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<SEC-DOCUMENT>0001145443-10-000333.txt : 20100226
<SEC-HEADER>0001145443-10-000333.hdr.sgml : 20100226
<ACCEPTANCE-DATETIME>20100226072627
ACCESSION NUMBER:		0001145443-10-000333
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20091231
FILED AS OF DATE:		20100226
DATE AS OF CHANGE:		20100226
EFFECTIVENESS DATE:		20100226

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			ELLSWORTH FUND LTD
		CENTRAL INDEX KEY:			0000793040
		IRS NUMBER:				133345139
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			0930

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-04656
		FILM NUMBER:		10636142

	BUSINESS ADDRESS:	
		STREET 1:		65 MADISON AVENUE
		STREET 2:		SUITE 550
		CITY:			MORRISTOWN
		STATE:			NJ
		ZIP:			07960
		BUSINESS PHONE:		(973) 631-1177

	MAIL ADDRESS:	
		STREET 1:		65 MADISON AVE
		STREET 2:		SUITE 550
		CITY:			MORRISTOWN
		STATE:			NJ
		ZIP:			07960

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ELLSWORTH CONVERTIBLE GROWTH & INCOME FUND INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>d26176.htm
<TEXT>
<HTML>
<HEAD>
<TITLE> </TITLE>
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<BODY bgcolor="#ffffff" style='font-family:"Times New Roman"'>




<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font SIZE=2>UNITED STATES</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font SIZE=2>SECURITIES AND EXCHANGE COMMISSION</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Washington, DC 20549</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font SIZE=2>FORM N-Q</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font SIZE=2>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font SIZE=2>MANAGEMENT INVESTMENT COMPANY</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Investment Company Act file number: 811-04656</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>-------------------------------------------------------------------------------</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Ellsworth Fund Ltd.</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>-------------------------------------------------------------------------------</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>(Exact name of registrant as specified in charter)</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>65 Madison Avenue, Morristown, New Jersey 07960-7308</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>-------------------------------------------------------------------------------</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>(Address of principal executive offices) (Zip code)</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Thomas H. Dinsmore</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Ellsworth Fund Ltd.</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>65 Madison Avenue</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Morristown, New Jersey 07960-7308</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>(Name and address of agent for service)</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Copy to:</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Steven B. King, Esq.</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Ballard Spahr LLP</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>1735 Market Street, 51st Floor</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:center;'><font size=2>Philadelphia, PA 19103-7599</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>Registrant's telephone number, including area code: 973-631-1177</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>Date of fiscal year end:  September 30, 2010</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>Date of reporting period:  December 31, 2009</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font SIZE=2>ITEM 1. SCHEDULE OF INVESTMENTS.</font></p>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>


<HR SIZE=5 COLOR=GRAY NOSHADE>
<page>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<div align=left>

<table border="0" cellspacing=0 cellpadding=0 width="907" style='margin-left:4.65pt;border-collapse:collapse'>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i><b><font size=2>Ellsworth Fund Ltd. - Portfolio of Investments (unaudited)</font></b></i><i></i></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.1pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>December 31, 2009</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.1pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.85pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Principal</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.85pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Amount</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt'>
            <p style='margin-left:0pt;text-indent:9.0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Value </font></b></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><B><font SIZE=2>CONVERTIBLE BONDS AND NOTES - 70.2%</font></B></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Aerospace and Defense - 1.6%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Alliant Techsystems Inc. 2.75%, due 2011 cv. sr. sub. notes (B1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,065,000</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>GenCorp Inc. 4.0625%, due 2039 cv. sub. notes (NR) (1)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>510,625</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,575,625</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Automotive - 1.1%</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Titan International, Inc. 5.625%, due 2017 cv. sr. sub. notes (NR) (1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,062,100</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Computer Hardware - 4.1%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>EMC Corp. 1.75%, due 2013 cv. sr. notes (A-)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,256,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>NETAPP, Inc. 1.75%, due 2023 cv. sr. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,867,500</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Richardson Electronics, Ltd. 8%, due 2011 cv. sr. sub. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,005,000</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>4,128,750</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Computer Software - 7.0%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Blackboard Inc. 3.25%, due 2027 cv. sr. notes (BB-)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,584,375</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>GSI Commerce, Inc. 2.5%, due 2027 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,606,875</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Nuance Communications Inc. 2.75%, due 2027 cv. sr. deb. (B-)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,075,000</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Sybase, Inc. 3.5%, due 2029 cv. sr. notes (NR) (1)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,785,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>7,051,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Consumer Goods - 2.1%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Chattem, Inc. 1.625%, due 2014 cv. sr. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>900,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,225,125</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Regis Corp. 5%, due 2014 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>928,125</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,153,250</font></p> </td> </tr>
    <tr style='height:13.9pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Energy - 7.8%</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.9pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Covanta Holding Corp. 1%, due 2027 cv. sr. deb. (Ba3) (2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,877,500</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Goodrich Petroleum Corp. 5%, due 2029 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,033,750</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>McMoRan Exploration Co. 5.25%, due 2011 cv. sr. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,090,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,075,013</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="4" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Oil States International, Inc. 2.375%, due 2025 contingent cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,075,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,491,563</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>SunPower Corp. 1.25%, due 2027 cv. sr. deb. (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,301,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Trina Solar Ltd. 4%, due 2013 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for ADS representing common shares) </font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>851,875</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Verenium Corp. 9%, due 2027 cv. sr. secured notes</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>337,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>224,611</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>7,855,562</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Financial Services - 4.8%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Coinstar, Inc. 4%, due 2014 cv. sr. notes (BB)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Old Republic International Corp. 8%, due 2012 cv. sr. notes (BBB)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,696,875</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Euronet Worldwide, Inc. 3.5%, due 2025 cv. deb. (B+) (2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>2,250,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,112,188</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>4,809,063</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Foods - 2.4%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Central European Distribution Corp. 3%, due 2013 cv. sr. notes (B-)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,300,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,109,875</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="5" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>The Great Atlantic &amp; Pacific Tea Company, Inc. 5.125%, due 2011 cv. sr. notes (Caa1)</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>683,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>659,095</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="5" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>The Great Atlantic &amp; Pacific Tea Company, Inc. 6.75%, due 2012 cv. sr. notes (Caa1)</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>700,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>639,625</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,408,595</font></p> </td> </tr>
    <tr style='height:15.0pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Healthcare - 8.0%</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:15.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>China Medical Technologies, Inc. 4%, due 2013 cv. sr. sub. notes (NR)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for ADS representing common stock) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,750,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,117,813</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Greatbatch, Inc. 2.25%, due 2013 cv. sub. deb. (NR) (2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,288,125</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Kinetic Concepts, Inc. 3.25%, due 2015 cv. sr. notes (B+)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,985,000</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Millipore Corp. 3.75%, due 2026 cv. sr. notes (BB-) (2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,750,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,813,438</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Omnicare, Inc. 3.25%, due 2035 cv. sr. deb. (B3) (2)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>850,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>695,938</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>SonoSite Inc. 3.75%, due 2014 cv. sr. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,250,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,193,750</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>8,094,064</font></p> </td> </tr> </table>
</div>


<HR SIZE=5 COLOR=GRAY NOSHADE>
<page>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>


<div align=left>

<table border="0" cellspacing=0 cellpadding=0 width="907" style='margin-left:4.65pt;border-collapse:collapse'>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i><b><font size=2>Ellsworth Fund Ltd. - Portfolio of Investments (continued)</font></b></i><i></i></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>December 31, 2009</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Principal</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Amount</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:9.0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Value </font></b></p> </td> </tr>
    <tr style='height:11.45pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>CONVERTIBLE BONDS AND NOTES - continued</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Leisure Products - 0.8%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>JAKKS Pacific, Inc. 4.5%, due 2014 cv. sr. notes (NR) (1)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>775,313</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Minerals and Mining - 1.1%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Jaguar Mining, Inc. 4.5%, due 2014 cv. sr. notes (NR) (1)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,101,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Multi-Industry - 1.4%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>LSB Industries, Inc. 5.5%, due 2012 cv. sr. sub. deb. (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,475,625</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Pharmaceuticals - 7.2%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Cephalon, Inc. 2.5%, due 2014 cv. sr. sub. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,121,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Endo Pharmaceuticals Holdings, Inc. 1.75%, due 2015 cv. sr. sub. notes (NR) (1)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,398,750</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Mylan Inc. 3.75%, due 2015 cash cv. notes (BB-)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,543,750</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Mylan Laboratories, Inc. 1.25%, due 2012 cv. sr. notes (BB-)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>521,250</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Onyx Pharmaceuticals, Inc. 4%, due 2016 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>797,813</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Teva Pharmaceutical Finance Co. B.V. 1.75%, due 2026 cv. sr. deb. (Baa1)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for Teva Pharmaceutical Industries Ltd. ADR) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,856,250</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>7,239,063</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Semiconductors - 2.0%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Intel Corp. 2.95%, due 2035 jr. sub. cv. deb. (A-) (2)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,455,000</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Intel Corp. 3.25%, due 2039 jr. sub. cv. deb. (A-) (1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>576,875</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,031,875</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Telecommunications - 15.2%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="4" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>ADC Telecommunications Inc. floating rate, due 2013 cv. sub. notes (NR)</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,025,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,645,313</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Anixter International Inc. 1%, due 2013 cv. sr. notes (BB-)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,451,250</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>CommScope, Inc. 3.25%, due 2015 cv. sr. sub. notes (B) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,188,750</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Comtech Telecommunications Corp. 3% due 2029 cv. sr. notes (NR) (1)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,165,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Equinix, Inc. 2.5%, due 2012 cv. sub. notes (B-) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,200,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,329,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Equinix, Inc. 4.75%, due 2016 cv. sub. notes (B-) </font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,015,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,497,125</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Finisar Corp. 5% due 2029 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,102,500</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>NII Holdings, Inc. 2.75%, due 2025 cv. notes (B-) </font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,750,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,752,188</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>SAVVIS, Inc. 3%, due 2012 cv. sr. notes (NR) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,830,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>SBA Communications Corp. 4%, due 2014 cv. sr. notes (NR) (1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>988,125</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>SBA Communications Corp. 1.875%, due 2013 cv. sr. notes (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>515,625</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Telecommunications Systems, Inc. 4.5%, due 2014 cv. sr. notes (NR) (1)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>902,813</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>15,367,689</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Transportation - 2.9%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>DryShips, Inc. 5%, due 2014 cv. sr. notes</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,025,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>ExpressJet Holdings, Inc. 4.25%, due 2023 cv. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>900,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>866,250</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>JetBlue Airways Corp. 3.75%, due 2035 cv. deb. (Ca)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>998,750</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,890,000</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Travel and Leisure - 0.7%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Morgans Hotel Group 2.375%, due 2014 cv. sr. sub. notes (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,000,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>658,750</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><B><font SIZE=2>TOTAL CONVERTIBLE BONDS AND NOTES </font></B></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>70,677,824</font></p> </td> </tr></table>
</div>


<HR SIZE=5 COLOR=GRAY NOSHADE>
<page>

<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

<div align=left>

<table border="0" cellspacing=0 cellpadding=0 width="907" style='margin-left:4.65pt;border-collapse:collapse'>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i><b><font size=2>Ellsworth Fund Ltd. - Portfolio of Investments (continued)</font></b></i><i></i></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>December 31, 2009</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Principal</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Amount</font></b></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt'>
            <p style='margin-left:0pt;text-indent:9.0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Value </font></b></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><B><font SIZE=2>CORPORATE BONDS AND NOTES - 1.1%</font></B></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Finance - 0.3%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="4" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Lehman Brothers Holdings Inc. 6%, due 2010 medium-term notes (NR) (3)</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>50,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>159,000</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Lehman Brothers Holdings Inc. 1%, due 2009 medium-term notes (NR) (3)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>191,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>350,250</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Retail - 0.7%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Amerivon Holdings LLC 4% units containing cv. promissory note</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>due 2010 and warrants expiring 2012 (NR)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>(Acquired 06/01/07; Cost $1,500,000) (1,4,5)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>1,500,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>750,000</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><B><font SIZE=2>TOTAL CORPORATE BONDS AND NOTES </font></B></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,100,250</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.45pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Shares</font></b></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.45pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:9.0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Value </font></b></p> </td> </tr>
    <tr style='height:11.45pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:11.45pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><B><font SIZE=2>CONVERTIBLE PREFERRED STOCKS - 11.3%</font></B></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Banking/Savings and Loan - 4.2%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="4" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Bank of America Corp. 7.25% non-cum. perpetual cv. pfd., series L (Ba3)</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>879,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>New York Community Bancorp, Inc. 6% BONUSES units (Baa2)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>24,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,117,200</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Sovereign Capital Trust IV 4.375% PIERS (Baa2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for Sovereign Bancorp, Inc. common stock) (2)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>14,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>448,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Wells Fargo Corp. 7.5%  perpetual cv. pfd., series L (Ba1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,836,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>4,280,200</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Chemicals - 1.6%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Celanese Corp. 4.25% perpetual cv. pfd. (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>40,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,632,800</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Energy - 4.4%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>ATP Oil &amp; Gas Corp. 8% perpetual cv. pfd. (NR) (1)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>7,500</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>788,438</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Chesapeake Energy Corp. 4.5% cum. cv. pfd. (B+)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>21,360</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,799,580</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Whiting Petroleum Corp. 6.25% perpetual cv. pfd. (B-)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>10,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,796,600</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>4,384,618</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Foods - 1.1%</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Bunge Limited 4.875% cum. perpetual cv. pfd. (Ba1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>12,500</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,118,750</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><B><font SIZE=2>TOTAL CONVERTIBLE PREFERRED STOCKS </font></B></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>11,416,368</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><B><font SIZE=2>MANDATORY CONVERTIBLE SECURITIES - 8.0% (6)</font></B></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Energy - 2.5%</font></b></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.75pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Great Plains Energy, Inc. 12%, due 06/15/12 equity units (NR) (2)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>20,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,320,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Merrill Lynch &amp; Co., Inc. 5.4%, due 09/27/10 PRIDES (A+)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(linked to the performance of ConocoPhillips common stock)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,154,520</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>2,474,520</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Finance - 0.8%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Citigroup, Inc. 7.5%, due 12/15/12 T-DECS (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>7,500</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>782,550</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Foods - 0.9%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>2009 Dole Food ACES Trust 7%, due 11/1/2012 (NR)</font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>(exchangeable for Dole Food Company, Inc. common stock) (1)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>80,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>946,248</font></p> </td> </tr>
</table>
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<p style=' margin-bottom:0pt; margin-top:0pt;text-align:left;'><font size=2>&nbsp;</font></p>

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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i><b><font size=2>Ellsworth Fund Ltd. - Portfolio of Investments (continued)</font></b></i><i></i></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>December 31, 2009</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Shares</font></b></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:9.0pt;text-align:center;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Value </font></b></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>MANDATORY CONVERTIBLE SECURITIES - continued</font></b></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Minerals and Mining - 3.8%</font></b></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Freeport-McMoRan Copper &amp; Gold Inc. 6.75%, due 05/01/10 mandatory cv. pfd. (BB)</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>15,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,728,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Vale Capital II 6.75%, due 06/15/12 mandatory cv. notes (BBBH)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
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            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for ADS representing Vale S.A. common stock) </font></p> </td>
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            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>19,200</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,608,000</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="3" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Vale Capital II 6.75%, due 06/15/12 mandatory cv. notes (BBBH)</font></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:2.25pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>(exchangeable for ADS representing Vale S.A. preferred A shares) </font></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>6,500</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>537,875</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-top:solid black 1.0pt; border-left:none;border-bottom:solid black 1.0pt;border-right:none;  padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>3,873,875</font></p> </td> </tr>
    <tr style='height:12.75pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.75pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><B><font SIZE=2>TOTAL MANDATORY CONVERTIBLE SECURITIES (6) </font></B></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>8,077,193</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><B><font SIZE=2>COMMON STOCKS - 5.0%</font></B></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Media and Entertainment - 2.0%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:13.15pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>The Walt Disney Company</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>60,000</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,935,000</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Pharmaceuticals - 1.5%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=2>Johnson &amp; Johnson</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>10,500</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>676,305</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>Merck &amp; Co. </font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>23,651</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>864,208</font></p> </td> </tr>
    <tr style='height:13.15pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:13.15pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,540,513</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Telecommunications - 1.5%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <TD WIDTH="293" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=2>AT&amp;T</font></p> </td>
        <TD WIDTH="72" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=2>55,000</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.4pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,541,650</font></p> </td> </tr>
    <tr style='height:12.4pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.4pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><B><font SIZE=2>TOTAL COMMON STOCKS </font></B></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>5,017,163</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Total Convertible Bonds and Notes - 70.2%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>70,677,824</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Total Corporate Bonds and Notes - 1.1%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>1,100,250</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Total Convertible Preferred Stocks - 11.3%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>11,416,368</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Total Mandatory Convertible Securities - 8.0%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>8,077,193</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <TD NOWRAP COLSPAN="2" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><b><font size=2>Total Common Stocks - 5.0%</font></b></p> </td>
        <TD WIDTH="155" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:12.0pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>5,017,163</font></p> </td> </tr>
    <tr style='height:12.0pt'>
        <td  nowrap colspan="2" valign=bottom style=' padding:0in 5.4pt 0in 5.4pt;height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><b><font size=2>Total Investments - 95.6%</font></b></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:12.0pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>96,288,798</font></p> </td> </tr>
    <tr style='height:7.5pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:7.5pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr>
    <tr style='height:11.85pt'>
        <TD NOWRAP COLSPAN="3" VALIGN="BOTTOM" STYLE=" padding:0in 5.4pt 0in 5.4pt;height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><b><font size=2>Other assets and liabilities, net - 4.4%</font></b></p> </td>
        <TD WIDTH="69" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="99" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="71" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="23" NOWRAP VALIGN="BOTTOM" STYLE="padding:0in 5.4pt 0in 5.4pt; height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <TD WIDTH="20" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>&nbsp;</font></p> </td>
        <TD WIDTH="85" NOWRAP VALIGN="BOTTOM" STYLE="border-bottom: solid black 1.0pt; padding:0in 5.4pt 0in 5.4pt;height:11.85pt" BGCOLOR="#CCEEFF">
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>4,388,364</font></p> </td> </tr>
    <tr style='height:13.9pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><b><font size=2>Total Net Assets - 100.0%</font></b></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:1.5pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='border-bottom: double black 2.25pt;padding:0in 5.4pt 0in 5.4pt;height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>$</font></p> </td>
        <td width="85" nowrap valign=bottom style='border-bottom: double black 2.25pt;padding:0in 5.4pt 0in 5.4pt;height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=2>100,677,162</font></p> </td> </tr>
    <tr style='height:13.9pt'>
        <td width="293" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="72" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="155" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><i>&nbsp;</i></p> </td>
        <td width="69" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="99" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="71" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="23" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:left;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="20" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td>
        <td width="85" nowrap valign=bottom style='padding:0in 5.4pt 0in 5.4pt; height:13.9pt'>
            <p style='margin-left:0pt;text-indent:0pt;text-align:right;margin-top:0pt;margin-bottom:0pt'><font size=1>&nbsp;</font></p> </td> </tr></table>
</div>


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<P ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B></B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(1) Security not registered under the Securities Act of 1933, as
amended (e.g., the security was purchased in a Rule 144A or a Regulation D transaction). The security may be resold only pursuant to an exemption from
registration under the Securities Act of 1933, typically to qualified institutional buyers. The Fund generally has no rights to demand registration of
such securities. The aggregate market value of these unregistered securities at December 31, 2009 was $12,750,537, which represented 12.7% of the
Fund&#146;s net assets.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(2) Contingent payment debt instrument.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(3) Security in default.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(4) Investment is valued at fair value as determined in good
faith in accordance with procedures adopted by the Board of Trustees. It is possible that the estimated value may differ significantly from the amount
that might ultimately be realized in the near term, and the difference could be material. The fair value of these securities amounted to $750,000 at
December 31, 2009, which represented 0.7% of the Fund&#146;s net assets.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(5) Restricted securities include securities that have not been
registered under the Securities Act of 1933, as amended, and securities that are subject to restrictions on resale. The Fund may invest in restricted
securities that are consistent with the Fund&#146;s investment objective and investment strategies. As of December 31, 2009, the Fund was invested in
the following restricted securities:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Amerivon Holdings LLC 4% units containing cv. promissory note due
2010 and warrants expiring 2012, acquired June 1, 2007.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(6) These securities are required to be converted on the dates
listed; they generally may be converted prior to these dates at the option of the holder.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Investment Abbreviations</B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">ACES &#151; Automatic Common Exchange
Securities.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">ADR &#151; American Depositary Receipts.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">ADS &#151; American Depositary Shares.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">BONUSES &#151; Bifurcated Option Note Unit
Securities.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">PIES &#151; Premium Income Exchangeable
Securities.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">PIERS &#151; Preferred Income Equity Redeemable
Securities.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">PRIDES &#151; Preferred Redeemable Increased Dividend Equity
Securities.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">T-DECS &#151; Tangible Dividend Enhanced Common
Stock.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Ratings in parentheses by Moody&#146;s Investors Service, Inc. or
Standard &amp; Poor&#146;s. NR is used whenever a rating is unavailable.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Summary of Portfolio Ratings</B> *</FONT></DIV></P>
<P ALIGN="JUSTIFY"><DIV ALIGN="JUSTIFY"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="50%">
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">AA</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">A</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">BBB</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">BB</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">18</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">B</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">CCC</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">C</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Not
Rated</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">48</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">%&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">* Excludes equity securities and cash.</FONT></DIV></P>
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<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B><I>Ellsworth Fund Ltd. &#151; Selected Notes to Financial
Statements (unaudited)</I></B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Ellsworth Fund Ltd. (the &#147;Fund&#148;), is registered under
the Investment Company Act of 1940, as amended, as a diversified, closed-end management investment company.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Security Valuation</B> &#151; Investments in securities traded
on a national securities exchange are valued at market using the last reported sales price, supplied by an independent pricing service, as of the close
of regular trading. Listed securities, for which no sales were reported, are valued at the mean between closing reported bid and asked prices as of the
close of regular trading. Unlisted securities traded in the over-the-counter market are valued using an evaluated quote provided by the independent
pricing service, or, if an evaluated quote is unavailable, such securities are valued using prices received from dealers, provided that if the dealer
supplies both bid and asked prices, the price to be used is the mean of the bid and asked prices. The independent pricing service derives an evaluated
quote by obtaining dealer quotes, analyzing the listed markets, reviewing trade execution data and employing sensitivity analysis. Evaluated quotes may
also reflect appropriate factors such as individual characteristics of the issue, communications with broker-dealers, and other market data. Securities
for which quotations are not readily available, restricted securities and other assets are valued at fair value as determined in good faith pursuant to
procedures adopted by the Board of Trustees. Short-term debt securities with original maturities of 60 days or less are valued at amortized
cost.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The Fund has adopted authoritative fair valuation accounting
standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require
additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion in changes in
valuation techniques and related inputs during the period. These inputs are summarized in the three broad levels listed below:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Level 1 &#151; Quoted unadjusted prices for identical instruments
in active markets.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Level 2 &#151; Quoted prices for similar instruments in active
markets; quoted prices for identical or similar instruments in markets that are not active; and model-driven valuation in which all significant inputs
and significant value drivers are observable in active markets. Level 2 inputs are those in markets for which there are few transactions, the prices
are not current, little public information exists or instances where prices vary substantially over time or among brokered market makers, and those
received from an independent pricing service.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Level 3 &#151; Model derived valuations in which one or more
significant inputs or significant value drivers are unobservable. Unobservable inputs are those inputs that reflect the Fund&#146;s own assumptions
that market participants would use to price an asset or liability based on the best available information.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The following is a summary of the inputs used to value the net
assets of the Fund as of December 31, 2009:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Level 1<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Level 2<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Level 3<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Investments
in Securities:</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Common
Stocks:</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Media and
Entertainment</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,935,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">Pharmaceuticals</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,540,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">Telecommunications</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1,541,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Total
Common Stocks</B></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,017,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Convertible
Bonds and Notes</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">70,677,824</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Convertible
Preferred Stocks</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">11,416,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Mandatory
Convertible Securities</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">8,077,193</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Corporate
Bonds and Notes</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">350,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Total
Investments</B></FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5,017,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: double windowtext 2pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">90,521,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3% style='border-bottom: double windowtext 2pt'>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: double windowtext 2pt'><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
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<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B><I>Ellsworth Fund Ltd.&#151;Selected Notes to Financial
Statements (continued)</I></B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The following is a reconciliation of assets for which level 3
inputs were used in determining value:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="BOTTOM">
     <TH WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1"></FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;</FONT></TH>
     <TH><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;&nbsp;</FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Convertible<BR> Bonds and<BR> Notes<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Corporate<BR> Bonds and<BR> Notes<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Convertible<BR> Preferred<BR> Stocks<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TH>
     <TH COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="1">Total<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TH>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Beginning
balance</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Change in
unrealized<BR> appreciation (depreciation)</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM" BGCOLOR="#CCEEFF">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Net transfers
in/out of level 3</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT: -10px"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Ending
balance</FONT></DIV></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"> &#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=3%>&nbsp;&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">&nbsp;&nbsp;</FONT></TD>
</TABLE>
&nbsp;<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The availability of observable inputs can vary from security to
security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet
established in the marketplace, the liquidity of the markets, and other characteristics particular to the security. To the extent that valuation is
based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly,
the degree of judgment exercised in determining fair value is greatest for instruments categorized in level 3.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Securities Transactions and Related Investment Income</B>
&#151; Security transactions are accounted for on the trade date (date the order to buy or sell is executed) with gain or loss on the sale of
securities being determined based upon identified cost. Dividend income is recorded on the ex-dividend date and interest income is recorded on the
accrual basis, including accretion of discounts and amortization of non-equity premium. For certain securities, known as &#147;contingent payment debt
instruments,&#148; Federal tax regulations require the Fund to record non-cash, &#147;contingent&#148; interest income in addition to interest income
actually received. Contingent interest income amounted to approximately 1 cent per share for the three months ended December 31, 2009. In addition,
Federal tax regulations require the Fund to reclassify realized gains on contingent payment debt instruments to interest income. At December 31, 2009
there were unrealized losses of approximately 13 cents per share on contingent payment debt instruments.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>Federal Income Tax Cost</B> &#151; At December 31, 2009, the
cost basis of investments for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an
excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net
unrealized appreciation from investments were $94,875,792, $9,898,579, $(8,485,573) and $1,413,006, respectively.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">ITEM 2. CONTROLS AND PROCEDURES.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Conclusions of principal officers concerning controls and
procedures.</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="97%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">The Fund&#146;s principal executive officer and principal
financial officer have concluded that the Fund&#146;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act
of 1940, as amended (the &#147;Act&#148;), (17 CFR 270.30a-3(c)) are effective as of February 26, 2010 based on the evaluation of these controls and
procedures required by Rule 30a-3(b) under the Act (17 CFR 270.30a-3(b)) and Rule 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as
amended (17 CFR 240.13a-15(b) or 17 CFR 240.15d-15(b)).</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="97%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">There have been no changes in the Fund&#146;s internal control
over financial reporting (as defined in Rule 30a-3(d) under the Act (17 CFR 270.30a-3(d)) that occurred during the Fund&#146;s last fiscal quarter that
has materially affected, or is reasonably likely to materially affect, the Fund&#146;s internal control over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
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<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">ITEM 3. EXHIBITS.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Certifications of the principal executive officer and the
principal financial officer of the Fund, as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)), are filed herewith.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">SIGNATURES</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Pursuant to the requirements of the Securities Exchange Act of
1934 and the Investment Company Act of 1940, the Fund has duly caused this report to be signed on its behalf by the undersigned, thereunto duly
authorized.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Ellsworth Fund Ltd.</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">By:&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="97%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">/s/ Thomas H. Dinsmore<BR> Thomas H. Dinsmore<BR> Chairman of the
Board and<BR> Chief Executive Officer<BR> (Principal Executive Officer)</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date: February 26, 2010</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Pursuant to the requirements of the Securities Exchange Act of
1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Fund and in the capacities and
on the dates indicated.</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">By: /s/ Thomas H. Dinsmore<BR> Thomas H. Dinsmore<BR> Chairman of
the Board and<BR> Chief Executive Officer<BR> (Principal Executive Officer)</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date: February 26, 2010</FONT></DIV></P>
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     <TD WIDTH="2%" ALIGN="LEFT" nowrap><DIV ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">By:&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="97%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">/s/ Gary I. Levine<BR> Gary I. Levine<BR> Chief Financial
Officer<BR> (Principal Financial Officer)</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date: February 26, 2010</FONT></DIV></P>
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<TYPE>EX-99.CERT
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<FILENAME>d26176-ex99cert.htm
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<P ALIGN="RIGHT"><DIV ALIGN="RIGHT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Exhibit 99.CERT</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>CERTIFICATION OF PRINCIPAL EXECUTIVE
OFFICER</B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I, Thomas H. Dinsmore, certify that:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1. I have reviewed this report on Form N-Q of Ellsworth Fund
Ltd.;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2. Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by this report;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3. Based on my knowledge, the schedules of investments included
in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is
filed;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4. The registrant&#146;s other certifying officer(s) and I are
responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940)
and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Designed such disclosure controls and procedures, or caused such
disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being
prepared;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Designed such internal control over financial reporting, or
caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability
of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(c)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Evaluated the effectiveness of the registrant&#146;s disclosure
controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date
within 90 days prior to the filing date of this report based on such evaluation; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(d)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Disclosed in this report any change in the registrant&#146;s
internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is
reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5. The registrant&#146;s other certifying officer(s) and I have
disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions):</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">All significant deficiencies and material weaknesses in the
design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to
record, process, summarize, and report financial information; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Any fraud, whether or not material, that involves management or
other employees who have a significant role in the registrant&#146;s internal control over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date: February 26, 2010</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">/s/ Thomas H. Dinsmore<BR> Chairman of the Board and Chief
Executive Officer<BR> (Principal Executive Officer)</FONT></DIV></P>
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<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2"><B>CERTIFICATION OF PRINCIPAL FINANCIAL
OFFICER</B></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">I, Gary I. Levine, certify that:</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">1. I have reviewed this report on Form N-Q of Ellsworth Fund
Ltd.;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">2. Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such
statements were made, not misleading with respect to the period covered by this report;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">3. Based on my knowledge, the schedules of investments included
in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is
filed;</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">4. The registrant&#146;s other certifying officer(s) and I are
responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940)
and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Designed such disclosure controls and procedures, or caused such
disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its
consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being
prepared;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Designed such internal control over financial reporting, or
caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability
of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(c)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Evaluated the effectiveness of the registrant&#146;s disclosure
controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date
within 90 days prior to the filing date of this report based on such evaluation; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(d)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Disclosed in this report any change in the registrant&#146;s
internal control over financial reporting that occurred during the registrant&#146;s most recent fiscal quarter that has materially affected, or is
reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">5. The registrant&#146;s other certifying officer(s) and I have
disclosed to the registrant&#146;s auditors and the audit committee of the registrant&#146;s board of directors (or persons performing the equivalent
functions):</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(a)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">All significant deficiencies and material weaknesses in the
design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to
record, process, summarize, and report financial information; and</FONT></TD>
</TR>
</TABLE>
<BR>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%">
<TR VALIGN="TOP">
     <TD WIDTH="17px" ALIGN="LEFT" nowrap><DIV STYLE="MARGIN-LEFT: 20px" ><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF"
SIZE="2">(b)&nbsp;&nbsp;</FONT></DIV></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="100%" ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Any fraud, whether or not material, that involves management or
other employees who have a significant role in the registrant&#146;s internal control over financial reporting.</FONT></TD>
</TR>
</TABLE>
<BR>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">Date: February 26, 2010</FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><FONT FACE="TIMES NEW ROMAN, TIMES, SERIF" SIZE="2">/s/ Gary I. Levine<BR> Chief Financial Officer<BR> (Principal
Financial Officer)</FONT></DIV></P>
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