Z-GO0`VGP_ZS\*39[T^)</G-`$]%%%`%6Y8I%*RG!"DC\JYNQUV
M2*U6>>Z^V(T*,[$*@CE8@;2P`&.2?48KIY(]X92,JW!J`V,!LTM#%F!%554D
M\`=.>N1@<T`8O_"032/YT,$;VZ6LTKCS>=T9P<$#D=,>N<]L&RVMR(I9[(J(
MXUEG_>#,:L3C''S'C)'\ZNR:3:2HJR0LP5&C!+MDJW4$YR<^].ETRVFD1Y(`
MS(``<GD#D`^N/>@#&3Q&MM!&+ID=RTC.6<(0@E91@?Q'CI[5;_MLDLPLW:)O
M,6$JP+2,F<C;VS@XJX-*M5\O;"5\LEEP[#J2QSSR,DG!XI?[*M?,>06^&<'.
M">_7'H3W(H`J7>H2'P[/?0,B2K&Q!1MX4CZC^8JC_;EW%=JUW"8H(H)3*@`R
M\B;<D>W(Q]36U_9MO]A:S\D^0X(9=QR<]<G.<GUI\]E#<.KS0ARJ,@STVMC(
MQT.<"@#)_P"$C0VQF6!9`LODGRY0PW%<K@]P<X]C4D>J3^?-;I!YT_GLBH9`
MJA51"><?[7N?Z76TFT>,1O`9$&[`=V;J,'J?3CVI'TBT="K0,=S^83O;.[`&
M<YST`%`%&Z\0"VN)HFMMP1'*LK'!9%+%2=N!T/0GZ4Y=:=SY(M/]*,HC6,R#
M:<IOR6QQQ[=:M2:)92NS/;D[MV1O8#YE*MQG`R":D?2K5]^Z#EV#$AB""%V@
M@YXX&.*`*MMK`N;F"(0>6LJD[G?'S`D%5X^;&TYY]*DFU)H[F=5@W0VR[II-
M^"OR[N!CGC^=3IIEJDL4B08:$80`G"]NG3/)YZ\TLFGV\ER+AX<RXVYR0"/<
M=#^-`&<VMR(`DEEMG8Q%$\T$%9&V@YQP>.1^M,'B$BWEE>S*E(7E4>8#NV-M
M8=..>A[UHII%G&H5;?`#*_WCG*G*\YZ`]NE0W6B6\UG+#$IB9XWC#\MM#MN;
MC///-`%>?7'A216M/](BDV-$')XVAL@A3G@CMQZTD>OF:95BM"T;E51S)@EF
MB\P`C''I5W^Q;((%%N1ABV0[`DG@Y.<D8`&.G`I8](M80OE0;2C*R'<QPRIL
M4]>R\4`,TW4EU$L8X\(J(2V[G<PR5Q[#'YU1D\0LBV\GV/,5QS&WF\E=ZKDC
M''W\_P">-/3=/&GV[1J=S/(TCL%P"S'/3MZ51B\.Q"Y>2<B2,A@L2J5`W$$]
MSW';%`"W.MF`3[;?>\4YB"[CE@%5BP`4_P![_P"O4<>OF:VEN(K7]VK*L>YS
MF0LH;&`"<X/H:NC1+(*5$##+ER1(V22`#SG/(`R*<FCV<=M]G2`K&&#C#MD,
M%"@@YR.`!0!G)XBW^6RVC>650NQ?!0M(8\8QS@BG0ZU-$DDE["BPBXFB$BO]
MW9N(R,?[)&:O)HMDB%%MR%(`QO;LY<=_[Q)J.[T2&XC:)5\N.682S#!.\@YX
MYP,GK]30`][YXXK%I(-KW3JC+N_U9*EO3GIBJ(\0L7_X\_W8(WL).1F5HQQC
MGE0?Q]N=>ZLXKN,1SQEE#!AR001W!'(JNFBV,:;$ML+@#&YNSEQW_O$F@"I-
MKRP+/YL21NDHB19)0I.<X+9'RCY2<\\?E3[+6?[0DC6T@WKM#2L9``F2PX_O
M<J?2K1TFT/FDP',I!9M[9&,XP<Y7J>F.M..F6QEBE\D^9$`%;<<X'3///XYH
M`+Z[^R1Q-LW^9,D6,XQN8#/ZUFRZ^Z&8)9[Q")G;][CY8W"D]._7'_ZZTFTV
MW>R%FT1,"XPI8Y&#D'.<Y]\U&NC62(ZK;G#H\;?.W*N<L.O<T`59];\F653;
M\+Y>W=)AG#,HR!CH-W7U&.*AN-8N1J8B@@#)$9E="X&_:L;`YQQ]X\5HOI%G
M(SM);[BZ[#EB<#CISQT'(]!49T'3SUMCU9L^8V<L`#W[A1_DF@"Y;S+<6\<R
M9V2('7/H1FL>W\0F6`.]F4>1(GB02`[M[%1DXXY'Y?E6Q#:QP.[11E2^-W)Q
MP,#`[<#M5=='LUC\L6WRB-8@"2?E4DCOV)SGK0!GOK<ZW<2M`D<:+,;D%\[=
M@4D@XYX;/;.>V*(O$2S6LDL<*.T;*&"R[E56!(+,`<="#QP?SK1_LFT`B_T?
M_5%BIR<Y/7//.>^<T?V5;?9S!Y<GEYSCS&R/H<Y`]J`([R[D'V*.`JKW;XW_
M`'@JA2Q(]>!@?6L636=30SQ[>!>%4FVC`B$NPKTZY(_`UT,UA'+#%&%,?DD-
M$4X*$#`Q^'%!TZW,#PF$^6\GFL-QY;=NS^?-`&;)XAB6[FMXXTD:,N`!,`S%
M!EACMP#@]\=J;)KF!:W`B<0S)(R(&'S@,H4GCC.[UXSS[:4FEVLK2L\)/FC#
MC>P5OPSCGOZTATFS;K;`CY^,G'SD%N.G)`H`JW&K3VRD260+Q1&:95E!V(">
M0<?,>#QQ4]K=2/J$]LY#J(TFC8#!VL2,'Z%?UIQT>S:-$:W+*@(&YV)(/4$D
M\CV.:FALUAGFF&YI)<;F;L!T`]AD_G0!DF_N[D0^5,(1<W,D2,%!V*@;UZDE
M?R_.G2ZI</HEA<1JPGNRB_(H)!().`>.QQGCFKS:3;NDD;HS1R2>9LR1M8]2
M".1G/ZGUIS:7;,K*82`P485B,!?NXP>,9[4`9,>IW"RQO+<$6LO`D9%R-N-V
M0.0<AP>P&#V-:>GW$LLEU!,0SV\NS>!C<"H8''K@X_"GMI5HT8C-O\@```)'
M`S_B<^N3FI+6S6U5]NYFD<N[MU8_Y`'X4`344NT^AHVGT-`"5CZ_?7-FL7V9
MF#,LC`(F\LR@$`C^[ZGMQ6SM/H:KW5C#>!1/&6V]"&*D>O([>U`%2_NI6%C'
M:S+&;I\>:H#``(6XSQSBLJ/6-0NK9;B`JK_NHA"5&UW=0=V>N`2/R-;C:3:/
M`T)@_=L^_`8C!QCCGC@8XIW]F6HGCF%N`\:A5(R``!@<=.`3CTH`J:3>R3R2
M0W$A,L>1L(&>#U)'&<%00.GT(IVL2W40B-K<!9&.V.'8#YK>Y/0`9SBI7TBV
M,D;I&R,C*058_P`.,#]!GUP*==Z5;7DZ33QR&1%VJR2NF!_P$B@#/2]O);[:
MDH5)II8$1HP1&4!PWJ<D>O<5!_:%\-+@E:5SEYQ)-'#N.58A1M`X!QR?;KSF
MMDZ9;&:6;R2))5*LRL0>>N,'@\#D<\5"NAV2P>0(9#%N+;6F<@D]>IZ'TH`L
M64S7%E!.Z[6DC5ROH2,XJ>@(0``N`.U+M/H:`$HI=I]#1M/H:`$IT?WJ3:?0
MTJ`AN10!+1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
&%%%`'__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>13
<FILENAME>masterintermediatex9x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex9x1.jpg
M_]C_X``02D9)1@`!`0'_____``#_[@`.061O8F4`9``````!_]L`0P`0"PP.
M#`H0#@T.$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_\``$0@`
MV0'R`P$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`"$0,1`#\`['^T6_YX?^/?_6H_M%O^>'_CW_UJ/L_M1]G]J`#^T6_YX?\`
MCW_UJ/[1;_GA_P"/?_6H^S^U'V?VH`/[1;_GA_X]_P#6H_M%O^>'_CW_`-:C
M[/[4?9_:@`_M%O\`GA_X]_\`6H_M%O\`GA_X]_\`6H^S^U'V?VH`/[1;_GA_
MX]_]:C^T6_YX?^/?_6H^S^U'V?VH`/[1;_GA_P"/?_6H_M%O^>'_`(]_]:C[
M/[4?9_:@`_M%O^>'_CW_`-:C^T6_YX?^/?\`UJ/L_M1]G]J`#^T6_P">'_CW
M_P!:C^T6_P">'_CW_P!:C[/[4?9_:@`_M%O^>'_CW_UJ/[1;_GA_X]_]:C[/
M[4?9_:@`_M%O^>'_`(]_]:C^T6_YX?\`CW_UJ/L_M1]G]J`#^T6_YX?^/?\`
MUJ/[1;_GA_X]_P#6H^S^U'V?VH`/[1;_`)X?^/?_`%J/[1;_`)X?^/?_`%J/
ML_M1]G]J`#^T6_YX?^/?_6H_M%O^>'_CW_UJ/L_M1]G]J`#^T6_YX?\`CW_U
MJ/[1;_GA_P"/?_6H^S^U'V?VH`/[1;_GA_X]_P#6H_M%O^>'_CW_`-:C[/[4
M?9_:@`_M%O\`GA_X]_\`6H_M%O\`GA_X]_\`6H^S^U'V?VH`/[1;_GA_X]_]
M:C^T6_YX?^/?_6H^S^U'V?VH`/[1;_GA_P"/?_6H_M%O^>'_`(]_]:C[/[4?
M9_:@`_M%O^>'_CW_`-:C^T6_YX?^/?\`UJ/L_M1]G]J`#^T6_P">'_CW_P!:
MC^T6_P">'_CW_P!:C[/[4?9_:@`_M%O^>'_CW_UJ/[1;_GA_X]_]:C[/[4?9
M_:@`_M%O^>'_`(]_]:C^T6_YX?\`CW_UJ/L_M1]G]J`#^T6_YX?^/?\`UJ/[
M1;_GA_X]_P#6H^S^U'V?VH`/[1;_`)X?^/?_`%J/[1;_`)X?^/?_`%J/L_M1
M]G]J`#^T6_YX?^/?_6H_M%O^>'_CW_UJ/L_M1]G]J`#^T6_YX?\`CW_UJ/[1
M;_GA_P"/?_6H^S^U'V?VH`/[1;_GA_X]_P#6H_M%O^>'_CW_`-:C[/[4?9_:
M@`_M%O\`GA_X]_\`6H_M%O\`GA_X]_\`6H^S^U'V?VH`/[1;_GA_X]_]:C^T
M6_YX?^/?_6H^S^U'V?VH`/[1;_GA_P"/?_6H_M%O^>'_`(]_]:C[/[4?9_:@
M`_M%O^>'_CW_`-:C^T6_YX?^/?\`UJ/L_M1]G]J`#^T6_P">'_CW_P!:BC[/
M[44`76*J,L0/K2C!&1@U``KW+B0`X`V@TKL$")%@;B>>N*Q]INWM^)?+T)L#
MTHP/2JSRR1B12P)4`A@/>EW3>84\P?=W9VTO;J]K,.1EC`]*,#TJL)9'\K#!
M2^<\4HE<*ZLWS!@`P'6A5XO^O*X<C+&!Z4A*@@$@$]!ZU7,L@CER?F3&"0.]
M.)<20[R"23VZ4>V3V7]7L'(3X'I1@>E5TE<,?,)S@D+C@_0TGF2"-92X()^[
MBG[>-M@Y&6<#THP/2JK22A9'#C"-C&*FFD*(NW`+$#)[4U6BTWV#D9)@4@*L
M,J0?I4#M(!)&SAODSNQ3H`5M\C!)&1QBDJMY6L#C97)L#THP/2JOGNB-N)+@
M="N,4Y)9!NW`L`N<E<4E7BW8.1EC`]*,#TJ`-)Y1D,@.5)`QTH$C$P?-]X'=
M5>U78.1DQ*J,G`'J:7`JIOD:U9V(([#'O3P&^U_>Q\N>G;TJ%7O:RWM^-Q\A
M8P/2C`]*K^8^[RMWS[L9QVHG#&>+#8SG''2J=96ND+DULRQ@>E&!Z5!)*Z,Z
MYY.-E#-(9A&)`/ESDBAUEM8.1D^!Z48'I5;SW,:C^(L5R!FI8'=MP<'@\$C&
M:<:L9.R$X-*Y)@>E&!Z55::1<KG+*Q)X[4&=R?E)PS'!QGBH^L0*]FRR2HZD
M#/'-+@>E5FD<QIN'/F`<KUH>5\R'>%V\!2.M/VZ%R,L\9QQGTHP/2JH+O,A#
M`,8^N*1F>2.%BV"6QT[^M+V^CT_K3_,?(6@5)(!&1U%+@>E5]S*T_(RJCG'M
M0)9%*%B&#*3C'M3]LNJ_J]A<C+&!Z48'I57SGVQGS`2S#(`Z4_S'$V')52<#
MC@_C35>+Z!R,GP/2C`]*6BMB!,#THP/2EHH`3`]*,#TI:*`$P/2C`]*6B@!,
M#THP/2EHH`3`]*,#TI:*`$P/2C`]*6B@!,#THP/2EHH`3`]*,#TI:*`$P/2C
M`]*6B@!,#THP/2EHH`3`]*,#TI:*`$P/2C`]*6B@!,#THI:*`&/&DGWUS1Y4
M>S9M&WTI]%3R1O>P[LC$,80H%X/6G;%W;L<XQ^%.HH4(KH%V0FW0E/[JY^7Z
MT[R8PFS:-O6I**2IP70?,^Y'Y,>&&WANO/6G%%)4D<KTIU%/DBN@KLC6*-&R
MJX-`@C#;@@S4E%')'L',QAB0JRXX8Y/-*RJR[6&1Z4ZBCE78+LC6*-5*JN`>
M#3@JA-N/EQC%.HH48K9!=D:Q1KG"CGK2I$B$E5QFGT4*$5T"[(UAC5B0@!-"
MP1JP*K@BI**7)'L',^XSRD\OR\?+Z9H,:%@Q7D=#3Z*?)'L%V1K%B4R,V2>!
MQTI7C23&\9Q3Z*.2-K6"[W(S%NE#LV0O08I'@5Y-S<C&,5+12=.+W0<S&&)"
M@3:-H[4J(J#"C`IU%-12=[!=C/+3<S8Y88-'E)L";1M'04^BCECV"[(_*3:%
MV\`Y_&FR0EV)WX!_V1G\ZFHI.G%JU@4FABQJI!`Y`V@^U)Y,>P)M^4=LU)13
MY(]@NQGE)\WR_>&#1Y:Y4@<J,#VI]%'+'L%V0"W^8%FR`<X"@9I_E1A]VWGK
M4E%)4XKH-R;"BBBK)"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`K2W7ER%-F<=\TW[;_P!,_P#QZH;K_CX;\/Y5@7>HLE])#%=,AP0?,,82
M/`SG^\.G4@CF@#I?MO\`TS_\>H^V_P#3/_QZL'[66L()/M31QO(5>X<)D`;N
M<XVX)`P<8(/O2VGF3WXEE=CL@7:,#!RS#=TR,@`\&@#=^V_],_\`QZC[;_TS
M_P#'JYNUNBEY*3(\B1QN9V67S%+@C&%R=O\`%QQ^.*6Z00_9VDFV3O)OD03L
MA?\`V5`X;'`Y[#\:`.C^V_\`3/\`\>H^V_\`3/\`\>KG8+DQR;ED:28HPFC+
MDA9-P"C'\/4^F1S3Y'@L[JRB>Z"R%B&4R;=^0QR5]V_6@#?^V_\`3/\`\>H^
MV_\`3/\`\>K$L9H9KN?[/<^:J\,IEW$MGKC/RCMQC-:%`%O[;_TS_P#'J/MO
M_3/_`,>JI10!;^V_],__`!ZC[;_TS_\`'JJ44`6_MO\`TS_\>H^V_P#3/_QZ
MJE%`%O[;_P!,_P#QZC[;_P!,_P#QZJE%`%O[;_TS_P#'J/MO_3/_`,>JI10!
M;^V_],__`!ZC[;_TS_\`'JJ44`6_MO\`TS_\>H^V_P#3/_QZJE%`%O[;_P!,
M_P#QZC[;_P!,_P#QZJE%`%O[;_TS_P#'J/MO_3/_`,>JI10!;^V_],__`!ZC
M[;_TS_\`'JJ44`6_MO\`TS_\>H^V_P#3/_QZJE%`%O[;_P!,_P#QZC[;_P!,
M_P#QZJE%`%O[;_TS_P#'J/MO_3/_`,>JI10!;^V_],__`!ZC[;_TS_\`'JJ4
M4`6_MO\`TS_\>H^V_P#3/_QZJE%`%O[;_P!,_P#QZIH)?.0MMQ@XZUG5=LO]
M2?\`>H`LT45D:Y>/`8$7[0B^8CL\43MD;Q\N5!QD9^O3G-`&O169`L46HW$_
MG2K$I$1\R=V4R,0>`QP.J@8[DBL^:661KE8KJ7S\2^:@E;Y")!Y8`S\I*Y`Q
MC=G/-`'1T51T>X>YL%>7/FAF#Y.?FSR![`\>V,5>H`****`"BDKEAJ5S:VLP
M66:=ED02W*,&"J=V2`^`C<`$'@9!H`ZJBN?M=1O)I(5N)?LY,0:-0JMY[;F'
M49'0*<`_Q54M]6OKR2TABO-C.+=9&\M20S1RE^,=<H/ICZT`=717'1W%R(]2
M=KR8?Z'.T:ENXEE'!ZY``Z>H]JGDU>=9;LV]^TPA"(80(RR$L`[`8!PH.,L<
M9SGI0!U5%<;?ZI>3:5<"XN_(!MBT6%4F?YG'49&0H4_*>,YZ5V5`!1110`44
M44`%%%%`&==?\?#?A_*HJENO^/AOP_E6*^IRB]F@B\J4".0H`"N&7'!8\'KV
MZ8KRY5ZW/)1>QTJ$+)M&K16:;^0V,$B&/S99/*W,I"H><Y&?;&,]>]0VU]=W
M6I6R?(L024R;3]\JVW(X/'0]>_MRO;5^_P"0^2'8UF57&&`(R#SZ@Y%.K+BN
M)8]7ECENG:#RV=`0FW@_-R!D8R!S4%U/=1VJ70N9(O,?S'0!3LCXQPW/3'`[
MD]::K5F[<W]?<+DAV-EE5BI8`E3D>QZ?UIU4$N)%U6XBEF4PK"L@&`-O+`_R
MJO+/<QV\%SYQC\^X3*,,_(S``<]..ON:2KUKVYOZ^X?)#L:]%9D$TPUF2)[E
MWA9"T:X0@D$9Y`R,9`YK3J98BLOM`J<'T"BBBI^M5>_Y#]E#L%%%%'UJKW_(
M/90[!1111]:J]_R#V4.P4444?6JO?\@]E#L%%%%'UJKW_(/90[!1111]:J]_
MR#V4.P4444?6JO?\@]E#L%%%%'UJKW_(/90[!1111]:J]_R#V4.P4444?6JO
M?\@]E#L%%%%'UJKW_(/90[!1111]:J]_R#V4.P4444?6JO?\@]E#L%%%%'UJ
MKW_(/90[!1111]:J]_R#V4.Q8^QR?WE_.K%O$T495B"<YXJ:BO9.0***Q-?U
M?[!);PQW$<+LZ.Y<CE-X4@9^I.>P!H`VZ*Q;"\G&J317L\J[C(8D/E^64#@`
M@K\P."/O>IJ":[OX[J_2&Z:4K%YENKK&5P&&XY49XZ`']>P!T-%4],NOMEH)
M23NSR"`,9`8#CM@BKE`!1110`S>W_/-OS'^-&]O^>;?F/\:?14\K[CN,WM_S
MS;\Q_C1O;_GFWYC_`!I]%'*^X7&;V_YYM^8_QHWM_P`\V_,?XT^BCE?<+C-[
M?\\V_,?XT;V_YYM^8_QI]%'*^X7&;V_YYM^8_P`:-[?\\V_,?XT^BCE?<+C-
M[?\`/-OS'^-&]O\`GFWYC_&GT4<K[A<9O;_GFWYC_&C>W_/-OS'^-/HHY7W"
MY1FAEDE9@AP?4BJW]EKYC2?98M[@AFVKD_4_@*TGGC1BK-@CV-)]IA_O_H:Y
MGA(-MW>IHJK2L4#IV8/)-O&8L8V8&W'TI5L"A4K`BE5VJ1@8'H/;@5>^TP_W
M_P!#1]IA_O\`Z&E]3AW8>V9FOI2R+(#;(/-XD(P"X]">]/DT\RLC26Z.R'*E
M@"5/MZ5?^TP_W_T-'VF'^_\`H:?U.'=A[9F7+HL,K.S6<6]_O.%4,?7)Z\T^
M?2TN=OVBTBEV_=\Q5;'TS6C]IA_O_H:/M,/]_P#0T?5(]V'M7V*$>G>4[/';
MHC-]YE`!/UJ3[--_<_45;^TP_P!_]#1]IA_O_H:7U*'=A[:14^S3?W/U%'V:
M;^Y^HJW]IA_O_H:/M,/]_P#0T?4J?=C]M(J?9IO[GZBC[--_<_45;^TP_P!_
M]#1]IA_O_H:/J5/NP]M(J?9IO[GZBC[--_<_45;^TP_W_P!#1]IA_O\`Z&CZ
ME3[L/;2*GV:;^Y^HH^S3?W/U%6_M,/\`?_0T?:8?[_Z&CZE3[L/;2*GV:;^Y
M^HH^S3?W/U%6_M,/]_\`0T?:8?[_`.AH^I4^[#VTBI]FF_N?J*/LTW]S]15O
M[3#_`'_T-'VF'^_^AH^I4^[#VTBI]FF_N?J*/LTW]S]15O[3#_?_`$-'VF'^
M_P#H:/J5/NP]M(J?9IO[GZBC[--_<_45;^TP_P!_]#1]IA_O_H:/J5/NP]M(
MJ?9IO[GZBC[--_<_45;^TP_W_P!#1]IA_O\`Z&CZE3[L/;2*GV:;^Y^HH^S3
M?W/U%6_M,/\`?_0THN(F(`;D\#@T?4J?=A[:13^S3?W/U%'V:;^Y^HK1HH^I
M4^[#VTC.^S3?W/U%'V:;^Y^HK1HH^I4^[#VTC.^S3?W/U%'V:;^Y^HK1HH^I
M4^[#VTC.^S3?W/U%'V:;^Y^HK1HH^I4^[#VTC.^S3?W/U%'V:;^Y^HK1HH^I
M4^[#VTAF]O\`GFWYC_&C>W_/-OS'^-/HKJY7W,KC-[?\\V_,?XTV0"5=LD!=
M<@X8*1D'(/7U%2T4<K[A<J_9K<ER;),R$%SL7YB#D$^O-.2&&-G9+15:0Y<J
MJ@L?4^M6**.5]PN0QJL2E8[?8I).%"@9/4]:D5B3RC+]<4ZBBS[A<****H04
M444`%%%%`!1110`4444`%%%%`!1110`4444`9UU_Q\-^'\JBJ6Z_X^&_#^51
M4N:/<+,****7/'N.S"BBBCGCW"S"BBBCGCW"S"BBBCGCW"S"BBBCGCW"S"BB
MBCGCW"S"BBBCGCW"S"BBBCGCW"S"BBBCGCW"S"BBBCGCW"S"BBBCGCW"S"BB
MBCGCW"S"BBBCGCW"S"G0_P"N3_>%-IT1`E0G@;A1SQ[A9FI12`@C(Y%+5""B
MBB@`HHHH`****`"BBB@`HHHH`*HW][+:36R)%"XGD$?SRE#GV&T@\`]QZ=ZO
M57NK7[20&GE2/^.-=N''H<@G\B*`(;>\EEU&>U>.`")0<I,6;D\97:,<<]35
M1]=(DN56W1_(W<"7YAM<+\XQ\N<Y'7(':KWV'-R9S=3EAP@.W"`L"0..AV@<
MYXZ8J,:5$&;=-,R;#&J$KA%)!8#`R<X'4D^F*`+%G<K=VR3I]Q\E><Y&>#4]
M5[.TCLH3%$6*EBW..,]N/3I5B@`HHHH`*RO[9*V9OGM7^QG'ENC!G;+!0=OO
MG/7I6EYL?_/1?SK..EVIC,7VJ40[E98O,&U"'#<<>H[]!TQ4\\>X[,7^W+50
M[2I-$B*Q+NHQE1EEX/4?T-5UUZ0W#QFS=2)2@1B`_$/F<\XSGCK3VT/2WN9Y
MV"$SA@XPO5AAB&QN!.3WI\.E6D<PF>ZEFD$GF%I'7+'R_+YP!V_6CGCW"S+>
MF7;7VG6]TT31&9`^PD'&?IVJU56SCAL[2*VCFW)$NU2[#.!T''H.*G\V/_GH
MOYT<\>X68^BF>;'_`,]%_.CS8_\`GHOYT<\>X68^BF>;'_ST7\Z/-C_YZ+^=
M'/'N%F/HIGFQ_P#/1?SH\V/_`)Z+^='/'N%F/HIGFQ_\]%_.CS8_^>B_G1SQ
M[A9E&Z_X^&_#^515)<D-.Q!!''(^E1UXE7^)+U9V1^%!1116904444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`:
M</\`J4_W13ZABDC$2`NH.T=Z?YL?_/1?SKW83CRK4XFG<?13/-C_`.>B_G1Y
ML?\`ST7\ZKGCW%9CZ*9YL?\`ST7\Z/-C_P">B_G1SQ[A9CZ*9YL?_/1?SH\V
M/_GHOYT<\>X68^BF>;'_`,]%_.CS8_\`GHOYT<\>X68^BF>;'_ST7\Z/-C_Y
MZ+^='/'N%F/K.U74)=/\@QP12B601_/-Y9!)XQP1^HJ]YL?_`#T7\ZJ7UK!?
M*$EN76(C#QJX"R#T/_UL4<\>X68B:DLFLMIZ1$A8BYESQN!7*X^C`U4E\0+$
MLCFV8QC>8R&Y?8X1N.W)S]*E_LFR6\^U0W$T,IW9V3DCYF#-P<@9QV]?IAZ:
M=9)+)()2=X<!2XP@<Y?'U-'/'N%F6[2X6Z@$R;=I)QAL\9[^A]NU3U4LX;>R
MB,<4N03GYF'8``?@`!^%65=&.%92?8T<T7U"S'44450@HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`**H7,CK.P#L!QP#[5%YLG_/1OSH`U**R_-D_P">
MC?G1YLG_`#T;\Z`-2BLOS9/^>C?G1YLG_/1OSH`U**R_-D_YZ-^=:E`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!15>&^M)YV@ANH))4SNC20%EP<'(%
M#7MHCR(UU"K18,BF0`IGIGTZT`6**16##*D$9(X/<=:6@`HHHH`***B6Y@:=
MH%GC,RC)C#C</PH`EHHHH`****`"BBF++&TKQ*X,B`%ESR`<X_D?RH`?1110
M`4444`%%%%`&==?\?#?A_*HJENO^/AOP_E45<DL9"+::>AJJ4FKA1112^NT^
MS#V,@HHHH^NT^S#V,@K6K,A022JIS@^E:==%*JJJNB)1<79A1116A(4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`%0)*+J6X:(MRL<:@C[N1N;VY/3T4=^*S?[/N
MBMU!MEV.9&W-("K,TFY"HSD8!.>!^/%:L-]:7$S0P74$LJ9W(D@9AC@Y`I$U
M"RD=T2[MV>/[ZK("5YQSSQS0!'I,4\%BL-R/G0D`\989ZG'KU_GS5VFJRN"5
M8-@D'!SS3J`"BBB@`KF?[.U98%M;?$.R.17ERFV4D-A@<;@Q)!/3\:Z/8W_/
M1OR'^%&QO^>C?D/\*GF?8=CGGTJ]^R,UK%]F<S$1P[@?+C9`C\].N7Q[56;0
MK\M/&4'EEP!LX\Q/.5AD[LY55P.!CH,UU6QO^>C?D/\`"C8W_/1OR'^%',^P
M6.9O]#N##=_9+8!WF=8\.!F(V^P#KTW8&*GAT>X@OUEAA\L+<J0P<<1^3AN,
M]W[=^M;^QO\`GHWY#_"C8W_/1OR'^%',^P6.7L-"O/M-O]OA5XU<><!C:Q$;
M@O\`>.22PR<`\=*NZ#IL]G=">ZMQYKVD2-+D$AER&!/7D;>?]FMO8W_/1OR'
M^%&QO^>C?D/\*.9]@L/HIFQO^>C?D/\`"C8W_/1OR'^%',^P6'T4S8W_`#T;
M\A_A1L;_`)Z-^0_PHYGV"P^BF;&_YZ-^0_PHV-_ST;\A_A1S/L%BC=?\?#?A
M_*HJOO:H[%F9B3]*;]CC_O-^=>;/"U)2;74Z(U8I)%*BKOV./^\WYT?8X_[S
M?G4?5*H_:Q*5%7?L<?\`>;\Z/L<?]YOSH^J50]K$KVO_`!\+^/\`*M&H$M41
M@RLP(^E2;&_YZ-^0_P`*[</"5*-FC&I)2=T/HIFQO^>C?D/\*-C?\]&_(?X5
MT<S[$6'T4S8W_/1OR'^%&QO^>C?D/\*.9]@L/HIFQO\`GHWY#_"C8W_/1OR'
M^%',^P6'T4S8W_/1OR'^%&QO^>C?D/\`"CF?8+#Z*9L;_GHWY#_"C8W_`#T;
M\A_A1S/L%A]%,V-_ST;\A_A1L;_GHWY#_"CF?8+#Z*9L;_GHWY#_``HV-_ST
M;\A_A1S/L%A]%,V-_P`]&_(?X4;&_P">C?D/\*.9]@L/HIFQO^>C?D/\*-C?
M\]&_(?X4<S[!8?13-C?\]&_(?X4;&_YZ-^0_PHYGV"P^BF;&_P">C?D/\*-C
M?\]&_(?X4<S[!8?13-C?\]&_(?X4;&_YZ-^0_P`*.9]@L/HIFQO^>C?D/\*-
MC?\`/1OR'^%',^P6'T4S8W_/1OR'^%&QO^>C?D/\*.9]@L/HIFQO^>C?D/\`
M"C8W_/1OR'^%',^P6'T4S8W_`#T;\A_A1L;_`)Z-^0_PHYGV"P^BF;&_YZ-^
M0_PHV-_ST;\A_A1S/L%A]%,V-_ST;\A_A1L;_GHWY#_"CF?8+%&*&:.[NKQK
M?<[,L4488#]V#RW7'))/K@#O5*;39[NYO_,A9(IXPOS,I)8'*E2.0O4D'O\`
MKM[&_P">C?D/\*-C?\]&_(?X4<S[!8JZ5'<Q68CNAAU.!TR1@9/'OGWQC/.:
MNTS8W_/1OR'^%*JD'EV;ZXHN^P6'44450@HHK/MM1EN83<I:,;=E+1LK@NXS
MQ\O;/4<_7%`&A166FN02NL<<4WFE6)5@!LVDJ0>>>0>F:?I&J+J5NI,;13"*
M.1U(XPPR"/;@_E0!HT5EMKD2S"`VMUYY;:(MJ[C\K,#UZ$*:BDU^)U@-I$\J
MR20JSD85?,(X/.<X.:`-FBL^XU:"VNVMWCF.WR]T@4%5WDJN><]1Z55N?$,<
M:(8+6:4O(BH/E'F*6V[ER>F<#G'4=N:`-JBDI:`"BBB@`HHHH`K2W7ER%-F<
M=\TW[;_TS_\`'JANO^/AOP_E45`%O[;_`-,__'J/MO\`TS_\>JI10!;^V_\`
M3/\`\>H^V_\`3/\`\>JI10!;^V_],_\`QZC[;_TS_P#'JJ44`6_MO_3/_P`>
MH^V_],__`!ZJE%`&A!/YV[Y<8]ZFJI8?\M/P_K5N@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHK-U.Z@MKRQ,MVL):4@JTNT,NQNHSSSC]*`-*BLFWOK1-7O(OMR-Q'\C3
M;MKEF4@#/'.T8'MZU1::=S?)]H/GDR':DK@Q!9`$7;G`++C&`,^^:`.DHJCH
M]P]S8*\N?-#,'R<_-GD#V!X]L8J]0`4444`%9K:-"UO);B>X6!P0(PXVIDYX
MX_0Y&.,8K18[5)P3@9P*YJXUF^DL4>-X(WF6*9"JD^6K2*NUN>3\W7CH?K0!
MH1Z!:QI%&)9C'&YD"?*!N))SP..O;'%6;+38;+_5-(?W,<'S$?=0$`\#KR:Q
MAK-Y8PR33[)XC/<J`,AALWL.?3"XJ>SU>^NKVWMQ'$%9G+R-$Z;E4(<J&Y'W
MR.?3/M0!8LO#MI8W27$3RET((SMP<!QS@#/#GGJ<"EB\/VL*PI'-<*D1C;:&
M&'9,;2W'7@"F:AJ\MKJ"P0F&4'*&,JP*ML+#+_='0<=<'-0P:U<F:)9A&J;M
MDA$39#D\+C<=O;!Y!SVH`T;C2X+B6:1VD!F\K=@C_EFQ9<<>IYJK'X;L(=_D
MJT99E9614!CPP88.W)Y`ZYK/AUR^O9;+R]D,<LR$L87`*LKDISC)&T<C@Y'I
MSLZ?>R7%S=0S!%>)OE11_!D@'.<'./;'(H`O4M%%`!1110`4444`9UU_Q\-^
M'\JBJ6Z_X^&_#^515Y-3$U8S:3ZG5&G%I.P4445'UJKW_(?LH=@HHHH^M5>_
MY![*'8****/K57O^0>RAV"BBBCZU5[_D'LH=B6"?R=WRYS[U-]M_Z9_^/54H
MH^M5>_Y![*/8U$;<BMC&1FG4R'_4I_NBGUZ\7=)G*]PHHHJA!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M5G:E<36]YIXCF"QRS^7(FT?,-C'K]0*`-&BL>SN9EUFYAGO'>$INA#"/;][!
MY49&"0,']>U&ZUJYEU.YAL;B';%"X6,X+%T9-Q/?H6`'MF@#IJ*IZ9=?;+02
MDG=GD$`8R`P'';!%7*`"BBB@!F]O^>;?F/\`&H!;6X6519(%E.9!L7#GW]:M
M45/*^X[E<00J%"VB@*Q9<*O!.<D>YR?SI(K>"#;Y-FD>W.W8BC&>N/K@?E5F
MBCE?<+E62VMY9O.DLD>7&-[(I;'(Z_B?SI$L[6-D:.PC1H_N%8T!7Z>E6Z*.
M5]PN51:VPW8L8QN8.WR+RP[GW]Z?'&D3.T5L$+G+%0HW'U//-3T4<K[A<9O;
M_GFWYC_&C>W_`#S;\Q_C3Z*.5]PN,WM_SS;\Q_C1O;_GFWYC_&GT4<K[A<9O
M;_GFWYC_`!HWM_SS;\Q_C3Z*.5]PN49H99)68(<'U(IGV:;^Y^HK1HKFE@X2
M;;;-%5:5C.^S3?W/U%'V:;^Y^HK1HI?4J?=C]M(SOLTW]S]11]FF_N?J*T:*
M/J5/NP]M(SOLTW]S]11]FF_N?J*T:*/J5/NP]M(SOLTW]S]11]FF_N?J*T:*
M/J5/NP]M(SOLTW]S]11]FF_N?J*T:*/J5/NP]M(B0LL:J8VR`!U'^-.WM_SS
M;\Q_C3Z*Z5%I6N97&;V_YYM^8_QHWM_SS;\Q_C3Z*?*^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"XS>W_/-OS'^-&]O^>;?F/\:?11RON%QF]O\`GFWY
MC_&C>W_/-OS'^-/HHY7W"XS>W_/-OS'^-&]O^>;?F/\`&GT4<K[A<9O;_GFW
MYC_&C>W_`#S;\Q_C3Z*.5]PN,WM_SS;\Q_C1O;_GFWYC_&GT4<K[A<9O;_GF
MWYC_`!HWM_SS;\Q_C3Z*.5]PN,WM_P`\V_,?XT;V_P">;?F/\:?11RON%QF]
MO^>;?F/\:-[?\\V_,?XT^BCE?<+C-[?\\V_,?XU7N+2UNG5[FQCF9?NM(B,1
M],U;HHY7W"Y5^S6XW_Z$G[Q@S_(OS$<@GU(J1E1W#M;[G`P&(7(&0<=?4#\J
IFHHY7W"Y#&JQ*5CM]BDDX4*!D]3UJ16)/*,OUQ3J*+/N%PHHHJA'_]D_
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>14
<FILENAME>masterintermediatex95x1.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 masterintermediatex95x1.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_\``$0@#
M:0([`P$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`****`$J)OO&I:B;[QH&34444"(YIHK>)I9I%CC7JS'`%
M5?[9TS_G_MO^_@HUC_CQ'_7:'_T8M7J0RC_;.F?\_P#;?]_!1_;.F?\`/_;?
M]_!5ZBF!1_MG3/\`G_MO^_@H_MG3/^?^V_[^"G2:@B.X6">1(R0\B)E5(Z^Y
M_`&K2LKH&4@JPR".XI`4_P"V=,_Y_P"V_P"_@H_MG3/^?^V_[^"KU%,"C_;.
MF?\`/_;?]_!1_;.F?\_]M_W\%7J*`(+:\MKO=]FGCFVXW;&!QFIZHP?\AJ\_
MZXP_SDJ]0`4444""BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`**
M**`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BHYYD@CWR9QN5>/4D`?J14%G=QW4\VQI.%4A6`VD9.&7'K@]?3IZ
M@RW1110(****`"BBB@`HHHH`****`$J)OO&I:B;[QH&34444"*.L?\>(_P"N
MT/\`Z,6KU4=8_P"/$?\`7:'_`-&+5Z@84444",.6"YADF$2ZBL3.S_))`%Y)
M)(W<XY[UJV2)'8VZ1YV+&H7)!.`..1P?PK'U"T-Q>-$M[#<2EU<6\SX*`,#@
M`<=!CD9]ZW8\^6N4V'`^7T]J0V.HI*1'5UW(P9?4'-,0ZBJ]S="W*(L;RROG
M;&F,G'4\D#'(HMKH7!=#&\4J8WQOC(ST/!(P<&@"&#_D-7G_`%QA_G)5ZJ,'
M_(:O/^N,/\Y*O4#"BBB@04444`%%%%`!1110`4444`%%%%`!1110`4444`%%
M%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110!3U4M_9\H5"^=JD"/S#@D`X7!R<9[5'I2HOF['NFX4?Z1#Y>
M`,XQ\JYJ>_1Y+1TC;#'!QG&X`C(SVR,C\:@TR+RVE:.'[-`P4+!E?E(SD_*2
M!G(_*D/H:%%%%,04444`%%%%`!1110`4444`)43?>-2U$WWC0,FHHHH$4=8_
MX\1_UVA_]&+5ZJ.L?\>(_P"NT/\`Z,6KU`PHHHH$94FF79W+'>QJAG,ZY@)8
M'=NQG=R.WTK30,$4.0S8Y(&`3]*PYUN[0@M/91PK<2.&EN"F[=NPI^7MNS^%
M:UC"UO86\+,&:.)4)'0D`"D-F1K<<4KSHVJ6ZLT946\\NT(2.",$?7D&M:P=
M)+*)HQ&%Q@"-@R\<<$<5GZE%<R:C&\%B^V/K<1LFYO\`9P2./KG^M:L#,\*L
MT30D_P`#$$C\B10!1U4,\UM%%(+>9MVR<_P=,C'<GT]O:C2@R37,4L@N)EV[
MYQT?K@8[$>GO[TNKS&&,;X4E@*/N#KE2P'R@^@//--T64/&Z0LLENH4I(J!1
MDYRN``../SH#H2P?\AJ\_P"N,/\`.2KU48/^0U>?]<8?YR5>I@%%%%`@HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@#.UI':U#I#;2;
M6&\SXP%W`D=#UQ_ASBF:*$)FD2"V@!VCRX4*D$9Y.54\Y].WO5C5%#6#@R",
MAD*L5W?,&!'&1DYQ5731=/>RS3S*)"JB2)H-K!?FVX(<C&2?7O2'T-:BBBF(
M****`"BBB@`HHHH`****`$J)OO&I:B;[QH&34444"*.L?\>(_P"NT/\`Z,6K
MI(`))P!WJEK'_'B/^NT/_HQ:EU+8-,NO-W>7Y+[MGWL;3G'O2&-BU&VFE"*S
MC=]UFC95?Z$C!JW6''):7#P1G7#-B1&6+,8W$$$#A<]16Y0#,:\B:U.7-J8O
M-:1))I2I1FR#QCYOO''([5IVB+'9P(C,RK&H#-U(`ZFL*X33IIII(]1B@G$W
MSK<,I.4?/&3N`R.QQCM701-OA1\J=R@Y0Y4_0^E`,J7NI?8MQDM+AHUQ^\79
M@^PRP/Z5+8O-+;"28,I<DA63:RCL",GFLV]MI;G5&DMGN&>#"G]XBHA(S\H*
MGG&#^/6M+3Y!+9QL'D<\@F3&[()!!QQP>./2@!]Q<Q6RAI">3@*JEF/T`Y--
MMKH7+.47"+@?-E6SW!4@$=J@U*2&%X9GNXK:9=P1I>58'&1C(]!WHTQX9GFF
M2[BN9FVAS%PJ@9P,9/J>]`"P?\AJ\_ZXP_SDJ]5&#_D-7G_7&'^<E7J8!111
M0(****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`K7Y@6S
M=KDL(A@DJ"2#D8(QSP<56TZXM6G=5N)I;A@`S31E&('('W0.,D\>M6-16,V3
M^:YC52K!@,X8,"O'?D#CO52RB^U70NIGD,T9!YMVB7HP&`W7[S?I2&:M%%%,
M04444`%%%%`!1110`4444`)43?>-2U$WWC0,FHHHH$4=8_X\1_UVA_\`1BU/
M>@-8W`,?F@QL/+S]_CI^-0:Q_P`>(_Z[0_\`HQ:LW,ZVUM+.X)6)"Y`ZD`9I
M#,Y-1ED>)H/+:`.D)PIR['[Q4YX"_CT/I6M5*+5M/F=$CO(&=R`JAQDGTJ[0
M!C+=*C2P6T<*2K+*\GF9.Q022Q_WCT]C[5J6TAFMHI2A0N@;:>JY'2LR:Z_?
M3>=?_9958A(,+\X['!&6S[&M2!G>"-Y$V.R@LO\`=..10#,J>YM_[0N5+W<$
MB,JN8$9Q(-H(SA2`><>O%:5D(1:1BW#"/'&\$'KWSS^=9U_=36=U)]EBED,I
M7?BV9MIP!N!`PW&.,]OPK1LCFU0[I7SG+2J58\]P0,4`1ZA!=W$:I:W*P<_.
M2A)(]`01BC3[>6VC9)#!MSD>5&5Y[DY)R:KZI+)#>6SK>P6B;)`QF(PQRN.-
MPSWY[?C4VGSF<29OK:[QC_4+C;]?F-`=!(/^0U>?]<8?YR5>JC!_R&KS_KC#
M_.2KU,`HHHH$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4
M444`9NMW,$-L(IW9-_S*RR(K95E/&\X]_P`/I3-$NQ=>=B>:7;M_UDD38SGI
ML_K5G4BZ6Q=)94;(0!"HR690.2#C_`FJVBSSR^8+B1V)CCD4-(&P&W>B+CI[
M]/S0^AJT444Q!1110`4444`%%%%`!1110`E1-]XU+43?>-`R:BBB@11UC_CQ
M'_7:'_T8M2Z@T::=<M*F^-8G++G&X8.146L?\>(_Z[0_^C%JS<&06TIA`:78
M=@/0G'%(9EVVK^9=):BYL6)VMO23@@DC8!GEN/7N.*V:R$>[DDCE1)$19$C"
M-$%WC^-CQD=\=.GN*UZ`9B2#4$N6E6TN))1,<,)UV&+=T"ENNWVZULH2R*S*
M5)&2IZCVXJK+J$2(3&KR,7:-55<Y*]3]!@U/;R>;;12;E;>@;<HP#D=1[4`4
M;BX;3[R1Y`LB7#*$S*J%3C&,,1QWXR>3Q5JPB>&SC24@MR3M.0,DG`]AG'X5
M4E/V?4I?W,=P]P!M7S%#J`,$8/\`#WXSU/%6=,C\JPCCW(VTM]PY5>3\H]AT
M_"@"IK\RP6\;&^^S/D[5PI\SVY''U[9J71WCD@++>?:'(!=?,1_+/IE`*359
MF26",O-%$P8M)%#YA!&,#&T]<G\J-&GDN(#),6$I"[HS"8U0^@R.?<T!T)(/
M^0U>?]<8?YR5>JC!_P`AJ\_ZXP_SDJ]3`****!!1110`4444`%%%%`!1110`
M4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`%34I6AL7D5@I!7DC.!N&<#N<=!ZXJ#
M2$A7SS%++)N8,WF6XBY.>?NKG]:M7T4<UJ4EE:)2RX=<9!W#&,@]\4MM;O!N
MWW,T^[&/,V\?3`%(9/1113$%%%%`!1110`4444`%%%%`"5$WWC4M1-]XT#)J
M***!%'6/^/$?]=H?_1BU/>K(UE.L3A)#&P5B<!3C@U!K'_'B/^NT/_HQ:LW,
M"W-M+`Y(65"A(Z@$8I#,/3D>6]!2V@6%=I,8F8`,"?W@!0;NWY=:Z&L^/3I4
MN8YVU"=VC7:`50`J2"1POL*T*`9DR2:?%<SMLG$K!E8^7(%&>N#C`SW(K1MP
M!;Q`(J`(,*IR!QT![U7EBU!W<+<6RQ,2!^Y8L!]=V,_A5F")8((X4SLC4*,G
MG`&*`,+5587%S&9;/]\\<JB29A(`NW@`*3SM/3UK9L&#V43!(T&.%C)*CZ9`
M_E5.ZTNXFGE>*[C1))4EVM#N(9<8YW#CY?UJW8VS6EJ(FD$C;F8L%VY+,6Z9
M/K0!7U.ZELYX9@K-!L=7PRC#';MSN(]Z329+V4EKM)$'DQ`;BN&?G<1@G@\5
M+>VL\UQ!-!+$IB#`K+&7!SCG@CD8_6ETZVN+6`Q3RQR`$E-B%<9)..IXYX^E
M`=!L'_(:O/\`KC#_`#DJ]5&#_D-7G_7&'^<E7J8!1110(****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`J:HD<FG2I++%$C``M*2%'(Z
MD$']:IZ'@2W*I/'<(`F)(G=ESSD99FYZ=/45>O\`S3:/Y();(S@<[<C=CWQG
M'O4.F`@RB/SOLH"^7YX;=NYW?>YQTZ^](?0OT444Q!1110`4444`%%%%`!11
M10`E1-]XU+43?>-`R:BBB@14U*"6XLRD(4R!T<!C@':X;KSZ4SSM3_Y\;;_P
M)/\`\15ZB@91\[4_^?&V_P#`D_\`Q%'G:G_SXVW_`($G_P"(J]10!1\[4_\`
MGQMO_`D__$4>=J?_`#XVW_@2?_B*O44`4?.U/_GQMO\`P)/_`,11YVI_\^-M
M_P"!)_\`B*O44`4?.U/_`)\;;_P)/_Q%'G:G_P`^-M_X$G_XBKU%`%&SBN?M
MMQ<7,<<?F(B*J2%_NEN^!_>J]110(****`"BBB@`HHHH`****`"BBB@`HHHH
M`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`(;M/,MG41+,3C",VT$Y]>WK56TMKRWD3=<
M"2(G#1MD[!@]&/).<=:L7V_[*WE.$<E0"6QG)'`/8GH/<BJFCK<H)5N-Z@'Y
M(Y)`[@;F().3VVCK_":0S3HHHIB"BBB@`HHHH`****`"BBB@!*B;[QJ6HF^\
M:!DU%%%`@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`H:Q;K<68!5RPD3;M=EP=PY
M.#R!U_#MUJKH!R9LE&?8A<KN)5OFRA+,W(].,9]ZMZK;//;[HGG5T(XBE925
MR-W`/)QG%,TM-LUP\9N3;L%V?:&?=NYS@-R!T_6D/H:-%%%,04444`%%%%`!
M1110`4444`)43?>-2U$WWC0,FHHHH$%%%%`!1110`4444`%%%%`!1110`444
M4`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`%
M74DE>Q=8$9W)7Y%(!8;AD9)&,C(JIIRRP7<B+I\EM;.!M7<FU2,Y.`W?@<#M
M5Z]B\ZU>/R(Y\X_=RG"MSW.#_*JNF6)M9)Y/L\%L)0H\N$Y'&>2<#U_2D/H:
M-%%%,04444`%%%%`!1110`4444`)43?>-2U$WWC0,FHHHH$%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`%7459K-E1PI+*.6QN^8?+GWZ?C4.FQ>5),$A^S1$+MMR
M5RIYRV`2!GC_`+YI^J06\UL#<^;M1U($;E26W#`X/.3@?X5'I+6K>;Y$<L<O
M202N7889E`R2>ZMWI#Z&C1113$%%%%`!1110`4444`%%%%`"5$WWC4M1-]XT
M#)J***!!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!1110!GZP9UM<Q&`H2%=94+9RP`.0
M1@#.2:CT>%K6>YMG\IBNU]Z!N=Q;.2S$YSSCWSWJWJ#M'9R,BAN@.1D!20"<
M=\#)_"JNC^6@EAMGCEMTP5EC50"QSD?*`#C`_.D/H:=%%%,04444`%%%%`!1
M110`4444`)43?>-2U$WWC0,FHHHH$%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`
M4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`%;
M4"XM&,;[&W+WQGYA\N>V>GXTVT\]YI99(WAC8*%B<@D$9R>"0,Y'Y4FJ()+"
M2,IO#E4(R1U8#)P0<#.3]*I:`Q/G!G#G8A8!G.QCNRAW.W(QSC':D/H;-%%%
M,04444`%%%%`!1110`4444`)43?>-2U$WWC0,FHHHH$%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`44
M44`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`%'5;^.QM\F:..1R`N\@<9`)`[X!S3-+NQ/-/$EVMVD84B4;<
MY.<@[>.PY]_:I]0FDM[-I(=@DW*H+C*C+`9/(XYJK#>7::B+6Y,$@8@!HD*X
MRK'G)/\`=/YCUI#-2BBBF(****`"BBB@`HHHH`****`$J)OO&I:B;[QH&344
M44""BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@
M`HHHH`****`"BBB@`HHHH`****`"BBB@"M?;VMS'%@NY`P0#\I8!C@]<`U1T
M*%X5='1@$5?O0K&%DYWA<*,CISSFK5W9RW%[!(D\D"QQNI:/&224P.0>.#4U
MM;O!NWW,T^[&/,V\?3`%(9/1113$%%%%`!1110`4444`%%%%`"5$WWC4M1-]
MXT#)J***!!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!11
M10`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%
M`!1110`4444`%%%%`!1110`4444`%%%%`!1110!DZ^SB*!1]H"&5"6A7=@AU
MQD8/N1[C'>IM,"%Y7$EW(Y"@M<Q%.!G`'R@=S4^H([V;K&V#E<\XW#(RN>V1
MD?C5;250//Y,:P0@A1`&4E&&<DA20,Y''M[TA]#2HHHIB"BBB@`HHHH`****
M`"BBB@!*B;[QJ6HF^\:!DU%%%`@HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`J:GL
M-DWF;_O)MV8SOW#;UX^]CK4.F1B*:6-XS'.L:!AOW@KEL'.!R3NSQ4VIEA82
ME(Q*>/D)`#<CN2,?6F:;A?-3[-+"P(W&642,WX[B?SI#Z%ZBBBF(****`"BB
MB@`HHHH`****`$J)OO&I:B;[QH&34444""BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@"IJ)0VY1Q+V<&.-GP58$<`>N./K46F,99)II#(9F"JQ:W:)<#.``W7J>_>
MFZTB&&-FNI8'5OD6-V'F'^Z0I!/]*FTV'R[<.?-$C@%TDG,NP^@)/\J0^A<H
MHHIB"BBB@`HHHH`****`"BBB@!*B;[QJ6HF^\:!DU%%%`@HHHH`****`"BBB
M@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`IZDEK]G$UW;13K&0/WB`[02`3ST'<^PJ+2FMR\PM[*.V!
M"L#&H&]3G&<`<\9QZ$>M2:FS1VQ=)9$;A5"%1DE@`22#C'KZ$TW3([R/S?M<
MPESC;B0/CKGHB^WK2'T+]%%%,04444`%%%%`!1110`4444`)43?>-2U$WWC0
M,FHHHH$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`
M!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%
M%%%`!1110`4444`%%%%`!1110`4444`%%%%`&?J]J]S%'Y5K;3NKC_7@<+D9
MQD'J/\YI=.M'MGE9K>UMPX4!+<>F>2<#UZ>WO4FJ&1=/E,18$8)VN$.W(W?,
M2,<9YS5;1IK:;SOLRN,;=V^Z$WKZ.V/TI#Z&I1113$%%%%`!1110`4444`%%
M%%`"5$WWC4M1-]XT#)J***!!1110`4444`%%%%`!1110`4444`%%%%`!1110
M`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!
M1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!5U#R_LO
M[TMM\R/&T<D[Q@?B<5!IT/V:YF@:4NT<<:J-N`$&[:>IR>H)XZ#BK%_)'%9N
MTR;X\@,,X`!(&2>P&<Y]JKZ5)&QE6.%T&%<.\A<NISC)/.>.G8$4A]#1HHHI
MB"BBB@`HHHH`****`"BBB@!*B;[QJ6HF^\:!DU%%%`@HHHH`****`"BBB@`H
MHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****
M`"BBB@`HHHH`KWLDT5H\ENF^1<$*2!D9YY)`'&>:987OVZ-I%A*(.`WF(X;Z
M%2>E27L!N;9HU(!RK#/0X(.#['&#]:CLX)5FEGF6.-I`J^7&Q91C/.<#DY].
MPI#+=%%%,04444`%%%%`!1110`4444`)43?>-2U$WWC0,FHHHH$%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%-D021LA+`,,94D'\".E
M8B6TD<ZQA[XSK<!ANED,?E[NYS@_+V]?:D,W:***8@HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB
M@`HHHH`****`*6K_`/(.DP"<L@QG`/S#@GL#T/MFFZ9`(/-Q96UKG'^H?=NZ
M]?E'^34FIX-A(#$DBDJ&#KN`&X9;'?`Y_"JVC)!&TZVODR0X4B>-$7>><J=H
M`../SI#Z&I1113$%%%%`!1110`4444`%%%%`"5$WWC4M1-]XT#)J***!!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!6*5O#J2R+(WE%V5
MI?-'EX\Q<+MSUP&7IU/Y;+`,I4YP1C@XK`ALS%<*([68K'<98222,#F3@C)P
M<#YLX/8=>:0T=!1113$%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!!>)*]LP@)#
MY4\'&0""1GMD9'XU':&9YYI9$>%&"A8G()!&<G@D#/'Y4NI3/;V3R(P4@K\V
M,X!(!P.YQG`]<5#IA1WF<3SS.0H+36_EG`SC^%<]_7'XTAFA1113$%%%%`!1
M110`4444`%%%%`"5$WWC4M1,.:!DU%%%`@HHHH`****`"BBB@`JC!JD,]P(@
MDB[PIC9@,."&((Y]$;KZ5>K`TJ:V_M!5>V5+L@JQ%PC`8R>$#DCOP!QD^](9
MOT444Q!1110`4444`%%%%`!1110`5S[73_VTL:WB;BY5C]H7;C>N%V9SG:&7
MIU/Y=!7/SW=P]R=\#M;)<[5:*)0696X&XR>HQTYZ<4F-'044U&+HK%2A(!*M
MC(]CBG4Q!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!111
M0`4444`%%%%`!1110`4444`%%%%`!1110`4444`4]5`-@P)<$N@4H0"&WC;R
M0<<XYQ5;19YY?,%Q([%HXY%#2!L!MWHBXZ>_2K>I7'V6R>;*#!49D^ZN6`R?
MIG/X57TAH6\_RKFSGRP9OLT83!.>6^8YS_2D/H:5%%%,04444`%%%%`!1110
M`4444`)3#UI],/6@"2BBB@`HHKF/&NL76FP6\-H_EM/N+2#J`,<#\Z!I7.GH
MKS6*W\53Q++')J!1QD'SR,CZ9KH=,M]=7P]=)*T_VWS@T?F2_,5&W(#$G&<&
M@;B=316'X?M=3@N+E]1DD82JK[6DW!6))(7T`&!6Y0(*PK!88[RWBC>X5!RJ
MR6SH681[>6/&,#.,=16[7.VTM\SV<\B&<2DF#S;D``[2<_+&/X<]:0(Z*BFR
M.D2%Y'5$')9C@"FPSPW";X)8Y5_O(P8?I3$24444`%%%%`!1110`4444`%8Q
MDM1?B,M<>29"P7"^49!(`?\`:^^P]LULUCQP-_:1EETV4L)2$E65=FTD?,5W
M=>!VSP#UI#1L4444Q!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`
M%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`4=56[:U!LG(=
M75BH7)8!@<#YA^/J.*CTN:XEN+@7?F"153Y&0(`/FY`#-UYY]A5G4&1+-]_F
M8)51Y;E&)+``9'3DBH-,41231/$R7`"LY:9I<J<[?F//8\4A]#0HHHIB"BBB
M@`HHHH`****`"BBB@!*8>M/IAZT`24444`%<E\0)H%L;:%X]TSN61LXV`8S^
M>176UQOQ$:,0V*F/,A+E7S]T#;D8[YR/RH*CN8UOXPU6WMXX5:%E10H+)S@5
MOV&LZEJ7AJZN4`-TDZ(@B7ME<^O8FLZS\</:VD,']GQGRT"Y63:#CVQQ6W9^
M(9;_`$&ZOXTM[5X7"@SN63MUP,]\#'?%!3]#5L9-0=G^W6\,2@?*8Y"V?T%7
M:Q/#>IW^IQR2WBVJIQY8B)W'W().!^5;=!#(+R<V]OYBKN.Y5YZ<L!G\,YK.
MM=B:D)(HD\F25H4PS$@A2689.`,@C@5K.BR(4=0RL,$$9!%9=E?Q274,*VB1
MH4'DE2,JK!CR,?+]SI]*0%K48RT*2@Q_N7\PK*VU&X(P3VZY^H%5]*AC++-!
M/!(`CJ_DMD99MP'T7D#ZU-JIB2&*66:*+RY`RB9L(YP>#_/Z@5!I]S'>WQF\
M^U\Q8ROE02[\C(Y)P.F...,GUH`U:***8@HHI"P7[Q`^IH`6BD#!OND'Z&EH
M`****`"L=KB_&J+&!(58D%?+_=A0ZX.['4KN/7KQ]=9W$<;.0Q"@DA02?P`Z
MUB^8YN_LOE3>5]I\WSO)DSG?G'W<8[9STI#1N4444Q!1110`4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%
M%`!1110`4444`5K\0-9NMSN,1P"%)!)R,`8YY.*JZ?;VOGM(D5S#.F"R33,Q
MP<@$C<0>A_*I=6GCAM0)(I9`[HH\M22IW#G@'D=1ZD8INF'=),V+EB0H,UPF
MQFZ_*!@<#Z?Q4A]#0HHHIB"BBB@`HHHH`****`"BBB@!*8>M/IAZT`24444`
M%8GBF[L+&RCFO;..[DR5B1U!Y/7KT'`K;KC/B)&QCL)1]Q2ZGV)Q_@:"H[F-
M_P`)#:_]`'3_`/OBNET"_LKS1+B2XL+:"W\]8VB2/*L3M`)'U(_*LB[O;/2/
M$%SY]B);66U1(4`&`I4?U!]ZO>$(EOO#5Q;73,D`G&UE.TC&UN#]:"GL;NER
MZ4TSIIL,,;;=S&.'9D;BOH.ZFM.LS2M+LM/DD:TE>1F7!W2[\#)/\R?SK3H(
M85D60;[3"PMPEUS]K?R=H/!Z-CGYL8P>G6KU^66URK*K;TV[F*@G<,#(Y&>G
MX]ZSM'@G86UP]OM#1AB_VV1^J_W#Q^O%("]J*R,D(C++F4;G5=S(,'D#![X'
MT)ID,MV-0CMY@3&(G8R!?E<Y7;]#RW'^1)J'F^2GE^9LW_O?+^_LP>F.>N.G
M.,U#8?\`'P?L_P!H^R[#N^T;\[\C&-_/3.>W2@#1HHJA+=W)N9(K:&`B(@,9
MI2A)(!X`4\<]?KZ4P+]9NJ1Q2SVZ/:0W,@5V43$!0HQGJ#STK2K+UERFW=:_
M:$$4C*ODF0>8-NSH#C^*D"%T>2WD5S!9PVV]$D'E`?,C9VYP!SP>.<>M:=9^
MFPM;S7$7WD.US(8U0L[9W#@#/;\ZT*`84444Q!69"UU)>%K5F^S"5ED\\@C@
MG.S'/7UX]!6G7.;HX]<"JA#R2%C$)I`V0ZC<1NP002V,8PN*0T='1113$%%%
M%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444
M`%%%%`!1110`4444`%%%%`!1110!5U&26*R=X=^_*CY$WL`6`)`P<G&:CTUM
MWF?OKR7&/^/F+9CKT^49J:^CDEM'2(_,2#C.-P!!(SVR,C\:@TV`Q-*R6YM8
M&"A(#C@C.3P2!G(_*D,OT444Q!1110`4444`%%%%`!1110`E,/6GTP]:`)**
M**`"L3Q+KD>C01$PB::0GRU;H,=3^M;=<;\0_)\BRW!O.+/M(Z8XR#^8_*@I
M:LPM1\2RZGM^V:?8R[?NDJX('U#`UT.E7+:MX2NX_P"SH7"/Y:6]OF,'[ISD
MD\@G/X55L?%VFV]E#"VFD,B!3L"XSZUJKX@2?0+F_P!/MS&T4J)L8#DEE!Z>
MS4%/T'>$K.6RM6CN+%H)P/FE*J-_/`X/./4UT-4K&\GNF<36,UJ%'!D*G=^1
MJ[00RMJ#HEF^^)90Q"!&Z,6(`!]LD50L[&+3KNW#VMH"Y*1R11D,IVDX)).>
M`><_SK4FB2>)HI!E6&#@X/YU4MXX`\$[74LYE'[@R$8P1G@`#L.IYI`3WES]
MD@\SRI)>0,(,X]S[57TRZFO))I7EB,<;;%6$[E.55L[N_7':I[XW8M\V/E&4
M'I*"01WQ@CFJFE!IW:\+6S!P4;RX61MP/.<L0<8/^-`&I6%?P1G4I&<VDADV
M_P"OM&E\O@#!;.%!Z]NM;M9%XJ$:@PE9;<?\?2[,EOD&=ISQ\N.Q]J&"->JU
MU9I=O&9'E`3/RI(R9SZX(]*LUEZQ<3VNV2$\-%)&N9%4>8=NPG<1GH>F:8$^
MEQ(MJDRQS1-,BLR2RNY4^GS'WJ[5&QC:&YGB#N8PB,!)(7;)SD\G.#@?B#5Z
M@`HHHH$%9I_M)I\X"HDN/X<.A;\QA?I\WM6B>!DUFYNO-\CY\^?YGG;QMV;L
M[<9S]WY<8]Z0S3HHHIB"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHH
MH`****`"BBB@`HJ*XD,-M+*!DHA8#UP*XL^-=2%L+DZ;'Y!;:)/FVD^F:5QI
M7.YHKAH?&NHW`D,.FQR"-=[[2QVKZFFQ>.KZ:58HM/B>1SA54L231<=F=W17
M"2^.;^&5HY=/B1T.&5BP(-27'C/4[79]HTR.+S%W)N+#</447"S.WHKAU\:Z
MDUL]RNFQF%#M9\M@'TI+?QKJ5RS+;Z;'*RJ68)N.`.IHN*S.YHKA(O'5]-*L
M45A$[N0JJI)))[4L_C?4+:9H9].BCD7[RL2"*+CLSNJ*X:7QMJ,,<<DNFQHD
MHS&S%@&'J/6M[PQK<NMV\\DL*1&-PHVDG/%%Q6-NBBBF(J:FDCV+K%Y@;*Y\
MMB&V[AG!'?&:HV22K?J]NUV;5B`WVAG/\+9P&Y'.S\S6C?1R2VCI$?F)!QG&
MX`@D9[9&1^-0:;"8GE*0&UA8+L@./E/.6X)`SQ^5(9?HHHIB"BBB@`HHHH`*
M***`"BBB@!*8>M/IAZT`24444`%<AXNU32BUJLEO#J)7>,)<E?+^[UV^OOZ5
MU]<!JGA6VM)O,O-8C@\YF90T1YYY[^XH*C:Y>N;/PI!8/<(EK+(J;A$MXV6/
MI]X_RJ;0M6T^WT"YNK>P-O$DP5XO-+Y)VC.6Z=?TKGO[$TK_`*&&#_OR?\:Z
MO0X-(LM#DC2X2[MVD"S.4R&9L`#'XB@;V+>CZVNJSSQK`T:QX9&+9\Q22,^W
M0UK5GZ?+IK3.E@L8?RUW>6F!M!*C\B"*T*"6,EBCFC:.5%=&&"K#(-8VF0"&
M>W:+3(K<8\MSY9#J=N2=QZC.%]\YS6T[K&A=V"JHR23@`5D:9"7D@FB09&?.
MNE92+C@CL<]<'GIC%(#0OK07MOY+32Q*3DF(@$CT.0>*BMXDLYTB:^DD9U(2
M*38.!W`"CI5B[$IM)A!GSO+;9C'WL<=?>L_2&BDF<QPS@J-KL]V)@#QQ@.<'
M\*`-:LK4#9/.RLMP9U`RT$3N%/;<`"I/L0:U:QKA+I;^X9$OE1V4J;;RMK?*
M!D[^<\8_`4`C9JC?F".XMYIGQ@,NSRR^Y3C/`Z8P.?KZU>J*2!7GBFW,KQ@@
M8[@]0?R!_"F!4L88HKV<PS[U:&,JG]Q<OC![CDX],?2M"J.FP*`;P1O"US&A
M:%CPAY.!^+&KU(&%%%%,0UT61&1U#*PP5(R"/2L&.UMWU,RRPSI,+@[=ED-G
M#<'=LSSU)S705D"UE-YN$!,WG;OM>1CR]V=G7/3Y<8QWI#1KT444Q!1110`4
M444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!7O_\`CPN/^N3?
MR-<-96+:EX1L[59HH2]\?FD.!]T_K7<W_P#QX7/_`%R;^1K@$MIKOP79PV\;
M22M?$!5'^R:3*1T\7AN#3-$O8K16ENIH&0N>K''0#L,UPVB120^(K&.5&1UN
M$!5A@CD5Z'X>L]1LK+9J5UYS_P`*]=@]-W>K5UIEG=W,-S-"#/"P9)!PPP<@
M9[BE:X7/-O$]M/!KUXTT3(LDS.A(X8$]0:Z?4-"_MNXTM6N(XD2S3<N<NP]A
M_6K_`(HU32K:S>VOD6YD896`'D'U)_AKFO%TSQ2Z1-"S1,+164J>5_&@9M>)
MM-M=+\)306D>Q/,0D]2QR.2:Y_P2C2ZG=QI]YK.11]215N?5;G5?!-TUV0SQ
M3(F\#!89!YJ'X?\`_(=E_P"O=O\`T):74.AN>'_!Z:?*EU?.LMPA#(JGY4(_
MF:CG\,Q:KXDO+FYN$,(89BC;Y\[1U]!76UQ-QI>JW/C"[GL':V167=.>%QM'
M'^U]*JPD[D'CZ&.V_LV"%`D21N%4=AD5>^'?_'A>?]=1_*J?Q"#"33P[;F"/
MEL8R<CM5SX=_\>%Y_P!=1_*EU'T.OHHHJB""Y:Z7;]ECA?KN\R0KCTQ@&H;2
M*Z^V3W%TL*;XT15C<M]TL<G(']ZC5XEFTR9&MS<*<$Q`D%L$'MS[U!I/FO=7
MEQ/9_9Y)2ASDY88.`<\9`QG'K[4AFI1113$%%%%`!1110`4444`%%%%`"4P]
M:?3#UH`DHHHH`*QO$&A0ZU]G\ZX:'R=V,`'.<?X5LUR7C>U2]:S7[9:P-'O)
M6:3:3G;C`P?2@:W,[5_"-M8:;+=1ZAEHQG:X`W>W7K5WPM;6EUX7GA:X>$-.
MID;(4HP*D8)]<"LB#P;?W,0E@N;*2,]&24D?RKJ+'06TWP_-9HD-W/*P9EER
M(R<C]`!G\*"V]-RYI&B1:5)(\=Q-,77;^\(.!DGC`]2:U*R-!TF;2TD$MT9`
M^,1+GRX_9<DFM>@AE74(9;BT*0["^]&`<D`X8$@D`]0,5#91W\5S,9H[8132
M;SLE8E?E`P`5&>1G\:T*Y_3[F0ZSY#709@!Y@,X8.P#[MJYR.JG&!C::0&Q?
M[/L%QYLIB0Q-N<=5&#R*JVJL+Y#+Y$;B%E1(6)#KE<L>!C'&![FK.H0I/8S(
M]NMQ\A*QM_$<<#V^M5--0)=$Q6,5O#(A(98?+;@@#/UR2!VQ[T`:E<YJMJUQ
M>SF*T-X_^K)*KB'*IC&X\D8SCI\QKHZP9KBSFN;IU2_\Y6"[8C,HD(48Z<#K
MCGZ]Z&"-ZJ.H[]T6[SOLV&\SR-V_/&W[O..O3VJ]5'48&E:)FA^TPKG?!D?,
M3C!YP#CG@^OM0`:=OW2[/.^S87R_.W;\\Y^]SCIC/O5ZJ.G0M$TK+#]FA;;L
M@X^4C.3QP,Y'`]/>KU`!1113$(QVJ2<\#/`S6#:3;YB\#:BIDN23$8L1XWX)
MR4X&.2,YZCK6_6+YB_;/L9ECV^?YWFY;=G>#MZ8ZD+UZ'&*0T;5%%%,04444
M`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`5[_`/X\+G_K
MDW\C6'X&94\-AG8*JRN22<`=*W+_`/X\+G_KDW\C7.^$;."_\)FVN4WQ/*V1
MG'I2ZE+8U[#7+/4;^6UM&,GE+N:0?=/../6M.N3AT&3P\FJ7EK<9C-J_ED_?
M0CD>QZ5%X<\8/=3Q66H)F61@J2H,9)Z9']11?N%NQCW.B7FL>)=02W3$8N'W
M2M]U>?U^E3>.HO(GTZ'.[R[8)G'7'%:,'B6]MO$EUI[0M=0?:'5$C7YUY/3U
M_&M_6-$L]9B`N4*R*/DD7AE_Q^E*V@[V.%L_^1(U'_KY3^E6/A__`,AV7_KW
M;_T):Z/1?#8L]/N["_"3PRR;E(R,C`Y]CFJUIH<.B:M=R6MVI#6<A6)C^\3H
M<_3WHL%S9O=;L[.]@LV??<3.$$:<[<G&3Z5I5Y'H;%]?L68DL;A,D]3\PKK+
MKQ)>V'BFXM/*:ZMRP"Q*/F'RC[M%Q6*WQ%_U]A_NO_,5:^'?_'A>?]=1_*J?
MQ!;>^GL59"R.=K=1TX-7/AW_`,>%Y_UU'\J.H^AU]%%%405-4=XM.F>.41,H
M!#$$]^G'KT_&J/AZ>6=;AY;EY22"4<$%#R#P>@R,`>U6-9N8(+7R[JWN)8I`
M<F%"=N,8)/;G&/I46@QP11S+##>H=VYGNU(9LYZ?K^?O2ZCZ&M1113$%%%%`
M!1110`56U">6WM#)!&))-R*%;.#E@.WUJS5:_BDFM6CC!.XC.V0HV/8^M`R*
MUNKF6Z,<T'EJ5+`=UP<<G.#GDCZ5>JA8I:1RD1&9)B,&.:5R<?1B1^(J_2`2
MF'K3Z8>M,1)1110`C':I/H,UYEI6F3^*-2NI9+@1'[[N1NY)X`&?\XKTQP2C
M`=2#7FD'A_Q%;$FW@FB+=3',JY_(T%Q-/P>9]-\176ER-E<,"!T++T(_"NLU
MJ0Q:5.ZFX!`&#;CY^HZ?YZ5P*^'_`!&DYG6"=9CUD$P#'\<UTVC'5M)T&ZEO
M;:XNKE904B,F]F4[1P1GW/X4`UU)/"<UU,DS7MQ=22G!\N9"`@SZD#)KHJQM
M'UF\U"Z:&YTB>R14+"23."<@8Y4>OZ5LT$O<CFE2")I9#A5&3@9_2LO2S=0O
M#:S/LC52$5[?:7`'9@YY^O-:-W!]IMVC#;6R&5B,@,I!''U`J%(;J:XBDNA"
MBPDLJQL6W$@C))`QP3QS]:0$M\X2RF/GI;DH0LKD`*2.#^=4-+\HWC_9XUMU
M1,2QAU8NQP0W!/8'D\G-6]0AGE^SM;K$[12[RLK%01M8=@>Y!_"JVFV5W!<J
M\Z6Z1J)<")R22[ANZCIC%`&K6%JOEM=M"J3)<RC$;_;-BDXX.W?G'T%;M9EW
MI]U,]T(IX%BN,;@\19A\H'7</2@$:=4=1M'N6B98H9E3<#',2%R<8;H>1@_F
M:M0B41*)V1I.Y12H_(D_SJ*Z6[9XQ:RQ1KSO+QE_I@9'O3`J:';F*W\T,C)*
MB;63/[S&?WAR`0S9&?IUK4JM903V\?ERRPNB@!%BB\L*/S-6:0,****8ADK^
M7$\F-VU2<9`SCZ\5C>06OHII;.[CC#_<:6+8I9P<_>S]X`X]16I?PM<V%S`A
M`:6)D!/3)!%9\EIJ,]T9)([5$<P[MLK$@1N6X^49SG%(:-BBBBF(****`"BB
MB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`*]__P`>%S_UR;^1
MK$\"?\BZO_79_P"E;=__`,>%S_UR;^1KF?"FI6VF^&H'NW*)+<M&&QP"1GGV
MXI#Z'47=NMW:36[DA94*$CJ`1BN'B\*WVE:Y8S+BXMA<)ET'*C/<5V\]U%!9
MR73-NBC0N60YR`,\>M)97MM?P">TE65#W';V/I0"=AMM86MK---#"JRS.7=R
M,DD^_I[59JI:ZI:7=U/;13#SX'*/&W!R.X]16+XN\0SZ2([:U0"69"WF'G:,
M]AZT!9LO^*+Z?3]$FGM7"2@JH;&<9-<CX)+7>N70G=W,MJX9B<DY*]ZFTFWO
M-;\,:E&KF6YDN%;,C?>P`>M1>#$DL-<NA<Q.CQ6KLR,,'@K2*6A97PE=Z7K5
MG<0'[1:K<(2P'S(-PZC^HK3&M:7IWB:]BN8!%.S@?:?O9&T<'T_"L4>);S6-
M>L(_]3;?:$Q$IZ_,/O'O6=XO_P"1FO?]Y?\`T$4@]38^(3K))I[QL&4HY#*<
M@\BKGP[_`./"\_ZZC^587B'_`)`NA?\`7NW\Q6[\._\`CPO/^NH_E3ZAT.OH
MHHJB"CK2POI,ZW!D$;``^60&/(P!GCD\54\.R!XYE,MVSJ0K)<2!]N"PX('L
M?TJYJ\R6^ESR21)*H7!1S@')QS[<U0\/2V\)FLD%HCJP(-O)N$F1GC)SQ2ZC
MZ&Y1113$%%%%`!1110`56U#[1]D)M06E#(0%(!(##(YXZ9JS5;4+K[%:&<XP
MK(#N.``6`)_`'-`RK8Q7;7(END8`AV*N0VP[OEQ@D#Y>N/6M.LZPU%KR<@*A
MB<.R,O8*VWGZ]16C2!B4P]:?3#UIB)****`&LRHI9B%4#)).`!6)=^)X(I-M
MM"TX'5B=H_#BE\1SL5CLXR,2#=(,<XSQ^N?RJ-+73+*&`2Q$SR1+)OD4N@SV
MP"/ZUM""M=F,JFMD-3Q4N\>=9.B'JRON/Y8'\ZW+6Z@O(1+;R"1,XR.Q^E8^
MJM#-H*0K+;RRF?,:PIMP,?W<<5G:89M&U[[)-_&1&ZJ<C)Z']?U--P35UHQJ
M;3LSKZ***P-0HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`
MHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@"O?\`_'A<_P#7
M)OY&O/FAEE\!0F-&<1WC,^!G:-I&3^=>@W__`!X7/_7)OY&L'P5)%#X8,D[J
MD2R.6+'``XI,I'.>%GFEM-6MA(=C6C%59L*#TSSP*Z/PWX6&ENMU<3L]P1PL
M;$(![_WOY502XTFYDUE]*A9,V3EVZ(Q]E[?I]*R_"VNWUM?VUB)/,MYI50H_
M.W)QQZ4ALVH/"S7FNW=_<S;(?M#E4B?YCR>I'W?Y_2J7Q"AD%W:2;&\L1E-_
M;.>F?6LZ]U:\TGQ-?RVDN/\`2'W(>5;D]17=WE]9)HZ3ZGY8AEC5BC#.XD9P
M!WH`Q/AY_P`@RZ_Z[?T%=)?HAL[B0JN\0N`V.0,=,UA^$)['[-?RVB-;VHFR
M/-<<#`YSVJ8>(;74IKNRLP9`EM([2]`2.,#UZ]::$]S@=!_Y#MA_U\)_Z$*[
M"Z\*/J?B*ZN[M_+M2PVA3\SX4?D*RO"WAF[FNX+^X!@@B<2*&'S/@^G8>]=C
MJ^M6>D0[[F3+G[L:\LWX=A[TD-LY+QY;QVHTRWA7;''&RJ/09%7_`(=_\>%Y
M_P!=1_*LOQG=F_M=)NRFSS8G;;G..16I\._^/"\_ZZC^5'4.AU]%%%404M8#
MMIDRQPK,YV@(Z;Q]X<X[XZ_A65X9@!DFDFBC,L84!OLJQ&-B#N4$`9K5UB.X
METR>.U5FF8`*%8*3R,\GIQFL_1HKVUNI(VTU[>UD((!N%<1X!SWSR:74KH;M
M%%%,D****`"BBB@"E?7YLYXHQ;O*'1W.SDC;M[=_O5$]W<2Z=<.$$,T3;7PV
M0!P202!S@GMU%&J3&.YMD%Q-!N5R6CB#\#;UR#@<BB1(SI+E[QID8AUE"J<G
M((`"@9Y[=\TAD>EW44][(MI/++"L>7$Q;<&)R,;N<8S[=,5K5CZ3!Y5XWF%U
MD"N5C>,*2&;+'@D$9Q@=L\UL4`Q*8>M/IAZTQ$E%)10!E7\.[58G8?*8L*?<
M'_Z]6[R.?]T\5K;RCRE!,L8P.O<]*EN8!/&%)VLIW*P[&J$U_/:)LN(V"]`<
M;D-;1?,DD832BVWU));NXLK>.\:&PD02;6$2<K]#FL.]E2\\6I+;GS$:9""!
MV&,_R-3W>IRWUI]BMK48W[SY2GGMT[5=T31VLF:XN0AG884#G8._X_Y[U6D$
MV]Q)N=DMC9HI**YSH%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%
MHI**`%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%HI**`%
MHI**`(+_`/X\+G_KDW\C7GDQ(\!V^"1F].??Y37H=]S8W`')\IOY&O,I+IW\
M.Q:8+682)<&4OMX(P1C]:EE1-7X?*KZC=JZAE,&"",@C(K3O]"TRQURPN+>X
M2WE:="+8Y.[GMW'\OI7-:#J$^CM=2+;S&26$I&P7[K=B<U7M+BZCU>"_N8YY
MFCE61L@Y;!S2*ZB>(/\`D/ZA_P!?#_S-:OC+II0_Z<UK'U,RWNI7-TEO*BS2
M,X4J<C)JYKMZVJ?8_+M9H_L\`B.Y>I'>@"2T./!5_C_GZ3^0I_@TD7]Z0<$6
M4F/S%5(;EX]!N-.-K,7EF60/MX`':ET.Z?2[BXDDM9G$MNT0"KT)QS^E`&YX
M9\6W#W$-CJ&Z?S'")+_$">.?6MSQ'HFG7]NUQ=R+:R(/^/C^A]?YUY[IWF6>
MHVURUO*RPR*Y`4Y.#FKOB#4[S6;QG\N=;<8\N(CA>/Y]:+BMJ6/$RJFE:*B.
MLBK"P#J"`W(YYYK;^'?_`!X7G_74?RKF=3NGO;#3[=+693:1E&)7ALXZ5U'P
M^1X[&[#JR_O!U&.U"W!['6T4E%605=4N9+33IIX@"Z#C(R!SU/TZ_A5?1[N6
MX>YB>Y2[6(KMG10`V1DCCCC^M)K-Q+;-;ON=+7YQ,R+N(RORY'7&?Z5!X95D
M@F5)));4%?+DD!!9L?,0#SC/3\:74?0VZ*2BF(6BDHH`6BDHH`IW\\-K)#,\
M1:7E$;.%7.,Y)X'0?TJLDB2Z*;F6",+<%9%2,;<$[=N3Z@X.<?RJQJ5Q/!L$
M,)E#JPP%+?/QM!QT!YY]JKPPS1:==0QH&Q+M7*`;EXW$+C'][`Q@X]Z0QFD3
MM+>,9B\DFUU21V4X"L`P^50!SCGOBMFLNTAFMM3$?DIY1A.9DC"[R"H4''0@
M;N.G]-.@&%,/6GU&>M,0WS1ZT>:/6JAAN1_RPE_[X-)Y5U_S[S?]\&D,N>:/
M6CS1ZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]:/-'K5/RKK_GWF_[X-'E77_/
MO-_WP:`+GFCUH\T>M4_*NO\`GWF_[X-'E77_`#[S?]\&@"YYH]:/-'K5/RKK
M_GWF_P"^#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"
MYYH]:/-'K5/RKK_GWF_[X-'E77_/O-_WP:`+GFCUH\T>M4_*NO\`GWF_[X-'
ME77_`#[S?]\&@"YYH]:/-'K5/RKK_GWF_P"^#1Y5U_S[S?\`?!H`N>:/6CS1
MZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]:/-'K5/RKK_GWF_[X-'E77_/O-_W
MP:`+GFCUH\T>M4_*NO\`GWF_[X-'E77_`#[S?]\&@"YYH]:/-'K5/RKK_GWF
M_P"^#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]
M:/-'K5/RKK_GWF_[X-'E77_/O-_WP:`+GFCUH\T>M4_*NO\`GWF_[X-'E77_
M`#[S?]\&@"YYH]:/-'K5/RKK_GWF_P"^#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\
MJZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]:/-'K5/RKK_GWF_[X-'E77_/O-_WP:`+
MGFCUH\T>M4_*NO\`GWF_[X-'E77_`#[S?]\&@"YYH]:/-'K5/RKK_GWF_P"^
M#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]:/-'
MK5/RKK_GWF_[X-'E77_/O-_WP:`+GFCUH\T>M4_*NO\`GWF_[X-'E77_`#[S
M?]\&@"YYH]:/-'K5/RKK_GWF_P"^#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y
M]YO^^#1Y5U_S[S?]\&@"YYH]:/-'K5/RKK_GWF_[X-'E77_/O-_WP:`+GFCU
MH\T>M4_*NO\`GWF_[X-'E77_`#[S?]\&@"YYH]:/-'K5/RKK_GWF_P"^#1Y5
MU_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y]YO^^#1Y5U_S[S?]\&@"YYH]:/-'K5/R
MKK_GWF_[X-'E77_/O-_WP:`+GFCUH\T>M4_*NO\`GWF_[X-'E77_`#[S?]\&
M@"YYH]:/-'K5/RKK_GWF_P"^#1Y5U_S[S?\`?!H`N>:/6CS1ZU3\JZ_Y]YO^
M^#1Y5U_S[S?]\&@"YYH]:/-'K5/RKK_GWF_[X-'E77_/O-_WP:`+GFCUIAD&
M:K>5=?\`/O-_WP:/)NO^?>;_`+X-`'34445!H%%%%`!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`444E`"T5S]QJ
M,=T;L/>:C:PQG8?)M&&!L!))*$J>?;M]:WZ`%HHHH`****`"BBLW4;VYM;B,
M1PLT.5W%8'E+9.&QM^[@<\YSF@#2HJO8(Z6,`D5DDV`NK2%RK'DC<22>:RM;
MU2>QO$6-;ET14D9((@WR[CNW$C@8'&#UZ]J`-VBJNG7!N;*)W</*%`EPI7#X
M&>#R.O0U:H`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`*
M***`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"BBB@`HH
MHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`,"_U0Q74Z1ZE:1QJ<,C3
MQB4''(3/`_X%GG/08K>[5BS^9-?W2O;7UPL;@(;:Y\H*-BG!&]><DG//7KVK
M:H`YR\2.":YMUFO"YR8Y!>R;8?D!.\EN#U..>.:Z.N>U2.6:YN'1`889`'3[
M2%WED`Y&PD?*V.#].:V[.X%S!Y@0H0S(5SG!5BI_44`86M22PO=.B,+5WV3)
MYP02MY8.,>6QY`"\$9/YUT8Z5D7-I+<W5R(A!(Y.!,[D26V5'W1@_7J.M:]`
M"T444`%%%%`!7.:\]NFIJ;L0!&B54-Q9-<*6RV0N",'IGUXKHZS9T=]3F%O*
MD<@@3S/-BWJ5R^,?,,'KGMTH`N6@"VD(4*H"*`%C,8''93ROT[50U#<;TK;K
M>M*8U\T6YB`*Y.,^8?\`>^[_`(5<TWR_[-M?)+F+R4V%_O8P,9]ZS-8T\7]V
M^$1I(HXR$$43.X+-NYD4]NG(&3S0!J6=ND$99(WC,N&9&()7"A<<9'``Z58J
MO81R0Z?;12A5D2)58*``"!SC``_*K%`!1110`4444`%%%%`&?JVIC38PY1""
MK,3))L7C'`.#\QSP.^#4VGRF>W:;S'=7D<H6VXV[B!MP!E2!D'DX/6JVJ2W*
MW%O#;FX^=79A;^7OXV_\].,<_7I[U;LO,^RIYWG;^<^?LW]>^SY?RH`L45FZ
MIJ,U@P*P1/&5+9+R;ACJ<+&W`XY]ZLV%R;RT29D",2P*C=P02/XE4]NX%`%F
MBLG6+2XF??:F0.(V8D2RA21C"[4=1DY//M5G2/-&G1B8/NW-RX<$C<<'#DL,
MC!P30!=HK.U-YDEA*S7,,.UMYMX1*2W&WC:Q_O=OZ4NF->Y9+MGD&Q65W0*2
M26R.,=@IZ<9ZF@#0HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`**8\B(#
MN8#`R?I69J'B"RL25=BSX#*`.&'L?\::3>PG)+5FM17.6WBD7E]'#!;L(G."
M[C[OY5:^V3B?Y[AT!E*[-B\#FJ<&MR5-/5&S167;Z@QV!I`Y8-G('!!]JF6Y
M+HK+,I!`.0.*FS*N7J***0PHHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHHH`YK64B6^=Y;."1W<HA:U#JQ,?R[G(Z[\#DCC\ZZ2L*\ET
M]=0NHKL72NX(55A=U(*`,ZX4\XX]L'U-;M`'-ZW:137;S*\S7B-M1HEF/E*4
M''[L'!R=V._`Z5TB@`8`P*YW5I[NSGN9[>26.$R8;]ZBY;RP>`8FZX`'/+'%
M=%0!RNLVMG)J=Q]HL4EO),?9G,T2Y^4`94L-W(/4'TZ5T\$C2Q*[PO"QZHY7
M(_(D?K7/:O//!)?I'DV\Q(D(@5MI$0)&3(N?E&>GM70P"585$[H\G=D0J#^!
M)_G0!)1110`4444`%8NLVDEY=*KVDTT"("IB2W;YB3G/F^P'2MJL+4([:ZNI
M$?1'EF0J[2&*%BR!O4MG!"D8Z^U`&S;[A;Q[]^[:,[]N[..^WC/TXK*UGR?-
M9Y-,L[D1HF^6Y(7:&8@<[6X')/3%:=F\<EG`\,?E1-&I1,`;1C@8''Y5FW>I
MWUM?2QBS62(`;"!,?7G*Q,/3C/%`&A8.LFGVTBQ"%6B4B,#A`1TZ#I]*L5%;
M,[VT32'+E`6.TKSCT/(^AJ6@`HHHH`***BN9A;VLTY&X1(7('?`S0#T):*HO
MJ2))L\MBV8@>>/WAP/RQ5ZFTT)-/8P]:M9+R\C5K.YFA1#\R);L,Y'3S,GZ]
M.@K0TJ`VVGQQ-'Y>TMA2$!`+$C(0!<_3]:H^()S:F*X6>2!D1_F$BHI'RY&6
M5LL>P]C6AILIFLE<R/*"S`2/MRX#$!OE`&".1QTQ2&4M4F1[H0,MTJ>6ZR21
M6COP=O`.T@@]\`].U6='79IR+L=,,_WU96/S'D[N<GJ3WSFL_P`0ZA:6D\`N
MC&XVM^XG1_+?)'S9","1Z8_B[5>T2XBN=-22&<3*6;D9^7YC\O//'3GTH`K:
MX+.*>"YOK>VFBVLA641!BV01@N1P,-QGOWJWHQC.FQF(0B-F<HL.W:H+'`^7
MC(Z''?-5M;^T+)'+:&02QQ2,2KJH*_+D<HV3TP,#O5K2)WN-.CDD?S&+,-^X
M-NPQ&00J@CC@X'%`%+7(I+BZMXX[5;G:CMLDACE4\KSAI%Y'K_M5=T@8TZ-?
M*CA*EE,<<:HJD,<_*&8#\S6=K,2K?I+)I-I=HR$;WB=V)XZ[8VQ^-:.D2++I
MT;(L:*"RA(T*A,,1MP0#QC'0=*`+M%%%`!1110`4444`%%%%`!1110`44A('
M6J,]Z,A5)&2AP.V3Z@TTA7+4TZPJQ.254MC_`.O6-?3WUT[0+*MO'N`+19,G
M8X!'3Z^_2DEE!4AL@B.3"]A@^W7TK,U:_G5VMHU>)&".\X5OW8]>!]><\UI"
M.IG.22U(IKBY@=X8KR:\D`=?*C`+(H/4G!!]^]<](DHVR2JX\SD,P/S>^>]6
M[PJ+90LL+DN<D!A(WNV>/PJQI*+?R3"\+3[(\IO<X7_QX?S_``-=*]U7..7O
MOE)=$-Z80R,IM(Y1O0IN).1W`..U;QGVLP:486X'RAU(Y'HV/6HC8Q+;R%(D
M4K$D@1%4CJ>>%8YX]?Q[U:DAE(F8LZ`R1'!W#N/5P*PE)-W.F$7%6(D_UB'8
MO^O=<>6#GKZ-4]HO^C(#$"1QGRC_`$)H\N(R,&EQBX']SN/<GU_^M1%#!M;,
MP!#L,8B_O'UJ&:(VZ***S-`HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`
M****`"BBB@`HHI*`.>UB-([QA+)Y,,S$L5B$CN2GEX`!W=#_`'6_+BNAKFIC
MJ4<E]<JR0F)LRB.>/^Z".3!D\8')[=ZZ4=*`.;OIK3^T[M;J/29BKKM^VSA&
M0;%X`*MQW[=3QWKI.U9]Q/>K=,MI'YR@X99$V*.!T?/3Z*WZ5<MY'EB#21F)
M\D%2<]#C@]QW%`&)>370%Q%<2Z<\B-NCB>T;,Q"@@J-_)SQQGIVK?KGM325Y
MKV>+:$MRWF2,Y#H#".$'<?,&ZKR/QKH1TH`6BBB@`HHHH`*Q-:WB[C;R9MGR
M!G@64LXW'(S&1C:.><YSQ6W6'J#275\Z6R79\I0&:V>-=W)X;<X..#V!ZX/-
M`&K9AA90"2)87$:[HUZ(<=!]*QM;43:D(4MK":X\I/+%S:[RV2V?FW#"KC)X
M.,]R0*VK12EI"IC$15%&P``+QTP"0/S-5+[4#;W0B:>VMEVA@]QTD))^5>1R
M,>_4<4`3:2(QI-GY081^0FW=UQM&,U;J*UE,UK%*T9B9T#%#U7(Z5+0`4444
M`%07IC%E<&92\0C;>H[C'(J>F2DB)R$\P[3\G'S>W-"$]C(^PV=NMG<FV;?)
M)&#^_=MI_AZGG!Q6U6!:^5'J4<(L+G>O*JTX=(1ZXR<?YQ6_5S(IVZ&=JQ_U
M0#!&.<,ID+CIT1.6'KSCIZU9L<_8X\W)N3@YE(`+<^@`''3\*K:F\"2HSW$U
MO.L3LKPJ&8KE01@@@DDK@8SZ5-IAB-FIA#@;WW"3&[?N.[..,[L]./2H-"+5
M&2%X;AKVVM'4,BFY`*G.,_Q+SQZ^M+IEO`@-Q;7"3QR1J@9""IVENA'NQ'MC
M%+J)M5(^T>:6DC>,+%&SG:<;CA03V'/O4FG+&EFHB:9E+,Q:9"CDEB22"!CD
MGL*`*.N:A]DF@C^U&%65F;RY85?MCB4XQ][IZ5=TN<7%A'*)7E#9^=VC8GD]
MX_E_+^=4+_SAJ@\D:DCLAQY!A*/]W)PYX[#D#_'0TV4S62,S3ELLI,X4/D,1
MSMX[=J`*6MRPB6WBFNUM-RNPD>=XQQMXPK+GKW/'XU/HUU;3VFRVDB8Q,P=4
MEWD?,>3GGG!//ZT:G=W%N\*0`JKABTGV5YP,8P,(1C.3S[58LI'EM4>1MS'.
M3Y+1=_[K<C\:`+%%%%`!1110`4444`%%%%`!45Q<1VZ;I&`^IQ^/TI9I1%'N
MQDDX49ZFN9U*0:L_V:(JZY42SCD+ST4>O^>IJHQN3*5D2ZCKV238J)W4J,`D
MG)[`#W(]/3.>E;3[Z2^CG0Q^68%3<K'K@\DY_'CI[UG_`-HQZ=B*&T.U6`W$
M_?*YR<XY]/I]<"O8:JMK+=R/%N:X'\)^Z<YSZ_K70J>FB.5U?>5V=4L*++C;
MDB2126SCD9Y!_GQ]:CG65M/E:([G^S))&"-V64Y^[W[=C]:B@U6%[Z*%X)XY
M9)MZ(Z8PI7&>!WYZ?B:J:AK\=LS6D=N[,@:*0.=J]?0$D_G6:C*YJYQ2O<Q;
MNPU.:_<7$$DERY!;`!Z],XX%2:5=?V)J4OVN%]ZJ4*KMR#]3_2NO=]_F(K$E
M?*<(#NVY/3:O3H>YKF?$@LHKJXC\F47C2!B_`0*1T`!K6,^?W6C"=/D]],Z*
M,-<6D97<1-:<Y#$<8_O%1W]!3I&5?/8,J$P(Y!9%/!/H#_45C:!J+7MQ!9M;
MIB&!EW!=[-T[MP/\BMH,/+BCW[=]NPV-,JD8_P!T>_45C).+LSHC)25T/ED8
M-,>3^\C<;7?H<#LOM52YNVM[F2-=^`Q/WI>_/8>]6&=721PX(>V5QB61AP3R
M,?S'-5;^V>6[=UW8;!_U,I[#T-)6ZE._0Z*BBBLS0****`"BBB@`HJ/SHO-\
MKS$\S&=FX9QZXIZL&4,I!!&01WH`6BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBDH`Q=5^VK*US!:V\AB;;'OM3*Y^7(((88!;Y>G'4FMJL&Y>[MY9K<ZG=^
M>03;KY41WC:.IV8'.>N/QK>H`Y#5[".WFGG$$3QB0@LZ0J2Q7?@?N&SG.!SD
MDXKKQTK`OTC_`+0G\^RL+L%@0]P6/E#:."?+8+W/4=<]ZWZ`.8U?^S?[5=M3
MMS)+&RF!UNXXBJX'8R*?O9YKIZYG5[@JUQ#+"JAI"S/'+*?X,$$B$@?)U&<C
M.?>NFH`6BBB@`HHHH`*S;ZVTL7!EO;")V8<S/;[QQZG!Q]36E6!J%Q,NI2"7
M3TN(U50FX3LHZG.!$RYY'3TZ^@!K:?(DME$T8MP@&`+=]\8`Z`'`_E6?>?NK
MV8KJ-\)2L>((DC.=Q;:%W+[-U/09)Q6C9(%MUDP!)*%>0A2N6V@9P>1T'%9&
MKW-E#J@>Y>-G2,*@2XCBDC))SNW,I((V\<CKQ0!L631/90-`S-$T:E&8\D8X
M)J>JVG@C3K8%HW(B7YHL;#P.1CC%6:`"BBB@`J&[=8[29W9D58V)9/O`8ZCW
MJ:H[B%;BWE@<D+(A0D=<$8IK<3VT,BW@MK%U6.^O/OQED.T[BYXR=O.?K6W6
M/)I<%O)'-->739DB`#%2&(;Y0<+TR:V*J6NI$%;0QM434&U"*2WMEFCB7*$P
M(^UCCD%I5.>.P[]ZOZ:DB62B9"DA9F92JK@EB>BDCOZFL[Q`4,MO&T%K*[(Y
MC%Q;"7<V5`5<L,$Y_(9[5:T%!'I:($1"LD@98QA`V]MVT?W<YQ[8J#0AUL0^
M;;^=*MM\KXN'E=%7E?E^5ER3[GL:N:6P:P0@.!E@"TC/N`8C<&;D@]1[&JNH
MZH\-XEK`61RK,S-9RRC`V]`N,_>Z@G%7-/G-S9I*9!(22"PB:+D$C[K$D=,<
MT`4=?\T1(T4,C%58AXQ(6SQ\G[LAAN]>G'-7--&+)!Y1B&YMJG.2NXX)SSDC
M!.><DYJMJC2QW5O):*SW6QU5=BL-A*[C@NO<+W_"K.F1O'9()4=)"S,X?`.2
MQ)X!(`R>!D\4`9VLQ(;Q'NSI8@93MEN[7=LQCY=Q8`YR>..G>KVCX_LV/:D"
M+EMH@39&1N."H]".??.:J:_*T30-EC&%<LB2RQGC'S9C4G`YZ\<BKNDR"33X
MV`9>6!#.[D$,0<EP&_,4`7****`"BBB@`HHHH`*:[K&C.QPJC)XS3JYOQ!KB
M6UXMJJE_*P[@'&6[`^W0_7'I51BY.R)G-15V7-2GC=#YK!8\<Y8#`.WC-92:
MI8QQ.(BH2/!X7`^_GY1ZX_SZ<[=W<][+YD[ECV'8?3\JAQ75&CIJ<4L1KHBU
M?WCZA.F$P`2$'5CD]S5VWBAT65GNY0]QAHS#$`Q4$==QX%9UK+'`[M)`LV4*
MJ&/"D]ZFM+Z."-89K2*:(2>8P/#,<8`SZ?A6CCI9;&<9*]WN,O;^2ZO!<HOD
M.JA048YX&,YZYJF<DDDY)]:>^"Y*KM!/`]*;5)6,VVWJ;$'B.X2"2.>,390)
M&-VU$`_V1UK.U&]DU"Z:XD2-&(`VH,``5!BDQ24$G=%.I)JS8BLR'*L5/J#B
MK%A?W.G2M+:N$=EVDE0>/QJO2$4VD]R4VM4=,/$MN+>-&CNG80&-SYNT$^O'
MX\UT,=S:M$A^TPG*C_E[/I7G%)64J*>QO'$26^IZW1117$>@%%%%`!1110!E
MRQPFZNL1S-(Q4ED3E&"\$'Z8_7UJ]:H8[2&,DDJBC)&"<#T[52N58W,IF6[8
M<>3Y#$#&!Z'KG/7CI5ZV$HMHA.09=HWX]<<T`2T444`%%%%`!1110`4444`%
M%%%`!1110`4444`<U?P7US/<&+3YT1W8G*Q$OF/9][S!@8/H?Z5T@Z5S.NV]
MO/+<M)!&6#L#-(BLPQ#G:H/;&2"2,-V-=,.E`'-ZG+<+<72I&#"[$31)<8\P
M!%W,<Q$@;2N<-].3ST@Z5S^I-_I=X"=J%3^]5<'<(]P1CC)4`%L#.2<''0]`
M.E`'-:AJ%A<"ZQ=Z>T*-O,9<EISL&<,K#''RG@\=>N*Z6N>U:\NH;]XX!>2L
M20&@0ND0,?`8*.NXANA./RKH:`%HHHH`**2D#J6*A@6'49YH`=6#K,ER=0\N
MVTZXNML2LS17[P`9+?P@X)X^OY5O5BZSO6\B?R9M@V!GA64LXW'(_=D8VCGG
M.<\4`7-&EDETNW,J3*PC4;IBI:3@?-P3U]^:HZI)/'?%!K!L8RH9?-6/:Y.1
MM7*YR,>IZCBM6S#"R@$D2PN(UW1KT0XZ#Z5D3+>+J=SY"ZFJ$*<1/;D=6Y`?
MD#_Z_H*`->R=Y+*!Y`X=HU+!\;LX[X`Y_`5/45L)1;1"<DRA!O)QR<<]`!4M
M`!1110`4V12\;*&9"P(W+U'N*=4%ZZQV-Q(ZED6-BP!P2`/7M0A/8H75FL/D
M//>7DR^?'A24QNW#&?EZ9K6K#,=A'.@\B9G1X2-T[D`NW!Y/8BMRKD1#=F+X
M@G,9BC%W';LZ.5\R<PKN&W!W#GC/3H<U?TU_,LED\^.?>S-OC?>O+$[0>X'3
M/M46I75Q:RPM`L4BD,&B8MN;I@@*K'CG/'>K-I,T]LDCB,,<Y$;EU'/J0/Y5
M!H5-494N(&_TN-MC@36T1D*C*\$;6'/';M]:LZ>L:V:>3YI4EB3*A1V))))!
M`QDY/0>W%4-?2UD0+=1-,/)D(0(K;1\N7^8@9'Y\U:T>*.'3Q'$5*K)(#MCV
M*#O;("]AG./:@#.\420!8UE-J7",564P[L\8_P!9QMX.<<\"M'1C&VFQM"(%
MC+.46#;M4;C@?+QD#KCOFH-8N9[62*2WEP5C=GC\K>"HVY8_.O3\^:NV,KS6
MP:1U=P[HS*A0$JQ4X!)]/6@!+PV:+NO'B164Q9D8*"&QD<^N!18+''`8X8GC
MC1V`W.&+\\MG))R<]>?6J6M+;M+$EU.;6-XI%-QO50`2OR?,".>OK\O%6=)*
M&P4QY*%W(8D'S,N?GX`'S?>X&.>*`+M%%%`!1110`4444`5=2O%L+"6Y?G8/
ME'J>P_.O-W=Y97DD.YW)9CZDUT_C*X=VBMU(\N,[GP>K$<#VP/\`T*N9`KLH
M1M&YY^)G>5NPW%&*>JEB`H))X`%6;NPFLTB,V`TF?ESRN#CFM[K8Y[-JY3Q1
MBGXI,4"&8I"*?BD(H`9BDIY%(10`PBDIU(10,0BDI:,4`>LT445YA[`4456O
M;^WL$#W$FW<<*`,DTTK[`6:*RAXAT\]'?_O@TX:]8G^)_P#O@U7)+L3S1[DC
MV+M=3SK+M=MIB;)^7`P5(Z%>_P")]!5JUC:*UAC?&]$56V],@=JH/X@T]!EY
M'`]=AIG_``DNE?\`/=O^_;?X4<DNP<\>YKT5C_\`"3Z4/^7AO^_;?X5>M]0M
M;JW$\$H>,G&1USZ8I.,ENAJ2>S+5%1"=#TS^5/5@W2I&.HHHH`****`"BBB@
M`K*UF]DLT=XKVWB98]P@D4%G//3D?R[5JU4:17U/[,T2$"'?N8<GG&!_GN*J
M.Y,]586PD,L)8W<-U\V-\0``X''!//\`C5JJEA-YHG7RU3RIF3Y.C8QS^N/J
M*MTGN..Q@WD9-S?7FZU86C9'GVGF,F$5OD;>/7VY_,[M8.H3VKZE()Y]*MI;
M=@$-Y"&<\!@RDLN!DXXSTK>I#.=NK-C>.;B^@?:V?FMY"JC:!^\*N%SC^\.0
M?3BNBKG[^58]1GMI1.$N2/W44T"B<%0#D.P8=,<8Z?C70=J`.>":E&UR8UU;
M<SY#;K7#_*`#R..G85T-<Y>)'!-<VZS7A<Y,<@O9-L/R`G>2W!ZG'/'-='0`
MM%%%`%7489+BQEBBQO."`3C."#C\<8_&J-K;M)J:W*V<MN06:5Y=N6RH`48[
M<9J_J!064IDBEE4`?)#G<>>V.:RM'C7[8)9(KR.1@=L;+)L3CN6ZG]*TC\+,
MI?$C>K&N6U5-2FCLKBW=`BR%+B,_("6Z$,,G@]?0<ULUCW?G75V\$NEV-QY(
M$B-+-D[22!P4.#\OT]ZS-31LYOM%E!/G/F1J^=NW.1GIDX_,UEZM:K+J`DD>
M^A7RU"26GF$N<ME6VYP!QZ=>O%:MG-]HLX)]H7S(U?:#D#(SC/>J5]:7$UYY
MBVUK<1;%"B>1AL8$Y(&TCN.>#Q0!<LA(+*`3*5D$:[U+%L''(R22?S-3U5T]
M;E+1([M4$B`+E)"^[`'))`.?S^M6J`"BBB@`J&[\K[)-]H&8?+;?_NXY_2IJ
MCGVF"0.AD7:<H!DL,=*$)[&6++3H1:W!MYE,CIMW2L=IZKD;O7COUK8K$@-L
M9;91?3W2AAY4&!E,<9;C/'O6W5ROU(A;H8FN7#07=OMFAMG9'VS27`CXRN5^
M9&']W\OSOZ24.GQLC1.&+,6BE\Q6)8DG=@9YSV'I577O.,2""8JY5ML:NZL3
MQAOD!)`],8YYJYIS,UFK/*LK,S,2IR!EC\N>.G3H.E0:%#Q`B/Y2S-%Y!5@Z
MO$9"O*_O`-IZ#(R<`;LGTJYI,8AL%B1E9(G=$VDD*H<@+SW``'X5%JUE->-&
M(XHI8PK*ZO.\1.<<!E!..#D=.E6K*)H;5(VB2)AG*I(9!UZ[B`23U)/<T`4=
M:MUNY(()K-[R`JS-$CHIR-N#RP/<]#]>U2Z+(YM/*:W:)(F9$):,J0&(`&PG
MH``<@56\2201PQ_:4W1`,Y#2^4IQC@,!G=R<`$9YS5_2W5[!"A)C!94)QRH8
M@$8&,$`$>V*`*NKP^9-%Y;W/G%21'$\BA@",YVNH!YZD]^]7-/22.RC6:,QR
M#.5,S2XY_O-R:SO$(8"*5(Y"T:.P:,RY_A^7$9!Y_O'@8]ZNZ3(LNG1R)N,;
M%C&6=G+)N.TDL2>1@X/3I0!=HHHH`****`"DI:H:[-Y&C73[=V4V8S_>^7^M
M-*[L*3LFSDM=D\RZ&=P=_P!XX;J,]`?H`!68!4CN\TADD8LS=2:=%&9)`B@D
MGT&3CZ5Z,5RJQY$Y<TKC8F,<J..JD$<XZ5I:I=K>V5L[%%F#R%D7/`)ST[53
MG@,>)%5_)<GRV<8+`47$\ES*992"V`.!@8'`HM=I@I.*<2OBDQ4F*-M4018I
M"*D(I"*!D1%(14A%-(H&1D4E/(II%(!I%-I])0,]7HHHKS#V`KE_%0+7L`["
M/^M=17->)1F]A_ZY_P!36M'XS.I\)E6]K+-GRHG?'7:I.*FCMG9PBH2V<8QS
M6OX;&#/]%_K5G2H@+FX<CY@>,^Y-;RJ6OY&"A>WF<]?Z/J!&X6S&-1G@@D_A
MG-9,5M)/,L,2%I&.`OO776>O27&K?93"HB9BJD9W#'<_E5:_MVC\4P?9BL<D
MH#Y(R`>0>/H*N,Y+W9+I<SE&+]Z+ZV.<O-,NK.*.6XA*))]TY'^16QX7XM9A
M_P!-/Z5)XE686D7G3!PTFY`L148(XS[\=/K3/#(Q;S?[_P#2E)N5.[-(JT[(
MZ&.K<72JD=6XNE<<CI1)1114E!1110`4444`%9&MS0J\44ML'8C*S2,41/8L
M.?PK7JC=SSO="TMDB+^7O=I<[0I.`,#KG!JH[DSV&Z'N;2X7.P!QN547`4'M
M[_6M"J.E&/R942%(7CE*R(GW=V!R/;&*O42W"/PHYS59KNSN+JXMY)8X3(`W
M[U%R_E@\`Q-U``'/).*Z*N8O+S3WN[N27^Q[L*_R_:;@!U`5<@`HW?/3^==.
M.E249&H6\@-Z@O[>*.Y4NT;6Y=\!`IQALGIZ5I6ID:W1IG5W(R2L9C^GRDDC
M\:YK5;_2Q>S1RZA]GRY,R-9R%R3'L.&QTVG/(/;M74HRN@9&#*1D$'.:`.;U
M413ZC,C:O;6*QO\`/#-@^83&`3RP(^5L<'WZUTHZ5S^H.3=W`$,CLYPEP;>8
MM;_*!\F$(/()X(SFN@H`6BBB@"O?,J6K%Y9(02HWQ_>!)`'8]Z9!9/%*KF]N
M90/X'*X/Y**9K"1/ILBS9\O<F0!DGYA@?B>/QJK:KIT6IB."Q$;AF1)@HP6"
MY('?IG]:M+0SD_>-BN=UR#=>C[7YLMNP'E#%KA6YR!YHSZ?G715B:K<26NHE
MH&C>22%5:()YLA4%N0F5XY/.3TZ<<P:&O;[A;Q[]^[:,[]N[..^WC/TXK$UB
M$2:GF6&.2/R5VF73WN5!RV<;3P>GZ5L6<:PV4$2;]J1JHW_>P!W]ZQ]5O;5M
M0:+[3;AHT`;?JDEO@Y/&U1@G]?TH`V;0!;2$*%4!%`"QF,#CLIY7Z=JFJMIP
M(TZV#2/(PB7+OG<W`Y.>]6:`"BBB@`J&[<16<TA<H$C9MRC)7`Z@5-4=Q"MQ
M;RP.2%D0H2.N",4UN)[:&6L5E;3H\,LR3[H_,;J9-YXW9X.>?I6Q68NBQB99
M6N[IR&1L,RX.PY7/RUITY-$P36ZL8^NR&&6WD2]AM7VNH,ERL6X';_>1L]/;
M%2Z"KFR,KS22"1W(#.KJ/F;YE8*N0>O/M4M]:FZN(E%V8<HZO&.KH2N<<C!X
M`SSC<:DTZ*.&T"12K)&'?:4QM4;C\HQV'3\*DLHZSIL=].H6.#SO)=@S11LS
M$8VCYU/R\G]*LZ)&8M,2,J%VNXV@(,#><`A`%SZX[YJIK5O`;F)VL8)&=6W3
M/8M<XQC`PO/?K[5H:;@6,0`50`0`L#0@#/9&Y%`%74+O4;:]1+6VBNUD0LL7
MF>6XQC)S@C`S^OM5RQN&NK59714?+*RJQ8*02",D#T]*JZO);1A//BG=U5G!
M@<HRH,;CN##CD<9Y]*M61A-MBW4K&KNF#UR&()]^0>>]`%;5+>WEDADN!.54
M,C"--ZLI*DJP`)P2H_(YXS4VG-;&W;[)<+.AD=BRL&P68L1Q[FJFM7$%L\#7
M<*RP$,"&F1!GC'#L`W?UQ_.WISV]S`MW;QJ@D7;PRMPI.!E21W/0T`6Z***`
M"BBB@`K!\7N!IL2;L%I1QGJ`#_\`6K>KF?&/6S_X'_[+6E)7FC&N[4V8NFV7
MVR8H2RJ!DD#/^?\`ZU;L=I$AC"*1L4J`#V;&<Y^O?_[$26R#R-RQ+&&&X8[Y
M&!G\ZE<JI^4=#QCV/;\%[?I6TIN3,84U%%$V*MIZP$+)(D;%&P1UVM_4C)XK
M$E@>%RKCN0".0<''!KIBCE)%!.<8*CGLPY&<?P]R35>2S2_;YI6^7<W[O,A.
M0#V&W_/O5PG;<SJ4^9:;G/;:3;6_-H0\Z4K*L48SL5OF8X`/:L7;6T9*6QRS
MA*'Q$)%-(J<K3"M43<A(II%3$4PBD,A(II%2D4PB@9&124\BFXI#/5:***\P
M]D*YWQ'_`,?L/_7/^M=%7.>)#B]A_P"N?]:UH_$9U?A':-+)%YGE0&7(&<'&
M*O3:P(%<R6[@J,X)JOX=.3-]!_6KAN+.\#07"@=5PW]#5SMSNZ,HW459V.7T
MO48K;5&NKF/=O)Y7^`D]0*?/>_;]<$R3_9DSM24_PC'7_/K5^^\,=7L9,_\`
M3-S_`"-9=C:B+5HX+^/8HR7#\#&#72G3E>2WL<CC4C:$MKESQ&C16<"%YYPS
M;O-=\COP`./>F^&_^/>;_?\`Z4S64L8=/6.TFC<F4':DA;`V\\9]?YT_PU_Q
M[S?[_P#2LW_#.B/\0Z".K<72JD=6XNE<DCJ1)1114E!1110`4444`%9.K21+
M.#LN!)%&7>2!@I2//?/7H>/:M:L?5HX'NF!ANI9/)_>"&78/+R>O(SWXJH;D
M5+VT+FF"(6O[B.1(RQ(:3[TG^USSS[U<JM8QQ1VJ&&222-P'4R.6."!CKVJS
M2>Y4=C"O1'<WMU;VJ79NMO+Q7VU4.T8)029';^&MRN?G>>TN"$NHUCAEE?<;
M1FP2K.5)WC=P2>!V'TKH*0S%N8KV>]N8[-;=H?,7SA,Y5]VU2-I"G`QCJ,YS
MBM6UMUM83&IR"[OTQRS%C_.N?U1&>\N3]FTV>2,EV$MEN8(%!W%M_/\`='')
M'H#CI1TH`YO4TNY;V\%MI,5ZP(5+@RJKP'8O`W=.N?E/?UKH8#*T2F=$23NJ
M.6`_$@?RKG-3E6VU*Z=T9@[`[H[BYCQA!PWEH5S@$]<XQ734`+1110!4U-HE
ML7\Y"Z,RJ0#@\L`#GV)S52W-K%=PPQQ2;HYI(@S-GYBN\L?7/3/UJ[J$:2V<
MBR0/.O!,:'#'!!X.1]>O:J-A#I7VI6@#I<J2VR5W#`XP3M8\\=ZM6Y3*5^8U
MZR=7^P/(([]IY$('[F.)G`).`<JI()/'7MQ6M65J%Q!]IDM/(,EQ+'&5&_9N
M&YN=PY`7&21TR.^*@U-"V>*2UB>`DQ,@*9!'RXXZ\_G6-K-UY.I(JWD$+*L;
MA9[DP+C<<]`=V0,8/3J*UM/>*33[9X(_+A:)2B?W5P,#\J@OKQ8YDMU\W=OC
M+L@&%!?`SDC@D$<9H`L661909G%P?+7]Z#Q)Q][\>M3U%;S)<VT4\>=DJ!UR
M,'!&14M`!1110`5%<F1;:5H1F4(2@]3CBI:KZ@[Q:?<R1$ATB9E([$`XIK<3
MT1D6[VZR6CV=U)+=2.HE4REB1_%N7MC\*WZSK:2])C9K"%0^-\@FYQZXV\UH
MTY$P6AS_`(E`2,F>YE\E@6V,T:(,``@,4)W')P,\\\BM72W\RQ1@[R+E@KOM
M^90Q`(V@#!`!&!TQ5'Q!)*JJD,Q1_*=PH=TR05`.5!)(+`;>^:NZ3+)-8+)*
M3YA=]ZDYV'><IGOM^[GOBI+*7B"`W(BAC1I)71]J;%<`?+EL,RC<.,'/&3Q5
M_34DCLE$JNLA9F8/C()8D]"0!SP,G`Q6;XB4%H7,,<_EQR.8I(%E7:-N6PSJ
M./SYJ]HQ!TU`(HX=K.I2.,1A2&((VAF`Y![F@"'6K8W21(8+B9`22L20,,\8
MSYO]/>K&E12P:?''."&7<`"J@JN3M!"_+D#`XXJAK]E;SR(TGV:.0QL%DDCC
M)9QC:N74\<FKNCP/;Z;'$Z",@L0N$&%+$C(0!<XQG'>@"MK#7/GB."Q2Z,D+
MH%%P8VVDC=_"0/X>]6='!&G)O!#[W+Y;<=VXYYVKWST`'IQ5779((Y;8R[%<
MA]LDEX]LHZ9&Y>I/''L:L:/%"EIYL#*1(23Y=T\\?4_=+?K@#F@#0HHHH`**
M**`"N>\4!6NM.#C*EV!'ME:Z&N;\7'#6>.OS_P#LM:T?C1CB-*;+<$1C@CC/
M8`''?`_S_P#7I&`$9SUQM)_#'/\`WWZ_X4VWN1-;;F`)*[.N1D^_0_XT^:4,
M/,.`%.[([#/MGL@[BKL[D75M!8E\PD`DAL-]TMW!]`O\5+#CY$9ER0H(9L=5
M*_=7Z=ZSY91NCW-A1'O0X)W'H`<]N*E&HX@.-XE(X*X`4Y)_K5\CMH9JHKZE
MC4+MK:W"0R/'*V&`$>T8Q@]?I7/F(U;=WD(,CLY'`W'--VUM!<B.:JW4=RFR
M$=J85K3M[5[J811[0Q&>3Q4NGV6;@RLT0$+C*OT/-4YI&:I2;5C#9:C(K4U9
M%749PFTKNR-O3I6>RTT[JY+7*VB`BF$5,13&%`R$BFU(13<4#/4:***\L]H*
MYGQ.V+V'_KG_`%-=-6)X@TN>]:.:VPSH-I0G&1[5I2:4M2)J\2GHE_#:&7SB
M1N`Q@9]:B:8-(Y'0L2*B31=3'6V_\?7_`!J5=)U$?\N__CZ_XUTW@G>YS2C)
MJUBM%JUWIMPR(^^+.0C\C'MZ42ZK'<ZU#>,7MU51NP-Q&`>GUZ5)=Z'J,R@K
M;_,/]M>?UJF?#VK?\^G_`)$3_&KO3>MU<SY*BTZ#-6O[6[)^SV2P'=G>#RP^
MG05?\,'-M-_O_P!*H'PYJY_Y=/\`R(G^-=#HVBSV%D1*RF9VW%0>`/3-1.45
M&R9M",N:[1H1U;BZ572&0=5_6K,:D#FN1G2A]%%%2,****`"BBB@`K%U6(RW
M["!&,J0!I")VC!3)P..IZ]:VJRM4;3S=1QSV@N;IU^1-HR1GU/'K5PW(J;%K
M3(HH[&(VYD,3J'42.6(!`P.>@]JMUGZ*%.GK+';Q6Z2G>J1^F!U]^*T*F6XX
M?"CG=3C,NH2Y>W$BN/*@=9-TN5`)P'`;J1TZ<'%;5G-)/;[Y4".'=3C.#AB,
MC/8XS^/>LN[,T=S>W$%S<QPQ',X5H^"$4_*K(<\8ZD5MTBC*U*+56\R2SN)5
M.[;'&@CP1MX)W*?XNO/0<#-:M<[?367V^X^T#1;D[_E%U=`/&`H!&"IQR#Q7
M14`<S>RV=^UV)Y[^W@23+"*T89_=KDME"1P<8X!'8UTU8VH?90]P#/=*KL1<
M0Q!2'`1=Q.1D#:5!P1[<FMD=.*`%HHHH`KWS,MHY1Y$;CYHTWL.>PK/T^2Q^
MWA`ER]YMR7N$;<!^/0?3%7]0?992L+E;;@#S67(7GTK,TAXHITABU.VG+DEE
M6+#R''4MN/-:17NLRD_?1N5DWR3R:DWV.>:.18D,@#HJ[<MC&Y&R>OH.G-:U
M<YJOVB35'@(L;A]B-;Q7%KNQDMDYW<8P"3CTXSUS-3<LI%FLH)59V5XU8,X`
M8Y'4XXS]*R-5B=[P_:?(FCV@QH^ER7`3D_Q*<9_^MQZZNG2>=IUM+EFWQ*V6
M&"<@=:R=4M[^YU)TM9XQLC5BI>:/"DG'W)`&.0>P[<T`;%DZ26,#QRF5&C4K
M(1C<,=<=JGJMI[*^G6SH`%:)2,+M&,#MDX_,U9H`****`"HKF86]M+.P)6-"
MY`ZD`9J6H;N,36DT95G#QLNU2`3D=`336XGMH11:E92[`MW`7?`"B5<Y/;&:
MMUD07H%W':?V:ZR`#)W(VP>IP>*UZ<E847<SM2F*75NBV:7$A5VB9ESL<%0.
M<':,$Y/M[BI]/+FU_>1+&X=P0J[0V&(W`=L]?QJAX@1]L4L<,K-&KX:/S2<\
M?+B,@\^IX&/>K^F[A9+N21!N;:)&9FV[CM)W<Y(P<'ITJ2BGJ5AONEN!'=SH
MR,LD<-RR$YVXP"P`'!S@C\:LZ1:FSTZ*#88PI8JC-N*@L2`3Z@$=.*JZY:S7
M$ENT=JMTJA@4DA2503C!PSKSP>F>I_&SHQ!TU`(4AVLZF-(A&%(8@_*&8#D>
MISUH`9JT\<042FY9=C.T<#!<J,98G(/&>Q[]#4^GK;):".SB$4,;,@0#`!#$
M']0:H:Q<)+,EH;<2*`6=I;"2X0'C&`,`]>H)QBK^FL&L(L;<#*@)`T(&#C`1
MN10!G^()_LABN%F>!D1_G#HBD97*Y96RQP,#O@UH:;*9K)7,CR@LP$C[<N`Q
M`;Y0!@CD<=,53UQU7R\R3H51W+6V!(%&,G).,<C(P2>,=*MZ9L%D%3&%=U)"
ME<D.03R3SD'GOUH`MTU'20$HRL`2I*G/(."/P(Q6/K%S']JCB,)N"BMFWDAE
M*/G:=P*HP)'T/7M5W26#Z>C"0N"SXR&&WYC\OS`'`Z<^E`%VBBB@`K"\5H#8
M0OMRRRXSZ`@Y_D*W:H:W$9M(N5!`PN_)]%.?Z5=-VDF9U5S0:,71Y&$`7Y1M
M#2+\V-Q'J/6I-1;9`(SN#,<`_0#/\S52RA%QI4^&8/"2W'I@<'ZX_2EGE5RZ
M#G+AP1C'(Y%=BC>=S@<[4[$2C@5(!2**NP8M4$S#]Z1F,8R.N#FKD[$0C<JX
MI0,]!5AH%2WWRDK(^"@QP14^F>4LP=I"LH8!5`SD&H<K*YHH7:3&Z;`/,$[.
M@V,!M8=<\9J/4+1(@)5D5M[L-JC@<ULEB$^\_"GI'Z&JNJ@M:M\SG;)GE<#I
M_P#7K&,VYF\J:4+&5%8)<64LB^89U8!54<'-9L\+PR-'*I5UZ@UT#13PV\9L
M?,"NF]\X[=ZS[F6":TD:96:\9@?,[8__`%5O";;\CEJ4TEV9CLM1$5885$PK
M4YTR!A3<5*PIF*11Z;1117EGMA1110`4444`0K<PO.\"RJ94^\F>1QG^M35D
M3RVWVBYA:VEGD:8$#``W>6I^5NV`!6C:2)+:0R1EBC("I8Y.,=_>@":BBB@`
MHHHH`****`"BBB@`HHHH`*@NHK>:(K=)&T?_`$TQBIZR=03?J2F>RDNX%B&Q
M5"L`Q)R2"1V`IQ6I,G9%^SMHK2'RH2WEYRH+9VCT'M4]9^D*Z03*87AC$I\J
M-\95<`XX)[YK0H>X1V.6UHK]O6X\HS.6=8IU566$*NTY[C:_).#CU[5U%8UV
M(8WEM?.E,+[Q(D5J\KKO^9@'7.W.<X(SR,=JV:11S]WK<NZY$(GC2++AS:2?
MW1A""O'.22>V,=>.@KGM0E1KZZB_M>UL$W!989N?-RB\_>4KP<?*:Z'M0!SF
MM23I<7+VS3M*2(REO;+("NS(WG8W\1Z$_=Z"NCK$:*XBGF6VN-4N&W_O6C%N
M`&VCCY@.V.E;=`"T444`17$Z6T)EDSM!"\#N2`/U-+%-',T@0Y,;[&XZ'`/]
M14.HQ1364BW$K11C#%U(!7!!S^E4=+$`NV\NZO=[DR&.=0HDXQG[HSVZ525U
M<AR:E8V*Q=9:YBN8Y8W*QH%;+R/'&N"2VXJ"#D<?-P*VJQ=6+&_`,>46-2&>
MSEN5)R>@4@`C'7KR/05)9IV0Q90#SA/B-?WHZ2<?>_'K65K%M'<WRQW7ER0%
M%)41EY(\%LD84[0W`+9&-IQSR-BW8M;QLQR2H).PIV_NGD?0]*Q-36[MKN::
M&ZFV[4,C/*D:JI8@`?NFX'.23D#O0!KV&_[!;^;(LK^4NZ1#\K'')'M5BJNE
MG.EVAPRYA0X8Y(X'7@<_@*GDFCB1GED1%0;F+,`%'J:`'T4R*198DD3.UP&&
M00<'V/(I]`!4-VZQVDSNS(JQL2R?>`QU'O4U0WB))93I)NV-&P;8,MC'./>F
MMQ/8RK>"VL758[Z\^_&60[3N+GC)V\Y^M;=<Y:)9W$\<D<^I2@NG)B^0E3QD
M[>@-='53,Z>VAC:_Y"/!//;PW.Q''E2HS`#Y26^56QC`ZC'(YJ30[9(83);D
M"!U"A`C)AU9MW!`/<#ID[<FEUAW62)5CX>-U:0VLDX`^7Y<(1C/K[58TI!'I
M\:C)Y8DF)XR26))(<EL^Y//6H-2OJ.ER7MVLI>TDC52!'<VOFA2<<CYACI_G
MM:T_8ML(DDMW,),;?9UVHI'\.W)P1Z9JGK%I<3/OM3('$;,2)90I(QA=J.HR
M<GGVJSI'FC3HQ,'W;FY<."1N.#AR6&1@X)H`KZE!`;R-S#>S7#HP5;>Y:/"C
M&?XU'ITJ[8HL=JBK!)`.?DE8,V<]203DGKU/6J&N6]G*8WO9W4*IPJVZ2X'&
M3\R,0.F3TZ5=TV*&"R6&W</&C,N0BKR&.1A0!P<CI0!#J?[Z6&U^Q6UWO5GV
MW#8`VE1TVG/WJ-*NQ.GD?9DMS&BL$C;<H4E@`.!_=/;'IFJ/B2>W#P07+IY9
M#.R[H-V>`.)>,?>Z>E:.DO'+81RQL7#`C>QC)(!(`S'\O'M0`S5'@B,<DEU-
M;2*K8>%-YV\;LC:PQP.<<>M6+%8DM@L,AD4,P9V/);<=V??=FL[Q'&&@1V24
MJ`RLRG"@''WMI#X..B_CVJYI#*VEP,IC(9<YC+$$YY.6Y/U/-`%VBBB@`I"`
MP(8`@\$'O2T4`<C8*;*]N;8DK*O"2;>>#D<>AJ2[MD5A+%D^8QROIW_R*F\0
M1-::A#?1`C?U/.-P]?J.WL:A6Y,\HE1#EY`QYZ;1_@?TKNBV[21YDDHW@^@Z
MQMWEDSY99!U-:)O;<N=YR2.I4,.Q]N]4X6,4CKYNP+(>&7*GGI['BH)$*RR8
M!PK$9I-<SU+C+DCH:5[+$;<,D:.'RJL$(VX/:HK>S?,<OF("/F*DX/!Z57$_
M^C+%M.5?<&W?TK8\\&98BS[G&0"`1@CVJ'>*LC6-IN[)"@)(VMU*\2'N,TQX
MQ*FUXG8'82"__P!>H+>Z68D2^4L@<`*4Y/:I28@K+^X+!2".G0UE9IFUTT,A
MMYDN&#!C`051=_W14<]E$;20K:HK&(,#NZ&K),>_.(.'!^]ZC%5XYHY+E[<P
MPJ%5E#$\'D<52;W(:CLSEI%P34+"NFU"QAO&$OVB&$+$"0HSFL?4=/:UF98B
MTL:@$N%X&?6NN-12//G1E#7H9C"H\5*PIA%69H]*HHHKRCW`HHHH`****`,F
MZN'%[);Q-%&9&P4:(L7&P9;@CCH/PK0M&W6D+>7Y>4!V#^'CI3'MI'E=_M4J
MJ<;57;@<>XJ=1M4`DM@8R>IH`=1110`4444`%%%%`!1110`4444`%8^J6UW+
M<S?9EC/GVXCRTFTJ0Q.<8YZBMBJ%S%/%?B[@A$^8O+*;@I'.<C/'U^@JHNS(
MFKH72XY56YDF5%:68OM1]P'`&,_4&KU5-.@DACE:8!7FD,A13D+G''Z?F35J
ME+<<59'-ZG<3VNHS>5?20&5SM@&PM(1$""H93P2-O&>3^%=)7.SWN^ZF^VV>
MI18<","Y6%<;1QQ(`><]S_2NB[4BC!U*\DAO)T`NFD'^IFBSY,'RC_6]NN3R
M#P16]7..]J8[D2:GJVU_]=FTQCY0.?W7'&/K71T`<SJ<JVVI73NC,'8'='<7
M,>,(.&\M"N<`GKG&*Z:N>U-;:YGO(KJ>]AB20$_9K<LI_=KDLVQNQP>@QQSS
M70CI0`M%%%`%>^MS=6DD*L%8X*D],@Y&?;BJ\45Y<7<,UU%%"L&X@(Y8L2,>
M@P,9J?4+@VME),H!88"[NF20!GVYJK%//!>00RW27*S[APH4H0,]NW!JU>Q$
MK7-.LF^^S"^87":CR@8/;O.5[C&$X!X_6M:N=U-EN-1/$L<L!0JS63W"\,3E
M2G3/0^HX[5!9O0;?(CV;]FT8\S=NQCONYS]>:R[S[3!=R;[Z_6%E#1^5;++A
MLG(X0G`&.OYUHV2+%901H795C509`0Q`'<'G-8NN1EM0#"VBNL1HI26V24(6
M8@$;I%QD\<>G-`&W9^;]C@^T9\[RU\S.,[L<]..OI6)JTC0:J)F@63A,*'D8
M-@G86"Q-@AF;'/)^G&QISK+IMK)&JJC1*5"J%`!`Z`$X^F35'5$WW+)+]HCB
M=$P]O$SLS!F."0"5QP0>.O6@"[I81=+M!&<H(4"\D\;1W(!_0?2K55[!&CL+
M='B6%EB4&->B''0?2K%`!3)2XB<Q[=X4[=YXSVS[4^J^H1M+IUS&F-SQ.HR<
M<D&FMQ/8S]/L]0M[AYI5M7>9@9'61AQ[+MQT_P#UUL5FVT,R>5NU1FQC,>V/
MGVX&:TJ<G=DP5D9.MP0W+1PRVSW3O%($C54.W[OS_.0,CCWYJSI%N;;3HXFB
M\H[F8IM5=N6)P`I(`YXY/%0:S:1S^5-/-9I'&&!%W")$).,'EA@\'\ZN6$`M
M[..)1``,D>1'Y:<G/"Y./SJ2S(\2.BSVWFQP.H5L+<)$Z$DCG#R)R/4?WJT-
M$DCDTR/RA`H!8%8%557D]E9@/S-1:HURMU"UI"[RJC8.U&7!(SP9%.>!R..:
METRT\D&9DDC9XU0QN%R-I8Y^4D?Q>O``H`BUJW%RL:!)'<AAM16^9>,@L&7&
M>.">?0XJWI\;Q64:20K"X!W(LADP<_WCR2>I/J>]8WB>>W+);O)&'V'B1HB!
MG^+:\BG<,<'W-:FC.LNFQR*^_>SL3N4C)8DXVLPQG.!DX'%`%'67M;6\26>Y
ME`=3NA2_\HGI@@%U&.#TQ^-7M'8/IL;"4RJQ8AC+YIQN.`6R<D=.O:HM6,C2
M0Q01EYB&92CD,`,<XRH(Y'5AVX-6=.8M9)F=YV!*L[J%8D$@@@`#@\?A0!3U
M.[>"\3;IZ7!1<K(4E)7/4`K$P'0=ZO64[W-JDLD?E,V<KAN.?]I5/Y@54UF"
MPFC7^T9H(XRCHGGE<!CCYAN[C'ZU-I$4,.G1I;30S1;F8/"`$Y8DA0"<`$XZ
M]J`+M%%%`!1110!5U&T6]LI(3C<1E">S=O\`/IFN6M)V66*&11&R/@OC##L0
M<UV=<WKMF;6Y%["OR2<2#`P#_P#7_G]:Z*$OLLY,3!Z3700><MXV-C.<'8>0
M^1V_.G"21;UWC#9&&9>A.,9X-,,:0SJ!RK(250Y'!S_+!_&G)=[Y#&D2ON!4
M$_>Q_GM6WH8IVT;ZBRP@B29F$>22J-U//(]C4*LRL&4D$="#6@J1W(DD"9=P
M1R.?N]@?Z5G.CQMM=2K>A&*(N^C'-6U0Y&82JRMA\Y!]ZU+6WN4O6DE.=WRE
MEQZ9K/LHDGN!&^[!!^[BM<?*`Q51PISY9'?':LZCZ&E*-]6+(SK`S`MN$88`
MIW%99U>X!SMBX.?NU>N9T@CRPW#+)A9"",\]*RH);9(V$\+.Q(((..**<5:[
M0ZDFFDG8V+>9IH(6+,-\9!VQ=_R^M-F!GMY`S3E9(`<!`/KVZT6C1RPQM`K+
M&LA`!DQC(_\`K]*<$'[L$#&'CP9SZ_KTK)Z,U6J,34-"D:Y/V.+;$%7AW[FF
M"R6S'D3V4,TB=7$N,YYK8?RY;=@QM\R6_4R%L8_IS7*_8;U_F^RW#9YSY;'-
M;P;DK-G-4C&#O%;_`-=COZ***XSO"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`*QM;@,TR*FG>>Q7#3[58H,G@`D9/^-;-9VI_;]R_9L_9\?/Y6
M/-S[;N/ZU4'9D5%>(_2((K:S\J&VE@4-R)<;F.!SP3_D5>K.T+_D&IN\SSL_
MOO,SNW]\Y_"M&B6['#X49-YI4EU>F<2)'@@@N#-D#T5N$_#^M:U89O'6WE\V
MY@N5>25&@E&0%#$8+*#A0,9W`]>36TB+&BHBA548"J,`#T%24<_J$J-?747]
MKVM@FX++#-SYN47G[RE>#CY370CI6/JME+*)94OC$YD"IFY>-5!7`&%.,[CN
M]^!FMB@#F]2TJQ-Q<"WAE%PPRJ+IZ-'NQQ\YC(_\>ZUTE8Z65];W9GAM;(N9
M'9I3,RO*I)P&^0],CN>E;%`"T444`1SI%)$RSJC1GJ'`(_6J.VQMKZU6WM;8
M/*S+O15!7"D]OIC\:FU61(M/D:2))1E1LD&5)+`#/XG-4=."?V@T:VE@CP-A
MIHE`+97(VCJ.O/-7%:7,Y/WDC:K`U&PB&I/*7OK=9%4[K,R'>V6R&"YP.GIU
M/-;]96HSWB7L:6NZ0`(QBB:/<1N.[<'(.,#C'?.:@T+UD)!90"92L@C7>I8M
M@XY&223^9I76"<R0R)'(2HWHP!RISC(].M+;"86T0N"IF"#S"O0MCG'XUS^N
MP6T5Z9_L,,VWRVD5(8F=]S$'=NY)(&%V\DT`;UFYDM(G*QKN4$")MRX[8.!V
M]JHZEIGVJZ:7[):7`>,1YF)4QX+<C"G/WO;IUYJ[8%FL+=G9&8Q*2T?W2<=O
M:L'78=.:\E:2:QBE54)0B#S)#GYL^8#SMQCH*`-K3K,V4<D>X&,L"BJ,!1M4
M=.W()P..:N55TP$:9:`F,D0IDQXVG@=,<8^G%6J`"HYU+02*$5R5("/]UN.A
M]JDJ*YP+:7+.HV')C^\..WO0A/8Q;`>;=[/[,TZ"6%@77'SJ,]1\N#[<UOUS
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M3R,?_6&*`*NO><8D$$Q5RK;8U=U8GC#?("2!Z8QSS5S3F9K-6>5969F8E3D#
M+'Y<\=.G0=*HZK^XN1<&[O0XC9A'`(L(@V[C\R\]NY/I5W31&MIB.220"20%
MI,;BP<YZ`=\T`5-;F2*6WWVEQ<`J_P#QZN5E'W>F&!(]?H*N::\4EC&T,31(
M<_(Q!8')SD@GG.<\Y]>:@U/RUFAD-U=02!6"BVB\PL#C.1L;C@?G4FEPB.`N
MEQ<RI(Q8"XC"%3DYXVJ>2>]`$.IV][-=0R6;JC(C#=YP0G)&>#&^>@JW8B=;
M1!<N'E&=S;@W<]PJC]!6;JUC+/J$+V_F[WB="5N738<IAMH89`&<@=3C/J+V
MEP26UBL,H;<CN,LV68;CAB>Y(P3[F@"Y1110`4444`%1S0QSQ-%*H9&&"#4E
M%`;G(26+VUZUM(V78`POGKSQ]*O72JR[1AI$4MR<-C@Y]^__`.NM;4+&*_@V
M/\KKRCCJI_SVKG3]JAU!8)E`FVE">T@.>?\`Z]=D)\^O5'!.G[+2VC-:R(98
MV;NB]>_5?2B6VBEQO!&`HR#@CG'IC]!4-K#]G3:SC<.2021V(./SZ>E67D4R
MLBE2R@G`ZCH1QQ_GO4/>Z-5K&TAMO9)`1(3N88()XQS@]>#^=6<84X&/E8#:
M".AXZ5#+)*@'E(K%F(^_@D=?Q_6FO#YMP7CN)(I&(.!Z$>G![5.KU;*5EHD2
MS(EPI1R64NIPK@]1[TY481K&%;;M9.54].E(21'\[=$!Y(YVGG[PI0O[S(08
M$G78#U'L:DKK<0Y+/E>RR<6YSGO_`"I4.UB`&`27^&$C@C_Z_6F;`&";<9C9
M,>6XZ?C36&6E&WED1\%9#R/\_6@"53)NCXGX=DX5`,=?Z5S,^M:E#/)$+E@$
M8KRJD\'UQ702(I=SY:_+*CC-NQZX'K]>E1,'B=D%N2`QQMLP1U]<U<&ENKD5
M(REL[&S1117.=(4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!5:Y
MNG@D"K:7$P(SNC"X'MR15FL[4_M^Y?LV?L^/G\K'FY]MW']:<=63)V1+IS3N
M+AYTDC#3$QK)C(7:/0GOFKE9VA?\@U-WF>=G]]YF=V_OG/X5HTY;A#X4<[.^
M#<QQ00N-DPEB4'SMF2?O=@W...XQZUT/:L6X6QAGE\Z346PSEW%S*JJ=I?:`
M&'1>F!VQUK:J2CF[R_TM[J8?:8)#."$(ND\M25VLQ/53@8[^W4UT@Z5B7X(D
MODBD(M9#_I;^3N,?R*#@[A_"`?NMC]*VQTH`YW5+^#[1=02743.V4B_TJ-8X
M_E`(D0L,\YSE6XKH8T6.-41555&`%&`![5SEU");BX>"?4&<',$<,TS1R94'
MYF!PO)Z97`Q724`+1110!6U!XH[*1IXEF08_=L`0QR,#GWQ5*TC6VO8EGTZT
M@>3/E20`$@@<@\#G&:O7R*]G(KQ/*I&"L?WNO4?3K^%4;`P27:F6]EFN$!$<
M<ZA&4=SC`R?>K7PF<OB1K5D:S8W%_((XUWQA?NS8$1.?4?.#^G3WK7K)U:[^
MS7"*MW':N5R#/.B1MU[')./;';FH-#2A0QP1H0`54`@$D=/>L75GCAU9'EF@
MMM\:A)WF52N"V[Y6."<,`IP<9/T.EI:E+14"VXC',;6R[8W4@'(&3CDGO[]Z
M2]M#*K-%N$LAC4L"`5"OG(SQD9)]Z`':4,:39C"+B!.$;<H^4=#W%5-0NYK.
M^9H5,Y>)08L2D1X+?-\B-USWQ]W\M*WA2VMXH(\[(T"+DY.`,5D:Q:SR7+3P
M;DV1H&93*2XW'.`CK]T9.,$G-`&I9!ELH`TCR,(U!=U*LQQU(/(/UJ>J]AYG
M]GVWG*5E\I=ZDDD''(Y)/YDU8H`*9)O\I_*V^9@[=W3/;/M3ZBN1(UM*L)Q*
M4(0^AQQ0#,O3K:^@NY))/LDDLC#S2DK#`]EVXSCU_.MFL"W2W,EHEG:R174;
MJ96,14@?Q;F[Y_&M^KGN9T]C(U.:^M]0A:*0"W:-@<6<DQ4Y7KM/?G_Z_:]8
M,SVB,\CR,Q)+/$T9ZG^%N0/3/:J>LB1I8!%:K?-M;_17;:K<K\Q)!''OZ\59
MTO/V%=S$G<^0<_)\Q^7GTZ?A4&A2OI(EU++7VHQ2A2$2&VW+CC.#Y9W=NYQ[
M5>TORC8J8)994+.=\J[6)W'.1@=\]JI:_<BT6.99&A=4?][YBH,?+E?F5@6/
M&!CL>15S2F1[%6C+,I9\.Q!,GS'Y\CC#=>..:`*6N2Q"1(I527(!$4\"M$>?
M[S%0&_$_3UT;$.MG$'AB@(7'EQ-E%';!P.WM1<6BW#?O)9O+P!Y:/L'UR,'\
M,X]J6TB@AMUBMHA%$A*A`FT#DYX^O?OUH`JZE:S7$T;1P(^Q2`_VR2!AG&1\
M@.>@J;364VNP,A:-F1PMPTVUL]"S<Y]CTJMK$=Q.\<%K-ME:-V5/,>/D%?FW
M*#TS]T\'/M5K3F=K7,D@D?S'W$$D*=Q^4$@9QTSCG%`&7K1>34(D_?1!$8K(
MEO._7&>8G'Z^GO6GI8*V$8+NYY^9TD4GD]I"6_,_I5+5K](KZ*W&I6UKNC82
M"20*5!*X89_BQG`/KGMBKFE,7L5/F^<N]PC[BV4W';R>O&.>]`%RBBB@`HHH
MH`****`"J]W9QW:KO^5T.4<#E3_A[58HIIVU0FDU9F/>:?YA5LF.5<`.A/'^
M<U'<12M'')!)M;[I5^0..><?I6TRAUP:K3PXB)[*VX8_/G\JTC49E*DM;%",
MRO<I()&"[5+1@D[NWJ/UXJ3=MCP#@!>`/]EO3_`&A8V$GEX!X*@,..O'\\_A
M2`[V=3P"S*?H1GG_``J[W(M8E5CYGEEPHW%<'W&?4?RHSNCW2A=VQ7Z#G!]P
M*AW$#(!!PCX_3IP!^=(J<A%&!N=/E]^>P`_6D,M8_>H4``$I'`]1[-31$VY$
M^8`HR'*OVZ?Q?6JTTV;%#NRWRL22">"/=CZTZ9PAC<19(E!_U9[CUV?RI68[
MHEE1BCG;G=""`T9ZCZMUZ?XU!<6OF3%_)B^;!Y@C/;W;-/0A)(]T150S1@A#
MWY_YYCTI(;R[2)4&FS.%^7=N49QQTP/Y4:K8;Y7N;%%%%8FP4444`%%%%`!1
M110`4444`%%%%`!1110`4444`%%%%`!6)K5U<0W#K%+/'M@W1B./<'<D\'@]
M@/3K6W5:ZOK>U(65R9&&5C0%F;Z`<U4=]B)JZWL0:/(TD,X+RO&LQ6-I00Q7
M`/?GJ36A5:QNOMML)Q$T:.?DW$9(]>.E6:4MQQV.:UF\T^WNIUO]JW.<VR%G
M"2_(!E\';URIW8X]JZ2L&ZN;^TN[B2",+%-*`#)'&06P%`!\Y2<X[C-;U(HY
MG4(9C-=-+>1DEB&2."0#:$4DLHE"L`".2#V'H*Z8=*QVENX[IXY[;2VEF^52
MUP4>5`/38<\YX[9_$[%`'/FP:>>[`T?1WD$A^9VR02H.3^[YZY_SFN@KFM7M
M+.34I5N+>WDO)L?9G9XP%^4`;E8@MR#V;C%=+0`M%%%`%;4"JV4A>:2$8'SQ
MC+#GMP?I67H\$T=UDVF^/!_TJ92LA_`DD_I6X3@9/2JL>I6LUU]F@D\UQ]XH
M,JOU/2K3=FD1)+F3;+=8MT+R:\N8DM80^R-A(+H@X#,5.#&1G(/'(K:K&U:Q
M2^NA]HLFO844!%C9`8WYR6R1GC;QS]*@LOZ9M_LNTV+M7R4P-V[`VCOW^M<[
MK+I#JTQN8-/;>J[/M$$))'/.6F4GTSCM73VJRK:Q+<,K3!`'*]"V.<50U"2<
MWGE6TE\66,,R6P@P`2<$^9SS@]/2@"WIX0:=;"/&P1+MQMZ8_P!GC\N*Q]3C
M>\U-_)LX[L1HJD2P1RA3EN1NE4C/3I_#6W:1K#9PQ)&T:HBJ$8C*@#H<<?E6
M/?FU2_D-_HL$N_`CF/D_O.O'SL#G&/\`.*`-BT4I:0JT:QE44%%4*%XZ``D#
MZ9/UJ:HX`JP1JL7DJ%`$>`-@QTXXX]JDH`*BN1(UM*(3B4H0A/9L<5+10!CI
M=&=;.W@6Y6>)U,N]6&U0/FW$\']>:V*IMJ5J+I;9)/,F8XV1C<1[G'2KE5(F
M/J9NJ"W^T6YN(;M@%?$EMYN4^[P?+YY_I4VFV]M%"7M1<*DASMF:3(Y/\+\C
MG/89JKK<FUHE6.25@"2L4\Z$#L2(E)(X/)JUI2,FGQAI3*26.3(SXRQ.W<W)
MQTYYXJ2BIJ4%S<WR01W4<)>-VC=86WH!M##<)!UR.W;V%6]+(^PJ!L^5W0E(
M]@)#$$XR>XZYYZU5U^`3VP$DL,4*JS`RB,@R<;0=X(QUJSI*21Z;$LHP1G:/
MDX3)VCY/E^[CIQ0!F^)V78BRKM4J55Y#$4R<<@-(IW#'![9-:.C.LNFQR*^_
M>SL3N4C)8DXVLPQG.!DX'%,U(`7"--'(UNT$D3M%&SL"Q7'"Y/0'G':I-)1T
ML%$F_+.[9D&&8%R02.Q(.<8&,]!TH`J:\DV(Y5>..)`0S\JZY_VA(G''3VJW
MI!4Z9"48,I!(/EM'GD\X8DY]R3GKWJKJ4$BWT5P;BZ6+:PS#;I*8S\N`OR%A
MG!)Z].W%7=-,S62&X:1W)8[I$"L5W';D`#'&./SH`J:U<RVS0,LDD41W!GB:
M%6W<8'[SCGGIZ5<L&=K1#(92^2"9BF[J>NSY?R_G67X@+R2"*.&4DQLIDC63
M.UNJ\1..P]ZT-(!&G1[D9&)9F#;LEBQ))RJGDDG[HZ\<4`7:***`"BBB@`HH
MHH`****`"BBB@"O<6QD&89/*D!R#C(_$5@7/]K6`WO"DR`@ET!(X'4CZ5T]%
M7&?*9SI\W6QQB:TVTJ\0VD$#:?7N?7%2IJZJP^T8E;<&\Q!D=,?=.,5T=UIE
ME=DM/;HS$Y+#Y6/;DCFLB?PI$<?9[ITXY$BALG\,5NJE-[JQS.G6CL[D1U:U
M>U:/S64\@!RPXYQPHQ4=WJ5F;>,921R`25BSR,=235>;PUJ,:Y3RI3G[J/S^
MH%59M%U.%=S6CD9Q\A#'\@35I4^C(<JO6)9O=8C8,+6(`G#!V1001[8_K64]
MS,[EC(V2<G!P/R%2'3K_`/Y\KG_OTW^%)_9M_P#\^-S_`-^F_P`*T2BMC&3G
M+<]&HHHKSCU@HHHH`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"JUU8V
M]T0TB$2*,+(A*LOT(YJS10G832>Y6L;7[%;"`2M(B<)N`R!Z<=:LT44-W!*V
MAFMI(:.>-ILK()50;?N>8<L3ZG)X/I^.=&EHH&9USILDS7*I.B0W7^M5HMS?
M="_*V1C@=P>:T*6B@#,NM.NIC=K%=PI#=?>5K<L1\H7KN'IZ5?@$JQ*)W1Y.
M[(A4'\"3_.I**`"BBB@"*YMXKNW>"9=T;C!&<52M--DL[T2QS^9"4\LHZC*@
M9(P1UY/>M*BFFTK$N*;N%4#I4+W$\SRW&97#8CN)(P/E`Z*P';K5^BD4-C01
MQJBEB%``W,6/XD\FLW4-*-Y=^>?L;C8$"7-KYNW!)R/F&,Y'Y5J44`1P1^3!
M''A!L4+B-=J\#L.P]JK7%I,URT]O-$C.@C<2Q%P0"3QAACJ?7M5VB@"*V@6V
MMHH%)*Q($!;J0!BI:**`"FR(LL;1N,JX*D>H-.HH`RH=(:TNH)+6;]U%D>5(
M,X!QG!'/8=<UJT44VV]Q**CL4Y[6;[2UQ:31Q2NBH_FQEP0I)&`&&#\QJ6TM
MUM8/+!+$LSL3W9F+']2:GHI#*%S:7LE\MQ#=6Z!%*HKVY8@'&<G>/3MBI[&W
M:UMA$[J[;F8LJ;1RQ/3)]:L44`4KZR>[EC9;AHD"LDBKGYE8J3@@C!^7&?0G
MZU+96WV2V$(8%0S%0!@*"Q(4#T`('X58HH`I:CIL&HKMN%5E$;*`RA@"<?,,
M]QC]:?IUH+&S6W!0X9F^1-BC+$X`[#FK5%`%2ZM99)X[BWE2.:-60&2,NN&(
M)X!'/RCO4EG;FVMQ&S[VW,S-C`)8DG`[#)Z5/10`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`4444`%%%%`!1110`4444`%%%%`!1110`
M4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1
I110`4444`%%%%`!1110`4444`%%%%`!1110`4444`%%%%`!1110!_]D_
`
end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
