Currency DataEUR

Manager Count of Principal balance Sum of Principal balance23i 12 4,995,274,492 Aegon Usa Investment ManagementAirlie Capital ManagementAladdin Capital ManagementAlcentra 17 7,051,105,631 AllianceBernsteinAllstate Investment ManagementAlpstar ManagementAmerican Capital StrategiesAmerican Money ManagementAnchorage CapitalApollo Global ManagementAres Management 5 2,067,200,000 Avenue Capital ManagementAvoca Capital 10 4,369,288,523 Axa Investment Managers 3 1,060,957,314 Babson Capital 7 3,127,800,693 Bear Stearns Asset ManagementBlack Diamond Capital Management 4 1,211,317,427 BlackRockBlueMountain Capital ManagementBNP Paribas Asset Management 6 1,570,337,408 Brigade Capital ManagementCairn CapitalCanarasCanyon PartnersCapvest Venture FundCarlyle 10 4,750,458,438 Caywood-Scholl Capital ManagementCerberus Capital ManagementCheyne CapitalCIFCCIT Group HoldingsCitiClearwater CapitalCohen & CompanyColumbia ManagementCommerzbank 1 168,000,000 CQS ManagementCredit Suisse Asset Management 4 1,882,668,992 CVC Credit 2 857,974,050 De Meer Asset ManagementDenali Capital

Deutsche Asset Management 2 787,146,801 Doral Money ManagementEaton Vance 1 547,046,652 Egret Capital PartnersEquinotes Management 1 192,000,000 Feingold O'Keeffe CapitalFore Research and ManagementFortress Investment GroupFranklin Templeton InvestmentsFraser Sullivan Investment ManagementFreeport FinancialGarrisonGE Asset ManagementGlobal Leveraged CreditGoldenTree Asset ManagementGoldman Sachs Asset ManagementGolub CapitalGreywolf Capital ManagementGSO/Blackstone 19 9,310,495,045 Guggenheim PartnersHalcyon Asset Management 4 1,509,957,385 HarbourView Asset ManagementHarch Capital ManagementHenderson Global Investors 4 883,858,431 Highland Capital ManagementHillmark Capital ManagementIKB 3 1,530,403,450 Indosuez CapitalING Investment ManagementIntermediate Capital Group 10 4,578,674,736 INVESCOInvestec 4 1,268,221,438 Ivory Hill Asset ManagementJMP GroupKatonah Debt AdvisorsKDP Investment AdvisorsKingsland Capital ManagementKKR Financial AdvisorsKVKLCMLLCP AdvisorsLord AbbettLufkin AdvisorsM&G Investment ManagementMBIAMcDonnellMFS Investment ManagementMJX

Neuberger Berman 1 309,000,000 New York Life Investment ManagementOctagon Credit InvestorsOre Hill PartnersPemba Credit Advisers 4 1,362,524,368 Pimco 2 516,059,275 PineBridge Investments 2 788,782,682 Prudential Fin. (Pramerica) 8 3,310,184,900 Putnam InvestmentsRegiment Capital AdvisorsRothschild 5 1,759,158,712 Sankaty AdvisorsSeix AdvisorsSilvermine Capital ManagementSilverPoint CapitalStructured Asset InvestorsTall Tree Investment ManagementTCWTiber Asset ManagementTravelers Asset ManagementUrsaMineWellington Management CompanyWestgate Horizons AdvisorWharton Asset ManagementWR Huff Asset ManagementFidelityTotal Result 151 61,765,896,843

USD Total Count of Principal balanceCount of Principal balance Sum of Principal balance2

121 357,500,000 13 932,940,394 39 2,395,174,367 9

13 3,724,600,000 301 344,067,438 12 741,255,788 22 903,685,080 21 400,000,000 17 2,844,406,048 71 872,264,434 1

23 10,153,954,783 2327 10,587,596,485 32

3 1,003,986,446 310

323 9,760,059,269 30

1 20,987,151 111 4,720,552,788 15

9 2,507,660,486 95 2,112,184,424 5

61 497,000,000 12 866,225,849 21 293,000,000 12 614,000,000 21 236,000,000 1

23 9,637,703,522 331 286,493,645 11 550,000,000 12 1,121,609,167 2

27 9,717,145,823 271 512,200,000 14 2,040,255,807 41 101,000,000 11 276,886,080 1

10 5,279,425,317 101

3 1,215,668,990 319 8,108,837,398 2317 5,722,306,959 19

1 266,972,194 14 1,811,563,390 4

5 1,650,511,662 72 865,000,000 27 2,864,336,849 81 418,500,000 1

12 633,000,000 21 498,423,198 1

12 8,905,589,643 124 887,000,000 48 3,178,000,000 81 297,000,000 11 195,000,000 14 573,800,000 41 482,878,449 18 4,501,288,075 82 961,000,000 29 2,868,150,000 91 490,693,128 1

27 11,773,984,267 467 3,119,879,792 79 3,643,774,252 131 412,000,000 13 851,000,000 3

420 13,097,125,408 20

1 453,000,000 13

1 73,936,938 19 3,856,100,000 9

1014 5,425,600,839 14

41 244,000,000 11 489,000,000 15 1,915,952,260 51 18,000,000 15 2,180,823,691 56 6,669,958,461 61 353,000,000 1

10 3,991,344,992 101 700,000,000 11 402,000,000 13 808,369,955 38 1,804,335,851 81 400,000,000 11 577,000,000 12 237,000,000 28 2,949,100,000 8

7 3,629,236,644 86 1,876,000,000 69 3,789,656,798 93 1,251,000,000 3

49 2,336,025,719 11

12 4,987,092,095 1410 3,701,800,516 18

1 67,000,000 11 422,000,000 1

510 4,045,112,742 10

6 2,276,400,000 65 1,885,872,809 55 1,538,625,194 51 310,238,141 12 519,000,000 23 605,563,441 31 234,000,000 11 30,000,000 13 883,904,883 31 34,000,000 14 1,104,408,634 41 119,000,000 11 500,000,000 13 1,543,808,903 3

585 237,943,373,751 736

Total Sum of Principal balance2

4,995,274,492 357,500,000 932,940,394 2,395,174,367 10,775,705,631 344,067,438 741,255,788 903,685,080 400,000,000 2,844,406,048 872,264,434 10,153,954,783 12,654,796,485 1,003,986,446 4,369,288,523 1,060,957,314 12,887,859,963 20,987,151 5,931,870,215 2,507,660,486 2,112,184,424 1,570,337,408 497,000,000 866,225,849 293,000,000 614,000,000 236,000,000 14,388,161,960 286,493,645 550,000,000 1,121,609,167 9,717,145,823 512,200,000 2,040,255,807 101,000,000 276,886,080 5,279,425,317 168,000,000 1,215,668,990 9,991,506,390 6,580,281,009 266,972,194 1,811,563,390

2,437,658,463 865,000,000 3,411,383,501 418,500,000 192,000,000 633,000,000 498,423,198 8,905,589,643 887,000,000 3,178,000,000 297,000,000 195,000,000 573,800,000 482,878,449 4,501,288,075 961,000,000 2,868,150,000 490,693,128 21,084,479,312 3,119,879,792 5,153,731,637 412,000,000 851,000,000 883,858,431 13,097,125,408 453,000,000 1,530,403,450 73,936,938 3,856,100,000 4,578,674,736 5,425,600,839 1,268,221,438 244,000,000 489,000,000 1,915,952,260 18,000,000 2,180,823,691 6,669,958,461 353,000,000 3,991,344,992 700,000,000 402,000,000 808,369,955 1,804,335,851 400,000,000 577,000,000 237,000,000 2,949,100,000

3,938,236,644 1,876,000,000 3,789,656,798 1,251,000,000 1,362,524,368 2,852,084,994 5,775,874,777 7,011,985,416 67,000,000 422,000,000 1,759,158,712 4,045,112,742 2,276,400,000 1,885,872,809 1,538,625,194 310,238,141 519,000,000 605,563,441 234,000,000 30,000,000 883,904,883 34,000,000 1,104,408,634 119,000,000 500,000,000 1,543,808,903 299,709,270,594

DealAlzette European CLOAxius European CLO 2007-1Harvest CLO IHarvest CLO IIHarvest CLO IIIHarvest CLO IVHarvest CLO VInvesco Coniston CLO IInvesco GardaInvesco MezzanoPetrusse European CLOWindmill CLO ICedar FundingAirlie CLO 2006 IIAirlie CLO 2006-IAirlie LCDO IGreyrock CDOLandmark CDO IILandmark CDO IIILandmark CDO IVLandmark CDO IXLandmark CDO VLandmark CDO VILandmark CDO VIILandmark CLO VIIIECF Financing CLOHamlet I Leveraged Loan FundJubilee CDO IIJubilee CDO IIIJubilee CDO I-RJubilee CDO IXJubilee CDO VIJubilee CDO VIIIJubilee IV CDOJubilee V CDOJubilee VII CDO

Prospero CLO II

One Wall Street CLO IIOWS CLO IPacifica IIPacifica IIIPacifica IVPacifica VPacifica VIProspero CLO I

Silver Birch CLO IVeritas CLO I

ABCLO 2007-1AIMCO CLO 2005-AAIMCO CLO 2006-AAlpstar CLO 1Alpstar CLO 2ACAS CLO 2007-1AMMC CDO IIIAMMC CDO IVAMMC CDO VAMMC CDO VIAMMC CDO VIIAMMC CLO XAMMC IX CLOAnchorage CrossoverALM IVALM Loan Funding 2010-1ALM Loan Funding 2010-3ALM V CLOCornerstoneGranite Ventures IIGranite Ventures IIIGulf Stream-Compass CLO 2002-1Gulf Stream-Compass CLO 2003-1Gulf Stream-Compass CLO 2004-1Gulf Stream-Compass CLO 2005-1Gulf Stream-Compass CLO 2005-IIGulf Stream-Compass CLO 2007-1Gulf Stream-Rashinban CLO 2006-IGulf Stream-Sextant CLO 2006-1Gulf Stream-Sextant CLO 2007-1Rampart CLO 2006-IRampart CLO 2007Stone Tower CLO IIIStone Tower CLO IVStone Tower CLO VStone Tower CLO VIStone Tower CLO VII

Ares Enhanced Loan Investment Strategy IIAres Enhanced Loan Investment Strategy III

Veritas CLO IIWestwood CDO IWestwood CDO IIWood Street CLO IWood Street CLO IIIWood Street CLO IVWood Street CLO VWood Street CLO VI

ARCC 2006-1

Ares NF CLO XIVAres VIII CLOAres VIR CLOAres VR CLOAres X CLOAres XI CLOAres XII CLOAres XVIAres XVIIIAres XXIAres XXIIAres XXIII

Clydesdale CLO 2003Clydesdale CLO 2005Clydesdale Strategic CLO ICOLTS 2005-2Emporia Preferred Funding IEmporia Preferred Funding IIEmporia Preferred Funding IIIKnightsbridge CLO 2007-1Queen Street CLO IQueen Street CLO IIAvenue CLOAvenue CLO IIAvenue CLO IIIACA Euro CLO 2007-1Avoca CLO IIAvoca CLO IIIAvoca CLO IVAvoca CLO IXAvoca CLO VAvoca CLO VIAvoca CLO VIIAvoca CLO VIIILombard Street IAdagio CLO IAdagio CLO IIAdagio CLO IIIArtus Loan FundBabson CLO 2004-1Babson CLO 2004-2

Ares Euro CLO IAres Euro CLO IIAres European CLO IIIAres IIIR/IVR CLOAres IIR CLOAres IX CLOAres NF CLO XIII

Babson CLO 2005-1Babson CLO 2005-IIBabson CLO 2005-IIIBabson CLO 2006-IBabson CLO 2006-IIBabson CLO 2007-1Babson CLO 2008-IIBabson CLO 2011-1Babson CLO 2012-IIBabson Loan Opportunity CLO IBabson Mid-Market CLO 2007-IIClear LakeDiamond Lake CLODuchess IDuchess IIIDuchess IVDuchess VDuchess VIDuchess VII

JFIN CLO 2007Ballyrock 2006-1Ballyrock IIICredit Linked Asset Securities IBlack Diamond CLO 2005-1Black Diamond CLO 2005-2Black Diamond CLO 2006-1Black Diamond International FundingGSC Capital Corp. Loan Funding 2005-1GSC European CDO IGSC European CDO IIGSC European CDO I-RGSC European CDO VGSC Partners CDO Fund IVGSC Partners CDO Fund VGSC Partners CDO Fund VIGSC Partners CDO Fund VIIGSC Partners CDO Fund VIIIGSC Partners Gemini FundBlackRock Senior Income Series IBlackRock Senior Income Series IIBlackRock Senior Income Series IV

Malin CLO IOsprey CDO 2006-1Sapphire Valley CDO ISt. James RiverSummit LakeVictoria Falls CLOVinacasa CLO I

BlackRock Senior Income Series VBMI CLO I

BlueMountain CLO 2012-1BlueMountain CLO 2011-1BlueMountain CLO IBlueMountain CLO IIBlueMountain CLO IIIKintyre CLO IGillespie CLO ILeveraged Finance Europe ILeveraged Finance Europe IILeveraged Finance Europe IIILeveraged Finance Europe IVBatallion CLO 2007-1Cairn CLO ICairn CLO IICanaras Summit CLO ICanyon Capital CLO 2004-1Canyon Capital CLO 2006-1Carlyle Arnage CLOCarlyle Azure CLOCarlyle Bristol CLOCarlyle Carrera CLOCarlyle DaytonaCarlyle Global Market Strategies CLO 2011-1Carlyle GMS CLO 2012Carlyle GMS CLO 2012-2Carlyle High Yield Partners IXCarlyle High Yield Partners VICarlyle High Yield Partners VIICarlyle High Yield Partners VIIICarlyle High Yield Partners XCarlyle McLaren CLOCarlyle Modena CLOCarlyle Vantage CLOCarlyle Veyron CLOCELF Loan PartnersCELF Loan Partners IICELF Loan Partners IIICELF Loan Partners IVCELF Loan Partners VCELF Low Levered PartnersFoothill CLO IHighlander Euro CDO

Longhorn CDOLonghorn CDO IIIMagnetite V CLOValleriite CDO I

Highlander Euro CDO IIHighlander Euro CDO IIIHighlander Euro CDO IV

Churchill Financial CaymanDel Mar CLO IA5 Funding CLOCheyne CLO Investments ICheyne Credit Opportunity CDO IBridgeport CLOBridgeport CLO IIBurr Ridge CLOCIFC Funding 2006-ICIFC Funding 2006-I BCIFC Funding 2006-IICIFC Funding 2007-ICIFC Funding 2007-IICIFC Funding 2007-IIICIFC Funding 2011-1Columbus Nova CLO 2006-IColumbus Nova CLO 2006-IIColumbus Nova CLO 2007-IColumbus Nova CLO 2007-IICumberland CLO 2005-2Forest CreekHewett's Island IIHewett's Island IIIHewett's Island VHewett's Island VI

CIT CLO IDuane Street CLO IDuane Street CLO IIDuane Street CLO IIIDuane Street CLO IVClearwater Capital Partners CLO IDekania CDO IIICenturion 10Centurion 11

Mountain Capital CLO IIIMountain Capital CLO IVMountain Capital CLO VMountain Capital CLO VI

Long Grove CLOMarket Square CLO IMarquette Park CLOPrimus CLO IPrimus CLO IIRosemont CLOSchiller Park CLO I

Centurion 12Centurion 14Centurion 15Centurion 4Centurion 7Centurion 8Centurion 9

CB MezzCAP Limited PartnershipGrosvenor Place CLO IGrosvenor Place CLO IIGrosvenor Place CLO IIIAtrium CDOAtrium IIAtrium IIIAtrium IVAtrium VAtrium VIICadogan Square CLOCadogan Square CLO IICadogan Square CLO IIICadogan Square CLO IVCastle Garden FundingCSAM Funding ICSAM Funding IICSAM Funding IIICSAM Funding IVFirst Dominion Funding III

ACA CLO 2005-1ACA CLO 2006-1ACA CLO 2006-2ACA CLO 2007-1Apidos CDO IApidos CDO IIApidos CDO IIIApidos CDO IVApidos CDO VApidos CDO VIIIApidos CincoApidos QuattroCordatus CLO II

Sequils-Mincs Centurion V

Madison Park Funding IMadison Park Funding IIMadison Park Funding IIIMadison Park Funding IVMadison Park Funding VMadison Park Funding VIMadison Park Funding VII

Cordatus Loan Fund I

Dekania Europe CDO IDenali Capital IVDenali Capital VDenali Capital VIDenali Capital VIIAurum CLO 2002-1Elex AlphaFlagship CLO IIIFlagship CLO IVFlagship CLO VFlagship CLO VILifestar CDODoral CLO IIDoral CLO IConstantinus Eaton Vance CDO VEaton Vance CDOEaton Vance CDO IIEaton Vance CDO IXEaton Vance CDO VIEaton Vance CDO VIIEaton Vance CDO VIIIEaton Vance CDO XEgret Funding CLO IForce 2Avery Street CLOEmerson Place CLOBallyrock 2006-2Fore CLO 2007-1Bernard National Loan Investors 2006-1DFR Middle Market CLO IFC Fortress Credit Investments IFC Fortress Credit Investments IIFortress Credit Funding CLO IFortress Credit Funding CLO IIFortress Credit Funding CLO IIIFortress Credit Funding CLO IVFortress Credit Opportunities ISargas CLO IIPangaea 2007-1 CLOSargas CLO IFranklin CLO IVFranklin CLO V

Olympic CLO ISan Gabriel IShasta CLO ISierra CLO IIWhitney CLO

Franklin CLO VICOA Caerus CLOCOA CLO FinancingCOA Tempus CLOFraser Sullivan CLO IFraser Sullivan CLO IIFraser Sullivan CLO VFraser Sullivan CLO VIFraser Sullivan CLO VIIFreeport Offshore/Onshore 2010-1Garrison Funding 2010-1GE Commercial Loan Trust 2006-2GE Commercial Loan Trust 2006-3GLC CLO IGoldenTree Capital OpportunitiesGoldenTree Capital Solutions Fund Onshore Fund FinancingGoldenTree Credit Opportunities Financing IGoldenTree Loan Opportunities IIIGoldentree Loan Opportunities IVGoldenTree Loan Opportunities VLaurelin ILaurelin IIGoldman Sachs Asset Management CLOGoldman Sachs Specialty Lending CLO-IGolub Capital BDC 2010-1Golub Capital Funding CLO-8Golub Capital Loan Trust 2005-1Golub Capital Management CLO 2007-1Golub Capital Partners 2007-1Golub Capital Partners CLO 10Golub Capital Partners CLO 12Golub Capital Senior Loan Opportunity FundGolub International LoanGreywolf CLO I280 Funding IBoyne ValleyCallidus Debt Partners CLO Fund IICallidus Debt Partners CLO Fund IVCallidus Debt Partners CLO Fund VCallidus Debt Partners CLO Fund VICallidus Debt Partners CLO Fund VIICentral Park CLOChelsea Park CLOClare IslandEssex Park CDO (fka Katonah VI)Foxe Basin CLO 2003FriedbergMilstein Leveraged Capital IFriedbergMilstein Leveraged Capital II

FriedbergMilstein Private Capital IGale Force 1 CLOGale Force 2 CLOGale Force 3 CLOGale Force 4 CLOGreen Park CDOHarbourmaster CLO 10Harbourmaster CLO 11Harbourmaster CLO 3Harbourmaster CLO 4Harbourmaster CLO 5Harbourmaster CLO 6Harbourmaster CLO 7Harbourmaster CLO 8Harbourmaster Pro Rata CLO 1Harbourmaster Pro Rata CLO 2Harbourmaster Pro Rata CLO 3Hudson Straits CLO 2004Hyde Park CDOInwood Park CDOLafayette Square CDO

Morningside Park1888 Guggenheim Fund5180 CLOCopper RiverGreen Lane CLOIron Hill CLO 2008Kennecott Funding

Bacchus US 2006-1Halcyon Loan Investors CLO IHalcyon Loan Investors CLO IIHalcyon Long/Short CLO 2006-1Halcyon SAM European CLO 2006-2Halcyon SAM European CLO 2007-IHalcyon SAM European CLO 2008-IHSAM 2006-1 (HSAM 1)HSAM European CLO 2006-1

MAPS CLO Fund IMAPS CLO Fund IIMonument Park CDOProspect Park CDORegent's ParkSkellig RockSt James's Park 2007-1Tara Hill ITribeca Park CLOUnion Square

Sands Point Funding

HSAM Long Secured/Short Unsecured CLO 2006-1HSAM LS 2007-1 (HSAM 4)HSAM LS 2007-2 (HSAM 9)HSAM LS 2007-3 (HSAM 6)Harbourview CLO 2006-1Harch CLO IHarch CLO IIHarch CLO IIIAquilae CLO IAquilae CLO IIAberdeen Loan Funding IArmstrong Loan FundingBrentwood CLOBristol Bay Funding CLOEastland CLOGleneaglesGrayson CLOGreenbriar CLOHewett's Island CLO I-RHighland Loan Funding VJasper CLOLiberty CLO

Valhalla

Hillmark FundingBacchus 2006-1Bacchus 2006-2Bacchus 2007-1Indosuez Capital Funding VIBEL SME CLO 2006-1ING CLO IING CLO IIING CLO IIIING CLO IVING IM CLO 2012-1

Eurocredit CDO IEurocredit CDO IIEurocredit CDO IIIEurocredit CDO IV

Red River CLO IRestoration FundingRockwall CDORockwall CDO IISouthfork CLOStratford CLO

Westchester CLO

Phoenix CLO IPhoenix CLO IIPhoenix CLO III

Eurocredit CDO VEurocredit CDO VIEurocredit CDO VIIICG EOS Loan Fund ISt Paul's CLO IAvalon 3Belhurst CLOChamplain CLOHudson Canyon Funding IIKatonah CLO VLimerock CLO I

Gresham Capital CLO IGresham Capital CLO IIGresham Capital CLO IIIGresham Capital CLO IVKnightsbridge CLO 2008-1Cratos CLO IKatonah CLO 2007-IKatonah CLO IXKatonah CLO VIIIKatonah X CLOKatonah VIIEquus Capital FundingKingsland IKingsland IIKingsland IIIKingsland IVKingsland VKKR Financial CLO 2005-1KKR Financial CLO 2005-2KKR Financial CLO 2006-1KKR Financial CLO 2007-1KKR Financial CLO 2007-AKKR Financial CLO 2011-1KVK CLO 2012-1LCM IIILCM ILCM IXLCM XLCM XI

Morgan Stanley Investmen...Moselle CLOMSIM Peconic Bay 2007-1Nautique Funding ISagamore CLOSaratoga CLO ITheseus European CLOWasatch CLO

Genesis CLO 2007-2Golden Knight CLO IILatitude CLO ILatitude CLO IILatitude CLO IIIHewett's Island IVLCM IILCM IVLCM VLCM VIBase CLO ICougar CLO ICougar CLO IILeopard CLO ILeopard CLO VLeopard CLO IILeopard CLO IIILeopard CLO IVKnight II FundingBerkeley Street CDOJersey Street CLO IVenture II

Libra CDOLightPoint CLO 2004-1LightPoint CLO IIILightPoint CLO IVLightPoint CLO VLightPoint CLO VIILightpoint CLO VIIILightPoint Pan European CLO 2007-1Flatiron 2011-1 CLOHamlet IIIntegral FundingGeer Mountain Financing IGenesis CLO 2007-1Kinney Hill Credit Opportunities Fund IClavos Euro CDOAddison CDOClarenville CDOEuropean Enhanced Loan FundFairway Loan Funding

Venture III CDOVenture IV CDOVenture IX CLOVenture V CDOVenture VI CDOVenture VII CDOVenture VIII CDO

Intercontinental CDO I

Portola

Euro Galaxy CLO 2006-1Euro Galaxy CLO IIGalaxy CLO 2003-1Galaxy III CLOGalaxy IV CLOGalaxy V CLOGalaxy VI CLOGalaxy VII CLOGalaxy VIII CLOGalaxy X CLOGalaxy XI

Dryden IX-Senior Loan Fund 2005Dryden V Leveraged Loan CDO 2003Dryden VII Leveraged Loan CDO 2004Dryden VIIIDryden VI-Leveraged Loan CDO 2004Dryden XDryden XIDryden XIV - Euro CLO 2006Dryden XV - Euro CLO 2006Dryden XVI - Leveraged Loan CDO 2006Dryden XVIII - Leveraged Loan 2007Dryden XXI - Leveraged loan CDODryden XXII CLOEuro Atlantis CLOGateway CLOGateway II - Euro CLOGateway III - Euro CLO IIIGateway IV - Euro CLOBoston Harbor CLO 2004-1Cavalry CLO IContego IDalradian European CLO IDalradian European CLO IIDalradian European CLO IIIDalradian European CLO IVAvery Point CLO IChatham Light CLO

Mayport CLO

Santa RosaSilver Creek FundingSouthport CLOWaveland Ingots

Mezzvest Investments IIPlymouth Rock CLOSaturn CLO

Chatham Light CLO IIKatonah III

Baker Street CLO IIBaker Street Funding CLO 2005-1Grand Horn CLO 2007-1Cannington FundingComstock FundingECP CLO 2012-3Endeavor CDOGreens Creek IField Point IField Point IIField Point IIIField Point IVCOLTS 2007-1Founders Grove CLOGrant Grove CLOCelerity CLO IFirst 2004-1 CLOFirst 2004-2 CLOGannett Peak IClearwater Funding CDO 2001-AColiseum FundingGallatin CLO II (2005-1)Gallatin CLO IIIGrayston CLO II 2004-1Liberty Square CDO ILiberty Square CDO IIArchimedes Funding IVG Square Finance1776 CLO I

Eurocredit CDO VII

Nash Point CLORace Point II CLORace Point III CLORace Point IV CLORace Point V CLORace Point VI

Octagon Investment Partners IXOctagon Investment Partners VOctagon Investment Partners VIIOctagon Investment Partners VIIIOctagon Investment Partners XOctagon Investment Partners XIOctagon Investment Partners XII

NYLIM Flatiron CLO 2004-1NYLIM Flatiron CLO 2005-1NYLIM Flatiron CLO 2006-1

SPF CDO I

Franklin CLO IAIG-MezzVest Investments

Silverado CLO 2006-ISilverado CLO 2006-IIRMF Euro CDORMF Euro CDO IIIRMF Euro CDO IVMountain View CLO IIIMountain View Funding CLO 2006-1Mountain View IIOcean Trails CLO IOcean Trails CLO IIWG Horizons CLO I

Navigator CDO 2003Navigator CDO 2006-2Magi Funding IMelchior CDO

Manager Currency Principal balance USD3i EUR 221,954,830 3i EUR 338,682,962 3i EUR 303,671,975 3i EUR 542,071,279 3i EUR 646,063,471 3i EUR 734,880,713 3i EUR 599,894,462 3i EUR 395,846,377 3i EUR 358,000,000 3i EUR 341,208,422 3i EUR 66,000,000 3i EUR 447,000,000 Aegon Usa Investment Management USD 357,500,000 357,500,000Airlie Capital Management USD 436,940,394 436,940,394Airlie Capital Management USD 387,000,000 387,000,000Airlie Capital Management USD 109,000,000 109,000,000Aladdin Capital Management USD 289,000,000 289,000,000Aladdin Capital Management USD 36,000,000 36,000,000Aladdin Capital Management USD 115,214,340 115,214,340Aladdin Capital Management USD 136,000,000 136,000,000Aladdin Capital Management USD 475,000,000 475,000,000Aladdin Capital Management USD 248,000,000 248,000,000Aladdin Capital Management USD 265,000,000 265,000,000Aladdin Capital Management USD 325,495,475 325,495,475Aladdin Capital Management USD 505,464,552 505,464,552Alcentra EUR 377,000,000 Alcentra EUR 186,000,000 Alcentra EUR 458,767,318 Alcentra EUR 120,000,000 Alcentra EUR 900,000,000 Alcentra EUR 365,000,000 Alcentra EUR 400,000,000 Alcentra EUR 394,159,386 Alcentra EUR 286,484,913 Alcentra EUR 514,227,753 Alcentra EUR 482,466,261 Alcentra USD 400,000,000 400,000,000Alcentra USD 113,000,000 113,000,000Alcentra USD 91,000,000 91,000,000Alcentra USD 196,200,000 196,200,000Alcentra USD 154,100,000 154,100,000Alcentra USD 484,300,000 484,300,000Alcentra USD 484,900,000 484,900,000Alcentra USD 174,000,000 174,000,000Alcentra USD 396,000,000 396,000,000Alcentra EUR 204,000,000 Alcentra USD 122,000,000 122,000,000

Alcentra USD 324,000,000 324,000,000Alcentra USD 451,800,000 451,800,000Alcentra USD 333,300,000 333,300,000Alcentra EUR 452,200,000 Alcentra EUR 543,300,000 Alcentra EUR 546,500,000 Alcentra EUR 498,100,000 Alcentra EUR 322,900,000 AllianceBernstein USD 344,067,438 344,067,438Allstate Investment Management USD 338,000,000 338,000,000Allstate Investment Management USD 403,255,788 403,255,788Alpstar Management USD 321,685,080 321,685,080Alpstar Management USD 582,000,000 582,000,000American Capital Strategies USD 400,000,000 400,000,000American Money Management USD 296,000,000 296,000,000American Money Management USD 484,335,265 484,335,265American Money Management USD 294,601,675 294,601,675American Money Management USD 423,000,000 423,000,000American Money Management USD 483,469,109 483,469,109American Money Management USD 411,000,000 411,000,000American Money Management USD 452,000,000 452,000,000Anchorage Capital USD 872,264,434 872,264,434Apollo Global Management USD 460,000,000 460,000,000Apollo Global Management USD 323,000,000 323,000,000Apollo Global Management USD 404,550,000 404,550,000Apollo Global Management USD 389,000,000 389,000,000Apollo Global Management USD 680,000,000 680,000,000Apollo Global Management USD 134,000,000 134,000,000Apollo Global Management USD 309,044,709 309,044,709Apollo Global Management USD 75,000,000 75,000,000Apollo Global Management USD 95,114,977 95,114,977Apollo Global Management USD 159,924,984 159,924,984Apollo Global Management USD 281,586,880 281,586,880Apollo Global Management USD 419,816,061 419,816,061Apollo Global Management USD 296,917,173 296,917,173Apollo Global Management USD 400,000,000 400,000,000Apollo Global Management USD 355,000,000 355,000,000Apollo Global Management USD 355,000,000 355,000,000Apollo Global Management USD 565,000,000 565,000,000Apollo Global Management USD 506,000,000 506,000,000Apollo Global Management USD 537,000,000 537,000,000Apollo Global Management USD 753,000,000 753,000,000Apollo Global Management USD 1,125,000,000 1,125,000,000Apollo Global Management USD 930,000,000 930,000,000Apollo Global Management USD 600,000,000 600,000,000Ares Management USD 180,800,000 180,800,000Ares Management USD 407,000,000 407,000,000Ares Management USD 994,000,000 994,000,000

Ares Management USD 308,890,000 308,890,000Ares Management USD 211,435,638 211,435,638Ares Management USD 556,740,557 556,740,557Ares Management USD 387,040,132 387,040,132Ares Management USD 356,483,499 356,483,499Ares Management USD 803,083,288 803,083,288Ares Management USD 691,270,832 691,270,832Ares Management USD 410,000,000 410,000,000Ares Management USD 136,000,000 136,000,000Ares Management USD 421,000,000 421,000,000Ares Management USD 349,000,000 349,000,000Ares Management USD 411,200,000 411,200,000Ares Management EUR 356,000,000 Ares Management EUR 411,000,000 Ares Management EUR 351,600,000 Ares Management USD 689,300,000 689,300,000Ares Management USD 161,000,000 161,000,000Ares Management USD 232,200,000 232,200,000Ares Management USD 362,000,000 362,000,000Ares Management USD 58,000,000 58,000,000Ares Management USD 499,415,812 499,415,812Ares Management USD 187,696,441 187,696,441Ares Management USD 133,000,000 133,000,000Ares Management USD 379,011,865 379,011,865Ares Management USD 357,898,421 357,898,421Ares Management USD 414,830,000 414,830,000Ares Management USD 489,300,000 489,300,000Ares Management EUR 499,400,000 Ares Management EUR 449,200,000 Avenue Capital Management USD 151,000,000 151,000,000Avenue Capital Management USD 388,000,000 388,000,000Avenue Capital Management USD 464,986,446 464,986,446Avoca Capital EUR 384,917,383 Avoca Capital EUR 255,500,414 Avoca Capital EUR 392,828,138 Avoca Capital EUR 422,752,533 Avoca Capital EUR 374,000,000 Avoca Capital EUR 474,156,834 Avoca Capital EUR 507,199,529 Avoca Capital EUR 710,872,882 Avoca Capital EUR 505,514,075 Avoca Capital EUR 341,546,734 Axa Investment Managers EUR 192,824,444 Axa Investment Managers EUR 354,800,000 Axa Investment Managers EUR 513,332,870 Babson Capital USD 398,013,167 398,013,167Babson Capital USD 216,000,000 216,000,000Babson Capital USD 227,000,000 227,000,000

Babson Capital USD 856,649,689 856,649,689Babson Capital USD 502,782,328 502,782,328Babson Capital USD 564,000,000 564,000,000Babson Capital USD 563,528,135 563,528,135Babson Capital USD 551,843,905 551,843,905Babson Capital USD 737,111,632 737,111,632Babson Capital USD 341,000,000 341,000,000Babson Capital USD 514,000,000 514,000,000Babson Capital USD 406,850,000 406,850,000Babson Capital USD 358,000,000 358,000,000Babson Capital USD 405,000,000 405,000,000Babson Capital USD 461,727,583 461,727,583Babson Capital USD 333,452,000 333,452,000Babson Capital EUR 601,093,264 Babson Capital EUR 235,732,220 Babson Capital EUR 430,224,349 Babson Capital EUR 393,128,016 Babson Capital EUR 476,073,876 Babson Capital EUR 498,048,968 Babson Capital EUR 493,500,000 Babson Capital USD 220,000,000 220,000,000Babson Capital USD 528,200,000 528,200,000Babson Capital USD 404,700,000 404,700,000Babson Capital USD 312,100,000 312,100,000Babson Capital USD 209,000,000 209,000,000Babson Capital USD 265,000,000 265,000,000Babson Capital USD 384,100,831 384,100,831Fidelity USD 369,000,000 369,000,000Fidelity USD 579,234,489 579,234,489Bear Stearns Asset Management USD 20,987,151 20,987,151Black Diamond Capital Management USD 786,205,123 786,205,123Black Diamond Capital Management USD 1,012,696,251 1,012,696,251Black Diamond Capital Management USD 951,769,960 951,769,960Black Diamond Capital Management USD 76,000,000 76,000,000Black Diamond Capital Management USD 250,036,794 250,036,794Black Diamond Capital Management EUR 351,000,000 Black Diamond Capital Management EUR 248,833,061 Black Diamond Capital Management EUR 325,320,584 Black Diamond Capital Management EUR 286,163,782 Black Diamond Capital Management USD 27,000,000 27,000,000Black Diamond Capital Management USD 380,436,492 380,436,492Black Diamond Capital Management USD 336,197,188 336,197,188Black Diamond Capital Management USD 356,806,496 356,806,496Black Diamond Capital Management USD 341,404,483 341,404,483Black Diamond Capital Management USD 202,000,000 202,000,000BlackRock USD 260,746,017 260,746,017BlackRock USD 385,875,236 385,875,236BlackRock USD 498,580,037 498,580,037

BlackRock USD 458,459,195 458,459,195BlackRock USD 408,000,000 408,000,000BlackRock USD 10,000,000 10,000,000BlackRock USD 59,000,000 59,000,000BlackRock USD 114,000,000 114,000,000BlackRock USD 313,000,000 313,000,000BlueMountain Capital Management USD 410,000,000 410,000,000BlueMountain Capital Management USD 374,000,000 374,000,000BlueMountain Capital Management USD 484,466,855 484,466,855BlueMountain Capital Management USD 397,063,262 397,063,262BlueMountain Capital Management USD 446,654,306 446,654,306BNP Paribas Asset Management EUR 329,000,000 BNP Paribas Asset Management EUR 284,000,000 BNP Paribas Asset Management EUR 284,535,296 BNP Paribas Asset Management EUR 182,438,055 BNP Paribas Asset Management EUR 186,555,079 BNP Paribas Asset Management EUR 303,808,979 Brigade Capital Management USD 497,000,000 497,000,000Cairn Capital USD 475,000,000 475,000,000Cairn Capital USD 391,225,849 391,225,849Canaras USD 293,000,000 293,000,000Canyon Partners USD 333,000,000 333,000,000Canyon Partners USD 281,000,000 281,000,000Carlyle USD 597,699,267 597,699,267Carlyle USD 508,155,650 508,155,650Carlyle USD 456,723,609 456,723,609Carlyle USD 69,811,497 69,811,497Carlyle USD 552,029,446 552,029,446Carlyle USD 507,000,000 507,000,000Carlyle USD 509,900,000 509,900,000Carlyle USD 510,000,000 510,000,000Carlyle USD 500,000,000 500,000,000Carlyle USD 167,439,154 167,439,154Carlyle USD 335,676,221 335,676,221Carlyle USD 519,242,924 519,242,924Carlyle USD 395,242,300 395,242,300Carlyle USD 534,874,531 534,874,531Carlyle USD 80,000,000 80,000,000Carlyle USD 292,244,693 292,244,693Carlyle USD 382,000,000 382,000,000Carlyle EUR 419,725,996 Carlyle USD 456,441,180 456,441,180Carlyle EUR 484,166,517 Carlyle EUR 514,000,000 Carlyle EUR 243,000,000 Carlyle EUR 334,000,000 Carlyle EUR 503,000,000 Carlyle EUR 476,395,944

Carlyle EUR 700,000,000 Carlyle EUR 762,129,277 Carlyle EUR 314,040,703 Carlyle USD 106,300,000 106,300,000Carlyle USD 298,700,000 298,700,000Carlyle USD 300,200,000 300,200,000Carlyle USD 400,000,000 400,000,000Carlyle USD 1,158,023,050 1,158,023,050Caywood-Scholl Capital Management USD 286,493,645 286,493,645Cerberus Capital Management USD 550,000,000 550,000,000Cheyne Capital USD 308,303,279 308,303,279Cheyne Capital USD 813,305,888 813,305,888CIFC USD 499,927,382 499,927,382CIFC USD 507,682,975 507,682,975CIFC USD 286,825,438 286,825,438CIFC USD 513,466,922 513,466,922CIFC USD 385,400,000 385,400,000CIFC USD 614,074,262 614,074,262CIFC USD 405,658,019 405,658,019CIFC USD 599,000,000 599,000,000CIFC USD 443,100,000 443,100,000CIFC USD 415,000,000 415,000,000CIFC USD 366,000,000 366,000,000CIFC USD 460,000,000 460,000,000CIFC USD 490,268,512 490,268,512CIFC USD 434,000,000 434,000,000CIFC USD 278,499,031 278,499,031CIFC USD 104,000,000 104,000,000CIFC USD 153,588,921 153,588,921CIFC USD 258,000,000 258,000,000CIFC USD 376,920,198 376,920,198CIFC USD 381,434,164 381,434,164CIFC USD 134,000,000 134,000,000CIFC USD 182,300,000 182,300,000CIFC USD 265,000,000 265,000,000CIFC USD 354,000,000 354,000,000CIFC USD 386,000,000 386,000,000CIFC USD 13,000,000 13,000,000CIFC USD 410,000,000 410,000,000CIT Group Holdings USD 512,200,000 512,200,000Citi USD 342,593,872 342,593,872Citi USD 415,410,022 415,410,022Citi USD 548,210,359 548,210,359Citi USD 734,041,554 734,041,554Clearwater Capital USD 101,000,000 101,000,000Cohen & Company USD 276,886,080 276,886,080Columbia Management USD 397,371,674 397,371,674Columbia Management USD 725,500,000 725,500,000

Columbia Management USD 618,077,000 618,077,000Columbia Management USD 500,000,000 500,000,000Columbia Management USD 617,300,000 617,300,000Columbia Management USD 41,000,000 41,000,000Columbia Management USD 945,076,644 945,076,644Columbia Management USD 544,000,000 544,000,000Columbia Management USD 827,500,000 827,500,000Columbia Management USD 63,600,000 63,600,000Commerzbank EUR 168,000,000 CQS Management USD 388,447,623 388,447,623CQS Management USD 384,000,000 384,000,000CQS Management USD 443,221,367 443,221,367Credit Suisse Asset Management USD 137,000,000 137,000,000Credit Suisse Asset Management USD 80,000,000 80,000,000Credit Suisse Asset Management USD 319,973,076 319,973,076Credit Suisse Asset Management USD 556,000,000 556,000,000Credit Suisse Asset Management USD 724,000,000 724,000,000Credit Suisse Asset Management USD 407,000,000 407,000,000Credit Suisse Asset Management EUR 450,000,000 Credit Suisse Asset Management EUR 458,710,179 Credit Suisse Asset Management EUR 492,803,134 Credit Suisse Asset Management EUR 481,155,679 Credit Suisse Asset Management USD 827,366,567 827,366,567Credit Suisse Asset Management USD 226,000,000 226,000,000Credit Suisse Asset Management USD 229,000,000 229,000,000Credit Suisse Asset Management USD 333,997,755 333,997,755Credit Suisse Asset Management USD 213,000,000 213,000,000Credit Suisse Asset Management USD 34,000,000 34,000,000Credit Suisse Asset Management USD 458,000,000 458,000,000Credit Suisse Asset Management USD 811,600,000 811,600,000Credit Suisse Asset Management USD 665,500,000 665,500,000Credit Suisse Asset Management USD 496,900,000 496,900,000Credit Suisse Asset Management USD 665,500,000 665,500,000Credit Suisse Asset Management USD 513,000,000 513,000,000Credit Suisse Asset Management USD 411,000,000 411,000,000CVC Credit USD 264,000,000 264,000,000CVC Credit USD 340,131,309 340,131,309CVC Credit USD 307,800,000 307,800,000CVC Credit USD 346,964,769 346,964,769CVC Credit USD 257,000,000 257,000,000CVC Credit USD 370,710,881 370,710,881CVC Credit USD 285,000,000 285,000,000CVC Credit USD 350,000,000 350,000,000CVC Credit USD 400,000,000 400,000,000CVC Credit USD 352,000,000 352,000,000CVC Credit USD 350,000,000 350,000,000CVC Credit USD 350,500,000 350,500,000CVC Credit EUR 434,022,411

CVC Credit EUR 423,951,639 CVC Credit USD 134,800,000 134,800,000CVC Credit USD 425,200,000 425,200,000CVC Credit USD 467,200,000 467,200,000CVC Credit USD 411,700,000 411,700,000CVC Credit USD 309,300,000 309,300,000De Meer Asset Management USD 266,972,194 266,972,194Denali Capital USD 131,173,996 131,173,996Denali Capital USD 383,839,394 383,839,394Denali Capital USD 500,900,000 500,900,000Denali Capital USD 795,650,000 795,650,000Deutsche Asset Management USD 99,611,761 99,611,761Deutsche Asset Management EUR 282,146,801 Deutsche Asset Management USD 161,000,000 161,000,000Deutsche Asset Management USD 398,297,148 398,297,148Deutsche Asset Management USD 500,000,000 500,000,000Deutsche Asset Management USD 491,602,753 491,602,753Deutsche Asset Management EUR 505,000,000 Doral Money Management USD 415,000,000 415,000,000Doral Money Management USD 450,000,000 450,000,000Eaton Vance USD 472,000,000 472,000,000Eaton Vance USD 143,000,000 143,000,000Eaton Vance USD 160,000,000 160,000,000Eaton Vance USD 500,000,000 500,000,000Eaton Vance USD 460,000,000 460,000,000Eaton Vance USD 409,336,849 409,336,849Eaton Vance USD 720,000,000 720,000,000Eaton Vance EUR 547,046,652 Egret Capital Partners USD 418,500,000 418,500,000Equinotes Management EUR 192,000,000 Feingold O'Keeffe Capital USD 283,000,000 283,000,000Feingold O'Keeffe Capital USD 350,000,000 350,000,000Fidelity USD 595,574,414 595,574,414Fore Research and Management USD 498,423,198 498,423,198Fortress Investment Group USD 3,000,000 3,000,000Fortress Investment Group USD 141,000,000 141,000,000Fortress Investment Group USD 1,835,000,000 1,835,000,000Fortress Investment Group USD 400,000,000 400,000,000Fortress Investment Group USD 453,000,000 453,000,000Fortress Investment Group USD 88,000,000 88,000,000Fortress Investment Group USD 840,000,000 840,000,000Fortress Investment Group USD 210,000,000 210,000,000Fortress Investment Group USD 4,232,821,688 4,232,821,688Fortress Investment Group USD 77,958,580 77,958,580Fortress Investment Group USD 299,925,074 299,925,074Fortress Investment Group USD 324,884,301 324,884,301Franklin Templeton Investments USD 32,000,000 32,000,000Franklin Templeton Investments USD 452,000,000 452,000,000

Franklin Templeton Investments USD 374,000,000 374,000,000Fraser Sullivan Investment Management USD 241,000,000 241,000,000Fraser Sullivan Investment Management USD 196,000,000 196,000,000Fraser Sullivan Investment Management USD 513,000,000 513,000,000Fraser Sullivan Investment Management USD 500,000,000 500,000,000Fraser Sullivan Investment Management USD 459,000,000 459,000,000Fraser Sullivan Investment Management USD 401,000,000 401,000,000Fraser Sullivan Investment Management USD 408,000,000 408,000,000Fraser Sullivan Investment Management USD 460,000,000 460,000,000Freeport Financial USD 297,000,000 297,000,000Garrison USD 195,000,000 195,000,000GE Asset Management USD 19,000,000 19,000,000GE Asset Management USD 118,000,000 118,000,000Global Leveraged Credit USD 482,878,449 482,878,449GoldenTree Asset Management USD 317,000,000 317,000,000GoldenTree Asset Management USD 513,543,068 513,543,068GoldenTree Asset Management USD 713,000,000 713,000,000GoldenTree Asset Management USD 750,000,000 750,000,000GoldenTree Asset Management USD 700,000,000 700,000,000GoldenTree Asset Management USD 749,000,000 749,000,000GoldenTree Asset Management USD 328,485,727 328,485,727GoldenTree Asset Management USD 430,259,280 430,259,280Goldman Sachs Asset Management USD 389,000,000 389,000,000Goldman Sachs Asset Management USD 572,000,000 572,000,000Golub Capital USD 184,000,000 184,000,000Golub Capital USD 295,000,000 295,000,000Golub Capital USD 172,000,000 172,000,000Golub Capital USD 510,150,000 510,150,000Golub Capital USD 400,000,000 400,000,000Golub Capital USD 306,000,000 306,000,000Golub Capital USD 251,000,000 251,000,000Golub Capital USD 345,000,000 345,000,000Golub Capital USD 405,000,000 405,000,000Greywolf Capital Management USD 490,693,128 490,693,128GSO/Blackstone USD 1,443,000,000 1,443,000,000GSO/Blackstone EUR 408,094,054 GSO/Blackstone USD 54,000,000 54,000,000GSO/Blackstone USD 467,000,000 467,000,000GSO/Blackstone USD 408,900,000 408,900,000GSO/Blackstone USD 389,140,373 389,140,373GSO/Blackstone USD 595,000,000 595,000,000GSO/Blackstone USD 690,000,000 690,000,000GSO/Blackstone USD 463,089,287 463,089,287GSO/Blackstone EUR 422,558,924 GSO/Blackstone USD 189,000,000 189,000,000GSO/Blackstone USD 48,000,000 48,000,000GSO/Blackstone USD 228,073,752 228,073,752GSO/Blackstone USD 327,193,938 327,193,938

GSO/Blackstone USD 251,708,286 251,708,286GSO/Blackstone USD 332,502,146 332,502,146GSO/Blackstone USD 513,250,000 513,250,000GSO/Blackstone USD 617,100,000 617,100,000GSO/Blackstone USD 462,152,000 462,152,000GSO/Blackstone EUR 459,029,683 GSO/Blackstone EUR 490,903,934 GSO/Blackstone EUR 480,042,492 GSO/Blackstone EUR 282,171,067 GSO/Blackstone EUR 325,121,596 GSO/Blackstone EUR 562,614,957 GSO/Blackstone EUR 437,184,658 GSO/Blackstone EUR 904,688,369 GSO/Blackstone EUR 506,229,629 GSO/Blackstone EUR 825,000,000 GSO/Blackstone EUR 571,718,121 GSO/Blackstone EUR 590,225,058 GSO/Blackstone USD 168,000,000 168,000,000GSO/Blackstone EUR 498,812,500 GSO/Blackstone USD 1,250,000,000 1,250,000,000GSO/Blackstone USD 589,774,484 589,774,484GSO/Blackstone USD 253,500,000 253,500,000GSO/Blackstone USD 400,000,000 400,000,000GSO/Blackstone USD 319,000,000 319,000,000GSO/Blackstone USD 435,000,000 435,000,000GSO/Blackstone EUR 597,900,000 GSO/Blackstone EUR 421,100,000 GSO/Blackstone EUR 293,000,000 GSO/Blackstone EUR 234,100,000 GSO/Blackstone USD 372,000,000 372,000,000GSO/Blackstone USD 107,600,000 107,600,000GSO/Blackstone USD 400,000,000 400,000,000Guggenheim Partners USD 111,000,000 111,000,000Guggenheim Partners USD 1,012,000,000 1,012,000,000Guggenheim Partners USD 717,050,000 717,050,000Guggenheim Partners USD 352,784,236 352,784,236Guggenheim Partners USD 24,000,000 24,000,000Guggenheim Partners USD 479,045,556 479,045,556Guggenheim Partners USD 424,000,000 424,000,000Halcyon Asset Management USD 288,389,529 288,389,529Halcyon Asset Management USD 404,309,178 404,309,178Halcyon Asset Management USD 402,551,683 402,551,683Halcyon Asset Management USD 345,000,000 345,000,000Halcyon Asset Management EUR 381,789,935 Halcyon Asset Management EUR 423,000,000 Halcyon Asset Management EUR 332,000,000 Halcyon Asset Management USD 360,440,061 360,440,061Halcyon Asset Management EUR 373,167,450

Halcyon Asset Management USD 389,528,992 389,528,992Halcyon Asset Management USD 500,000,000 500,000,000Halcyon Asset Management USD 507,424,881 507,424,881Halcyon Asset Management USD 446,129,927 446,129,927HarbourView Asset Management USD 412,000,000 412,000,000Harch Capital Management USD 383,000,000 383,000,000Harch Capital Management USD 201,000,000 201,000,000Harch Capital Management USD 267,000,000 267,000,000Henderson Global Investors EUR 181,433,861 Henderson Global Investors EUR 288,924,570 Highland Capital Management USD 497,000,000 497,000,000Highland Capital Management USD 236,000,000 236,000,000Highland Capital Management USD 650,729,559 650,729,559Highland Capital Management USD 74,000,000 74,000,000Highland Capital Management USD 1,394,838,916 1,394,838,916Highland Capital Management USD 852,973,060 852,973,060Highland Capital Management USD 1,427,000,000 1,427,000,000Highland Capital Management USD 943,000,000 943,000,000Highland Capital Management USD 243,000,000 243,000,000Highland Capital Management USD 181,000,000 181,000,000Highland Capital Management USD 648,483,873 648,483,873Highland Capital Management USD 911,000,000 911,000,000Highland Capital Management USD 724,000,000 724,000,000Highland Capital Management USD 174,000,000 174,000,000Highland Capital Management USD 763,000,000 763,000,000Highland Capital Management USD 951,000,000 951,000,000Highland Capital Management USD 659,700,000 659,700,000Highland Capital Management USD 656,000,000 656,000,000Highland Capital Management USD 200,400,000 200,400,000Highland Capital Management USD 910,000,000 910,000,000Hillmark Capital Management USD 453,000,000 453,000,000IKB EUR 370,760,241 IKB EUR 741,000,000 IKB EUR 418,643,209 Indosuez Capital USD 73,936,938 73,936,938ING Investment Management USD 290,000,000 290,000,000ING Investment Management USD 263,000,000 263,000,000ING Investment Management USD 489,000,000 489,000,000ING Investment Management USD 462,000,000 462,000,000ING Investment Management USD 500,000,000 500,000,000ING Investment Management USD 371,000,000 371,000,000ING Investment Management USD 354,000,000 354,000,000ING Investment Management USD 642,200,000 642,200,000ING Investment Management USD 484,900,000 484,900,000Intermediate Capital Group EUR 142,046,609 Intermediate Capital Group EUR 64,682,265 Intermediate Capital Group EUR 309,000,000 Intermediate Capital Group EUR 223,639,549

Intermediate Capital Group EUR 566,530,976 Intermediate Capital Group EUR 493,315,974 Intermediate Capital Group EUR 501,459,362 Intermediate Capital Group EUR 1,426,000,000 Intermediate Capital Group EUR 335,000,000 INVESCO USD 432,025,770 432,025,770INVESCO USD 467,307,482 467,307,482INVESCO USD 285,000,000 285,000,000INVESCO USD 421,000,000 421,000,000INVESCO USD 82,680,249 82,680,249INVESCO USD 493,487,338 493,487,338INVESCO USD 275,000,000 275,000,000INVESCO USD 307,600,000 307,600,000INVESCO USD 394,000,000 394,000,000INVESCO USD 547,700,000 547,700,000INVESCO USD 121,000,000 121,000,000INVESCO USD 663,000,000 663,000,000INVESCO USD 292,000,000 292,000,000INVESCO USD 643,800,000 643,800,000Investec EUR 200,165,517 Investec EUR 202,583,726 Investec EUR 565,580,858 Investec EUR 299,891,337 Ivory Hill Asset Management USD 244,000,000 244,000,000JMP Group USD 489,000,000 489,000,000Katonah Debt Advisors USD 323,000,000 323,000,000Katonah Debt Advisors USD 394,000,000 394,000,000Katonah Debt Advisors USD 355,000,000 355,000,000Katonah Debt Advisors USD 500,000,000 500,000,000Katonah Debt Advisors USD 343,952,260 343,952,260KDP Investment Advisors USD 18,000,000 18,000,000Kingsland Capital Management USD 371,646,853 371,646,853Kingsland Capital Management USD 423,301,524 423,301,524Kingsland Capital Management USD 425,000,000 425,000,000Kingsland Capital Management USD 480,460,643 480,460,643Kingsland Capital Management USD 480,414,672 480,414,672KKR Financial Advisors USD 682,653,135 682,653,135KKR Financial Advisors USD 764,000,000 764,000,000KKR Financial Advisors USD 750,015,488 750,015,488KKR Financial Advisors USD 3,236,289,838 3,236,289,838KKR Financial Advisors USD 837,000,000 837,000,000KKR Financial Advisors USD 400,000,000 400,000,000KVK USD 353,000,000 353,000,000LCM USD 351,000,000 351,000,000LCM USD 103,000,000 103,000,000LCM USD 666,300,000 666,300,000LCM USD 410,000,000 410,000,000LCM USD 485,000,000 485,000,000

LLCP Advisors USD 700,000,000 700,000,000Lord Abbett USD 402,000,000 402,000,000Lufkin Advisors USD 264,000,000 264,000,000Lufkin Advisors USD 254,056,911 254,056,911Lufkin Advisors USD 290,313,044 290,313,044LCM USD 386,722,542 386,722,542LCM USD 216,114,215 216,114,215LCM USD 273,208,235 273,208,235LCM USD 600,000,000 600,000,000LCM USD 500,000,000 500,000,000M&G Investment Management USD 182,000,000 182,000,000M&G Investment Management USD 100,390,586 100,390,586M&G Investment Management USD 164,000,000 164,000,000M&G Investment Management USD 153,909,591 153,909,591M&G Investment Management USD 400,000,000 400,000,000M&G Investment Management USD 193,424,063 193,424,063M&G Investment Management USD 225,886,611 225,886,611M&G Investment Management USD 384,725,000 384,725,000MBIA USD 400,000,000 400,000,000MFS Investment Management USD 56,000,000 56,000,000MFS Investment Management USD 181,000,000 181,000,000MJX USD 56,000,000 56,000,000MJX USD 170,900,000 170,900,000MJX USD 317,300,000 317,300,000MJX USD 500,000,000 500,000,000MJX USD 400,000,000 400,000,000MJX USD 400,000,000 400,000,000MJX USD 254,900,000 254,900,000MJX USD 850,000,000 850,000,000Neuberger Berman USD 1,276,000,000 1,276,000,000Neuberger Berman USD 40,000,000 40,000,000Neuberger Berman USD 422,000,000 422,000,000Neuberger Berman USD 391,000,000 391,000,000Neuberger Berman USD 558,000,000 558,000,000Neuberger Berman USD 442,236,644 442,236,644Neuberger Berman USD 500,000,000 500,000,000Neuberger Berman EUR 309,000,000 New York Life Investment Management USD 354,000,000 354,000,000Octagon Credit Investors USD 500,000,000 500,000,000Octagon Credit Investors USD 820,456,798 820,456,798Ore Hill Partners USD 353,000,000 353,000,000Ore Hill Partners USD 714,000,000 714,000,000Ore Hill Partners USD 184,000,000 184,000,000Pemba Credit Advisers EUR 396,024,368 Pimco USD 34,204,001 34,204,001Pimco EUR 152,000,000 Pimco EUR 364,059,275 Pimco USD 764,141,511 764,141,511

Pimco USD 95,980,207 95,980,207Pimco USD 394,000,000 394,000,000Pimco USD 483,700,000 483,700,000Pimco USD 282,000,000 282,000,000Pimco USD 81,000,000 81,000,000Pimco USD 181,000,000 181,000,000Pimco USD 20,000,000 20,000,000PineBridge Investments EUR 383,000,000 PineBridge Investments EUR 405,782,682 PineBridge Investments USD 80,175,170 80,175,170PineBridge Investments USD 183,809,037 183,809,037PineBridge Investments USD 268,422,272 268,422,272PineBridge Investments USD 482,367,731 482,367,731PineBridge Investments USD 495,659,387 495,659,387PineBridge Investments USD 443,343,857 443,343,857PineBridge Investments USD 494,914,640 494,914,640PineBridge Investments USD 350,000,000 350,000,000PineBridge Investments USD 404,000,000 404,000,000PineBridge Investments USD 810,000,000 810,000,000PineBridge Investments USD 480,400,000 480,400,000PineBridge Investments USD 494,000,000 494,000,000Prudential Fin. (Pramerica) USD 522,250,000 522,250,000Prudential Fin. (Pramerica) USD 56,000,000 56,000,000Prudential Fin. (Pramerica) USD 129,600,142 129,600,142Prudential Fin. (Pramerica) USD 441,411,307 441,411,307Prudential Fin. (Pramerica) USD 140,519,926 140,519,926Prudential Fin. (Pramerica) EUR 377,838,912 Prudential Fin. (Pramerica) USD 747,800,000 747,800,000Prudential Fin. (Pramerica) EUR 462,367,043 Prudential Fin. (Pramerica) EUR 633,100,000 Prudential Fin. (Pramerica) USD 483,219,141 483,219,141Prudential Fin. (Pramerica) USD 419,000,000 419,000,000Prudential Fin. (Pramerica) USD 500,000,000 500,000,000Prudential Fin. (Pramerica) USD 262,000,000 262,000,000Prudential Fin. (Pramerica) EUR 158,506,250 Prudential Fin. (Pramerica) EUR 487,000,000 Prudential Fin. (Pramerica) EUR 387,989,160 Prudential Fin. (Pramerica) EUR 399,918,395 Prudential Fin. (Pramerica) EUR 403,465,140 Putnam Investments USD 67,000,000 67,000,000Regiment Capital Advisors USD 422,000,000 422,000,000Rothschild EUR 285,000,000 Rothschild EUR 336,379,225 Rothschild EUR 380,114,083 Rothschild EUR 392,571,723 Rothschild EUR 365,093,680 Sankaty Advisors USD 171,836,486 171,836,486Sankaty Advisors USD 126,710,113 126,710,113

Sankaty Advisors USD 465,000,000 465,000,000Sankaty Advisors USD 124,566,144 124,566,144Sankaty Advisors USD 600,000,000 600,000,000Sankaty Advisors USD 181,100,000 181,100,000Sankaty Advisors USD 610,800,000 610,800,000Sankaty Advisors USD 550,000,000 550,000,000Sankaty Advisors USD 405,000,000 405,000,000Sankaty Advisors USD 810,100,000 810,100,000Seix Advisors USD 361,000,000 361,000,000Seix Advisors USD 323,000,000 323,000,000Seix Advisors USD 192,000,000 192,000,000Silvermine Capital Management USD 441,434,775 441,434,775Silvermine Capital Management USD 420,610,038 420,610,038Silvermine Capital Management USD 462,500,000 462,500,000Silvermine Capital Management USD 122,843,378 122,843,378Silvermine Capital Management USD 438,484,618 438,484,618SilverPoint Capital USD 238,074,256 238,074,256SilverPoint Capital USD 104,000,000 104,000,000SilverPoint Capital USD 198,113,468 198,113,468SilverPoint Capital USD 303,837,470 303,837,470Structured Asset Investors USD 310,238,141 310,238,141Tall Tree Investment Management USD 225,000,000 225,000,000Tall Tree Investment Management USD 294,000,000 294,000,000TCW USD 116,271,139 116,271,139TCW USD 320,207,884 320,207,884TCW USD 169,084,418 169,084,418McDonnell USD 577,000,000 577,000,000Tiber Asset Management USD 234,000,000 234,000,000Travelers Asset Management USD 30,000,000 30,000,000UrsaMine USD 384,912,463 384,912,463UrsaMine USD 429,992,420 429,992,420UrsaMine USD 69,000,000 69,000,000Wellington Management Company USD 34,000,000 34,000,000Wellington Management Company USD 0Westgate Horizons Advisor USD 46,408,634 46,408,634Wharton Asset Management USD 119,000,000 119,000,000WR Huff Asset Management USD 500,000,000 500,000,000Octagon Credit Investors USD 400,000,000 400,000,000Octagon Credit Investors USD 166,000,000 166,000,000Octagon Credit Investors USD 189,000,000 189,000,000Octagon Credit Investors USD 424,800,000 424,800,000Octagon Credit Investors USD 460,300,000 460,300,000Octagon Credit Investors USD 512,000,000 512,000,000Octagon Credit Investors USD 317,100,000 317,100,000Intermediate Capital Group EUR 517,000,000 New York Life Investment Management USD 80,000,000 80,000,000New York Life Investment Management USD 167,000,000 167,000,000New York Life Investment Management USD 618,000,000 618,000,000

New York Life Investment Management USD 307,000,000 307,000,000New York Life Investment Management USD 350,000,000 350,000,000Pemba Credit Advisers EUR 225,300,000 Pemba Credit Advisers EUR 307,500,000 Pemba Credit Advisers EUR 433,700,000 Seix Advisors USD 505,400,000 505,400,000Seix Advisors USD 468,000,000 468,000,000Seix Advisors USD 427,000,000 427,000,000Westgate Horizons Advisor USD 318,000,000 318,000,000Westgate Horizons Advisor USD 371,000,000 371,000,000Westgate Horizons Advisor USD 369,000,000 369,000,000SilverPoint Capital USD 694,600,000 694,600,000GE Asset Management USD 94,800,000 94,800,000GE Asset Management USD 342,000,000 342,000,000Henderson Global Investors EUR 288,000,000 Henderson Global Investors EUR 125,500,000 Franklin Templeton Investments USD 29,000,000 29,000,000Capvest Venture Fund USD 236,000,000 236,000,000

EUR % in default CCC bucket Snr OC cushion Jnr OC cushion WARF as of221,954,830 2.7074 32853331.36 29.49 1.04 2881 5/30/2012338,682,962 2.4654 35412148.35 11.786 0.683 2528 5/31/2012303,671,975 1.0186 16788907.72 26.63 0.03 3181 3/21/2012542,071,279 0.388 0 7.08 2.14 2793 5/11/2012646,063,471 0.6556 4594557.88 7.65 1.52 2937 5/29/2012734,880,713 0.9223 0 9.03 1.64 29 4/30/2012599,894,462 2.0637 0 14.03 1.68 30 4/26/2012395,846,377 3.0732 9257229.46 14.99 1.57 2968 5/31/2012358,000,000 4.1176 7153579.39 7.35 0.24 3034 5/31/2012341,208,422 0 8912768.37 11.09 1.88 2889 6/30/2011

66,000,000447,000,000

2.5039 15199480.22 7.27 1.31 2546 5/9/2012

2.1458 36465712.14 16.88 1.84 2813 7/5/2011

11.871 25570478.37 69.35 -10.442 3731 6/7/2012

0.7043 30110161.03 8.113 1.712 2573 4/4/20123.6394 24577139.99 12.28 0.14 2672 6/22/2011

3.9299 18380898.77 16.8 1.46 2554 6/4/20121.6765 29043491.32 21.8 4.93 2536 5/31/2012

377,000,000186,000,000458,767,318 3.8738 0 18.91 8.99 59 5/17/2012120,000,000900,000,000 0.8838 26030276.84 9.84 0.62 3007 5/10/2012365,000,000400,000,000 2.573 0 8.18 2.54 3095 5/17/2012394,159,386 0 0 10.42 0.66 31 6/6/2012286,484,913 0.3592 13579393.51 17.32 0.09 3210 5/21/2012514,227,753 1.5371 16487134.27 9.43 -0.71 3119 5/21/2012482,466,261 2.5101 16667389.08 11.42 1.88 2934 5/9/2012

0.69% 4.54% 7.91% 1.18% 2402 17-May-12

4.41% 12.07% 34.75% -10.80% 3333 1-Sep-110.64% 6.47% 22.16% 3.26% 2797 2-Jun-122.52% 4.90% 57.30% 7.36% 2503 3-Jun-121.16% 6.31% 12.50% 4.20% 2571 4-Jun-122.08% 1.81% 12.12% 4.37% 2406 1-Jun-12

204,000,000 0.00% 2.74% 22.67% 13.20% 3253 31-Jan-120.89% 5.83% 19.05% 2.88% 2672 28-Feb-11

1.21% 5.99% 13.21% 3.39% 2334 1-Jul-111.29% 1.98% 9.90% 3.00% 2344 11-May-121.43% 2.62% 10.70% 1.80% 2381 11-Jul-11

452,200,000 1.88% 2.81% 12.51% 1.52% 2911 20-Apr-12543,300,000 1.51% 3.47% 5.98% 0.11% 2937 17-May-12546,500,000 2.47% 1.20% 7.04% 0.47% 2929 10-Apr-12498,100,000 2.57% 4.28% 10.07% 1.79% 29 31-May-12322,900,000 2.41% 0.00% 15.05% 3.84% 30 25-Apr-12

0 16699343.01 12.4 3.88 2518 6/5/2012

0.6063 24768139.19 11.43 4.13 2350 7/5/20113.8741 3949463.93 18.58 -0.06 2695 5/8/2012

0 11352613.77 14.56 4.22 0 1/9/20121.0334 11041258.37 11.47 2288 7/14/20110.6019 23282312.05 10.72 2309 5/3/20120.5666 11170402.45 9.3 2374 7/1/2011

1.1715 28765007.93 8.26 1.97 2414 5/20/2012

0 0 8/31/2010

0 15079553.75 7.58 4.34 2708 3/9/2012

0.0273 30205591.53 8.23 2.36 2351 5/25/2012

1.0113 14263323.86 15.42 3.19 2306 7/11/2011

1.7929 7744784.11 75.35 3.86 3016 4/16/20122.159 18309259 66.4 2833 10/7/2011

1.2576 27427416.89 34 2680 2/8/20120.7742 21773602.56 14.43 4.03 2582 5/15/2012

0 13715028.18 10.2 3.1 2463 6/15/2011

0.794 24307893.44 11.45 2492 6/8/20110.2445 29287294.21 12.31 2517 5/15/2012

0.00% 7.61% 3804 13-Jun-12

0.392 6175790.07 10.57 5.48 2261 5/17/20121.6206 10884696.04 97.17 16.95 2588 5/21/2012

0 15468726.9 20.45 2423 6/5/20120.6409 14303063.93 26 2578 5/16/2012

1.279 15268219.83 17.8 4.2 2450 6/13/20110.2992 33415710.22 13.74 3.42 2283 5/3/20120.9188 49117829.86 8.71 2.99 2481 6/20/2011

2.761 19795934.6 18.82 4.21 2589 7/7/20111.3973 34301323.02 6.67 2.5 2570 7/7/2011

356,000,000 0.59% 2.89% 4.88% -0.72% 2650 31-Jan-12411,000,000351,600,000 0.34% 0.59% 10.34% 2.54% 2531 1-Jun-12

0.44% 3.51% 12.55% 3.77% 2322 9-Apr-12

0.00% 3.15% 82.96% 2466 1-Jun-12

5.0974 17497077.61 70.15 0.82 3001 7/8/20112.0586 30552059.71 5.54 2.732 2581 5/16/20112.8343 9894276.04 23.4 5.7 2618 5/11/2012

25.4429 7884950 10.37 3663 6/3/20113.8563 5612159.72 14.57 4.05 2812 6/2/20123.3858 4408796.63 8.47 1.92 2998 6/2/20123.2183 5708398.15 20.07 4.14 2867 7/19/20115.0019 0 3.79 -2.25 3008 3/1/2010

499,400,000449,200,000

3.1339 20934404.46 8.58 1.96 2385 5/19/20114.5931 22549795.13 3.477 -3.82 2372 6/9/2011

384,917,383 5.2619 0 12.93 -2.78 2715 6/1/2012255,500,414 1.1982 11338681.16 15.07 -2.29 3004 5/31/2012392,828,138 0.994 9935837.58 5.75 0 5/31/2012422,752,533 0.7556 11624003.01 3.4 3003 5/31/2012374,000,000474,156,834 2.6093 14423285 7.06 -1.96 2905 5/31/2012507,199,529 2.7229 6706780.32 7.77 0.77 29 5/31/2012710,872,882 2.5793 3142620.44 6.84 0.37 29 5/31/2012505,514,075 1.058 1000000 10.1 1.08 29 5/31/2012341,546,734 6.133 9102400.15 15.1562 1.9333 2723 4/30/2012192,824,444 6.7625 10583470.67 28.91 9.07 3176 5/31/2012354,800,000 1.2736 0 6.37 2.15 2947 7/5/2011513,332,870 4.3159 7928249.28 3.5 0.2 2890 4/30/2012

3.1753 46696362.41 63.95 8.67 3238 6/5/20121.0218 36295749.56 22.34 8.37 3084 6/3/20111.2805 27447668.64 20.41 8.39 2823 7/5/2011

1.5782 38900470.68 10.35 4.44 2520 4/30/20121.7547 22317090.53 12.53 4.56 2620 6/11/2012

0.8949 30549443.59 10.62 3.73 2682 7/5/20111.2789 8678665.33 11.54 6.02 2475 5/10/20121.1337 25782132.26 12.05 5.12 2552 1/5/2012

0.8295 22871670.46 9.06 2.5 2547 4/11/20120.4706 15148244.63 15.0197 4.1881 2501 6/15/2011

601,093,264 2.564 9043434.2 -1.23 -2.25 3073 5/31/2012235,732,220 6.603 2844681.15 18.76 -3.4 3035 5/31/2012430,224,349 3.5903 7302189.07 27.06 0.14 2795 5/14/2012393,128,016 2.548 6302023.14 45.4 1.71 2879 5/18/2012476,073,876 2.3055 18571096.35 20.73 -0.13 2938 12/30/2011498,048,968 3.7043 13297182.34 27.76 0.52 2927 5/23/2012493,500,000 2.09% 0.00% 30.61% 1.06% 2863 27-Apr-12

0.71% 14.77% 11.75% -1.43% 2446 29-Apr-111.06% 3.46% 12.25% 6.00% 2035 5-Jun-121.32% 3.61% 7.55% 2.39% 2513 31-May-121.65% 2.68% 12.55% 2.31% 2619 15-May-12

0.1305 17470554.3 23.55 7.8 2914 5/10/2012

0.9647 29518714.74 11.78 4.66 2569 5/21/20124.7498 5923819.41 2.7508 2.7658 2774 4/4/20115.6099 77963961.69 29.55 4.17 2727 5/7/20123.3578 67595798.87 19.49 4.37 2572 5/25/20124.2261 65098992.51 20.95 5.48 2595 5/15/2012

5.5275 14305367.32 14.72 2.25 2842 5/9/2012351,000,000248,833,061 9.9922 1380200.91 22.74 -4.57 3643 4/16/2012325,320,584 5.6577 11032940.51 7.906 -3.481 3362 5/15/2012286,163,782 2.1343 4920133.93 2.5659 3088 4/12/2012

10.5971 41771859.81 33.29 2.66 3036 5/10/20126.2282 20226150.18 18.46 3.81 2833 4/12/20129.2664 35546545.98 12.95 1.14 3206 1/23/20121.5679 21573179.73 9.21 3.39 2547 4/6/2012

1.1842 2950584.49 30.5 2295 6/7/20120.6338 11047403.07 22.39 4.78 2337 5/31/20120.0157 26486750.16 8.21 2.9 2441 4/30/2012

0.3262 21008227.11 9.038 2.845 2455 3/30/2012

0.72% 5.54% 212.62% -2.66% 2378 29-Jun-11

0.3765 19864309.93 12.7 5.13 2539 5/7/20120.5171 25948849.87 12.14 4.74 2672 5/23/20121.0043 25346993 12.83 4.36 2694 6/7/2012

329,000,000284,000,000284,535,296 6.3584 4784964.04 2.88 -1.92 3043 5/31/2012182,438,055 4.5634 0 2.24 -1.05 3113 5/31/2012186,555,079 10.2334 6000000 13.42 -3.07 3939 5/31/2012303,808,979 6.1381 7000000.04 4.35 -0.2 2839 5/2/2012

1.8439 5963000.01 7.87 1.39 2849 5/15/2012

0.574 33169859.21 14.82 4.1 2737 7/8/20110.3092 24247730.91 8.78 2.3 2504 5/17/20120.6661 28654520.24 10.742 4.304 2451 7/15/20110.7328 21345839.56 14.15 3.47 2473 5/3/20129.2539 9592766.31 1968.47 -4.32 3515 6/8/20120.9657 36097758.09 9.102 2.52 2378 6/15/2011

0 35899444.85 18.14 2642 5/31/20120.9015 23262034.95 72.233 3073 5/26/20120.1497 22378375.98 13.75 4.86 2628 5/3/20120.1194 47388571.67 11.2 4.08 2577 5/7/20120.1063 23791603.21 10.205 3.064 2575 4/5/20120.7882 27209219.39 9.655 1.998 2465 5/17/20122.4615 31388016.25 29.64 2690 12/31/20100.9185 27339480.72 32.13 2476 5/2/20120.3209 35377479.05 16.616 2097 7/6/2011

419,725,996 3.4254 18584617.28 9.72 2919 4/10/20121.9607 5057798.16 11.64 1.86 2919 6/1/2012

484,166,517 3.9486 13976767.91 9.91 0.72 2880 5/22/2012514,000,000243,000,000 2.6196 10858032.15 8.17 0.98 2957 9/15/2010334,000,000 2.1928 15975661.3 5.3 2.41 3014 2/22/2010503,000,000476,395,944 4.23 22998357.12 3.33 -8.08 2786 5/21/2012

700,000,000 1.2956 66957702.49 8.44 -0.29 2574 5/21/2012762,129,277 0.4679 3758291.09 9.46 0.9 2482 5/15/2012314,040,703 0 7000247.52 26.1 4.02 2754 5/18/2012

4.26% 13.83% 94.56% 9.01% 3126 4-Jun-121.83% 6.52% 15.42% 3.13% 2631 7-Jun-121.68% 4.55% 10.90% 2.96% 2610 7-Jun-120.00% 5.26% 7.01% 0.86% 2610 17-May-12

3.7372 0 7.4 3.2 3045 5/16/20121.6343 13513158.19 13.3 2.4 2482 5/20/2012

7.7165 45266870.14 -8.59 -34.25 3172 6/28/20108.5238 6955000 14.94 0.62 27 5/31/20121.2266 17387010.53 9.77 3.16 2390 4/16/20120.9797 12628839.05 8.31 3.48 2416 6/11/20121.7328 15756994.86 17.04 1.88 2371 6/20/2011

0.967 39324754.97 8.94 3.08 2703 3/12/20120.1075 16753451.66 9.78 2.78 2774 12/10/2010

0 31711658.15 10.46 3.87 2640 5/21/20120.5333 33300907.85 10.81 3.96 2706 5/21/20120.8162 19705633.9 10.63 3.24 2624 6/11/2012

0.601 42356735.5 12.85 4.74 2712 5/10/2012

0.2852 5693376.72 10.84 2342 6/10/20110 7927654.56 11.66 2372 6/30/2011

0.2357 13565270.69 9.45 2.17 2385 7/8/2011

1.1032 10527222.08 26.72 7.05 2478 6/5/20127.1832 9516321.56 49.5 -2.41 2643 5/31/20114.7204 16090436.05 31.97 4.728 2439 6/7/2012

1.627 20075440 9.11 2.84 2205 5/31/20111.6684 20657671.2 9.42 2.61 2432 5/29/20121.0916 20397713.95 9.38 2.86 2411 6/1/20122.59% 11.07% 66.75% 2.97% 2954 16-Nov-111.77% 3.46% 32.66% 3.56% 2396 9-Mar-12

0.00% 7.16% 11.35% 2034 7-Jul-11

0.742 16369976.25 19.27 3.25 2637 4/26/20120.6075 19808475.43 10.04 2.71 2439 12/10/20110.4987 25643125.53 9.71 2.34 2439 5/9/20110.6513 31384822.22 11.637 5.885 2490 4/30/20120.7085 45188040.24 32.7 3.31 2551 5/8/2012

17.5983 0 -6.0986 -12.4572 4/30/20120.8427 27549830.45 11.79 6.04 2599 5/8/20120.7731 55922947.14 14.37 6.95 2476 5/16/2012

0.9771 46024420.59 12.63 5.62 2534 5/10/20120.9343 27423159.77 10.09 3.08 2515 6/7/20121.2254 39078498.44 10.08 3.92 2576 6/4/20126.3383 42226152.4 70.61 11.38 6/10/2011

1.397 57295375.36 19.819 6.564 2483 5/23/20123.0572 41880684.36 12.6 3.62 2523 9/28/20100.7993 63708163.3 12.46 5.17 2514 5/8/201212.68% 8.78% 11.69% 3658 15-May-12

168,000,0000.3583 11462931.52 7.66 1.64 2802 5/31/2012

0 10667435.19 9.94 3.31 2664 6/30/20110 12296993.44 12.29 3.16 2688 6/30/2011

4.4214 20562584.65 18.68 0.22 2556 7/20/2011

5.1435 44077259.79 29.31 8.4 2867 4/25/20122.0999 60921346.85 12.47 5.56 2769 6/1/20111.0607 63996042.38 15.17 8.42 2710 7/15/2011

450,000,000 1.9322 27981346.37 11.98 1.55 3058 5/21/2012458,710,179 3.6033 18456306.26 8.66 -1.36 3033 5/21/2012492,803,134 1.8521 26823748.34 8.38 -0.43 3037 5/21/2012481,155,679 0.4788 25128234.34 6.45 -0.47 2950 5/21/2012

1.5593 68310172.87 15.63 8.4 2703 5/24/20124.8252 66912750.83 20.171 3.51 2716 1/24/20114.2681 38909868.01 25.29 2.77 2691 7/8/20112.5535 29000396.21 22.04 8.27 2448 7/7/2011

0.433 36099378.9 47.53 12.39 2586 5/18/201230.4659 30450774.18 -113 -21.43 4221 6/15/2010

0.85% 8.61% 15.47% 8.16% 2726 25-May-120.96% 8.88% 16.29% 9.42% 2712 13-Apr-120.48% 5.84% 18.10% 10.49% 2673 10-May-120.35% 10.10% 15.39% 8.22% 2704 18-May-12

1.3097 26120057.44 11.52 2.51 2569 8/15/20111.0606 22444141.75 12.51 3.9 2670 7/8/20110.5979 14492217.17 8.47 2.93 2298 3/15/2012

0.6107 19598985.41 12.68 4.66 2431 5/29/2012

0.8755 13575717.21 11.03 3.84 2430 5/21/20120.4925 14989762.74 11.29 4.9 2428 5/5/2012

0 19857044.4 11.17 4.1 2490 7/11/2011434,022,411 3.554 9115440 23.72 0.11 2897 3/30/2012

423,951,639 3.8197 0 42.4 3.29 2874 4/30/20122.12% 11.27% 48.23% 2.89% 2789 6-Jul-111.70% 3.56% 14.71% 2.94% 2478 31-May-121.48% 5.04% 14.90% 3.29% 2470 10-May-121.89% 2.44% 14.96% 2.79% 2380 11-May-122.96% 2.68% 25.85% 4.16% 2276 22-May-12

4.4184 0 10.0877 2.7061 5/23/20126.2662 3689387.27 124.68 15.86 3001 5/9/20122.0558 8265249.73 13.93 3.8 2590 2/7/20121.9689 5769633.04 10.47 1.95 2580 5/8/20121.4335 14828156.89 6.68 2.09 2547 5/8/20121.0262 8850493.13 404.56 9.21 2893 4/5/2012

282,146,801 0 9679911.46 9.17 -0.67 2986 5/25/2012

0.9616 21509801.53 7.99 3.38 2384 5/18/20121.443 28259846.55 7.38 1.38 2258 8/10/2011

1.6647 36726145.34 10.26 3.78 2379 6/1/2012505,000,000

0.1179 17693551.76 11.97 2292 3/15/2012

1.436 6801061.51 10.962 3.7576 1940 5/31/20120.1577 18451866.84 12.4 5.7 1853 6/5/2012

547,046,652 1.1126 16977621.13 10.77 3.71 2156 5/10/20122.5432 0 1.86 -1.537 2941 5/31/2012

192,000,000

0.5541 26492717.93 6.99 0.36 2672 7/1/20110.4735 53473435.72 12.8 6.4 2680 11/10/2011

0 21636265.27 7.051 2379 5/21/2012

7.392 785271492.97 15.96 3678 5/31/2012

3.0177 0 1012.45 4.46 2177 8/11/2011

0 39778270.46 12 4.42 2335 6/7/20121.1251 25854425.89 11.65 4.57 2433 7/1/2011

0 0 7/1/20118.6509 30909187.85 10.74 2.08 2841 4/30/2012

8.2598 75584334.92 15.54 2998 3/7/2012

1.1169 44908827.29 16.46 8.32 2791 5/17/20121.1702 37919103.13 17.6 9.27 2761 5/31/2012

0 19006759.41 64.6 28.3 3030 5/15/20120 2567068.71 13.09 6.79 29 5/30/2012

0.7612 15739405.96 17.23 4.49 2658 2/10/2012

0 21221316.9 16.64 9.04 2072 5/9/2012

408,094,054 2.9025 12889983.31 12.2 1.18 2852 5/31/20120.3019 11592303.76 42.1 2931 3/10/20110.0827 14961090.79 11.8 4.9 2474 6/7/20120.0864 11391684.68 13.05 5.76 2375 6/8/20120.2499 19814199.93 11.9 4.4 2400 5/11/2012

0 20161290.68 10.33 6.19 2435 6/20/2011422,558,924 1.2416 10368010.53 10.25 3.05 2958 5/31/2012

0.7344 13432926.32 33.23 9.93 2457 7/14/2011

16.8843 9545851.1 25.43 -7.77 3184 6/8/20115.0703 2250000 34.56 1.64 2622 5/8/2012

7.7797 17636447.75 116.3 2.38 3063 6/2/20120.9979 14164489.83 15.76 3.98 2600 6/2/20121.6618 23204049.28 10.53 2.07 2508 6/2/20120.8099 18297241.7 8.39 2.19 2529 6/2/20120.2541 11120029.78 7.84 2.72 2453 6/2/2012

459,029,683 3.7481 13695455.88 11.45 1.86 2692 5/10/2012490,903,934 4.0759 8647907.75 12.16 0.8 2910 5/31/2012480,042,492 2.4261 31198879.41 10.68 3.3 2988 5/8/2012282,171,067 3.6293 0 10.07 0.22 61 5/31/2012325,121,596 5.6614 4988644.86 14.31 3.16 2943 5/31/2012562,614,957 5.3425 12596746.91 9.6 2.9 31 5/31/2012437,184,658 5.2454 11122913.01 7.88 0.55 29 5/31/2012904,688,369 2.6996 3164358.25 11.5 2.98 28 5/31/2012506,229,629 2.4646 8870093.68 11.83 2.68 28 5/31/2012825,000,000 0 0 14.61 4.89 27 5/29/2012571,718,121 3.1371 0 27 5/31/2012590,225,058 2.3404 4975187.77 11.12 2.5 28 5/31/2012

498,812,500 3.3362 13026264.17 12.9 2793 5/31/20121.0957 29544483.94 9.95 3.15 2408 5/8/2012

2.956 41336985.01 14.9 4.83 2819 5/3/20122.34% 9.98% 68.76% 11.53% 3018 11-Feb-120.69% 8.76% 9.14% 3.28% 2617 10-Jun-12

0.00% 5.21% 7.50% 2.80% 2335 7-Dec-10597,900,000 3.24% 4.19% 13.15% 0.42% 2710 21-May-12421,100,000 1.78% 6.06% 7.46% -0.01% 2968 23-May-12293,000,000 2.51% 5.79% 21.60% 1.93% 2811 2-May-12234,100,000 7.86% 5.28% 22.57% 2.91% 2915 30-Mar-12

1.61% 7.84% 118.60% 8.30% 3349 7-Jun-12

4.4842 38711780.53 42.9 3648 7/6/2011

1.2664 59837867.05 19.39 11.4 3325 5/18/20121.8027 49260592.72 24.67 3428 2/17/2012

1.8936 43093400.8 17.49 9.87 3278 5/18/20121.98% 8.14% 15.93% 9.29% 3282 7-Jul-11

0 5803855.48 17.11 5.73 2494 6/7/20121.5575 17969850.23 13.1 4.6 2563 5/10/20121.3128 10822713.22 13.7 4.8 2434 5/14/2012

381,789,935 1.4389 14317990.62 8.15 -0.08 2937 5/25/2012423,000,000 2/27/2011332,000,000

2.1084 11954341.4 24.93 7.89 2562 5/11/2012373,167,450 3.7896 2791188.59 8.93 -1.89 2701 5/21/2012

1.3072 12553791.15 13.82 5.07 2568 6/1/20121.2472 14805319 13.41 8.34 2452 6/1/20121.1103 17549716.35 10.189 3.597 2557 5/15/20122.2453 14619553.68 10.89 4.87 2522 5/15/20120.9899 26693417.6 7.87 2.41 2320 7/15/2011

181,433,861 0 11422805.49 29.3 3.6 3197 7/11/2011288,924,570 0 16900617.07 8.18 1.09 2963 5/10/2012

5.1377 41788337 8.54 0.79 2654 4/19/2012

4.4521 72484548.13 9.59 2 2477 4/19/20129.0567 78786802.12 3.77 -2.8 2559 1/20/2011

6.3327 57381572.43 5.795 2.095 2658 5/31/2012

5.65% 7.91% 9.61% 1.41% 2564 19-Apr-12

8.56% 16.16% -0.40% -10.89% 2971 23-Mar-117.29% 13.11% 1.86% -9.73% 2887 23-Mar-114.72% 7.58% 10.22% 1.20% 2610 31-May-11

4.81% 31.37% 115.90% 6.00% 2555 19-Apr-12

370,760,241 0 3158214.29 9.37 -1.38 2953 5/31/2012741,000,000418,643,209 3.0809 0 0.1615 -9.2799 3563 5/31/2012

0 0 1696 5/31/2012

1.1048 21726828.67 15.32 2494 8/3/2011

0.5764 24769103.43 9.71 2.77 2495 7/6/20111.1713 30711491.18 11.1 4.4 2538 5/14/2012

3.38% 7.13% 7.66% 1.40% 2453 27-Jun-113.07% 5.54% 8.25% 2.01% 2519 15-May-122.41% 4.96% 8.00% 1.24% 2507 6-Jun-12

142,046,609 0 0 149.84 8.83 3250 2/23/201264,682,265 51.5106 7551170.27 4770 5/31/2012

309,000,000223,639,549 6.6208 4438446.22 19.62 0.93 3019 5/22/2012

566,530,976 2.8409 4913903.26 9.05 -0.1 2949 5/14/2012493,315,974 2.2223 2201706.72 10.1 0.2 2985 5/8/2012501,459,362 2.8953 2878201.43 11.1449 0.1971 2940 5/31/2012

1,426,000,000335,000,000

1.303 35981643.2 19.58 4.696 2472 6/8/20120.9287 30957040.27 13.2 2.4 2554 5/7/2012

2.1226 12630975.42 124.37 -6.61 3573 6/9/20120.7361 37735913.31 14.02 6.33 2547 5/11/20120.86% 4.28% 8.60% 2.26% 2373 5-Jun-112.78% 5.59% 7.57% 6.32% 2439 18-May-12

1.04% 6.00% 11.27% 4.59% 2504 4-Apr-125.87% 10.83% 69.99% 10.02% 2931 11-Jun-12

3.04% 2.73% 4.68% -2.06% 3001 28-May-120.76% 5.72% 13.76% 4.76% 2565 1-Jun-12

200,165,517 3.5712 11843272.37 58.1 -3.88 2980 5/21/2012202,583,726 4.0319 33110161.42 60.58 -1.12 2842 5/8/2012565,580,858 1.7928 21195662.9 9.31 -1.9 2743 5/15/2012299,891,337 0 7787254.03 11.66 -5.23 32 1/6/2012

2.156 28368488.03 8.58 2.63 2473 6/15/2011

0.6413 39728035.97 10.8 3.7 2099 7/15/20112.5966 15859465.51 9.38 3.11 2441 2/8/2012

1.1458 30831915.95 11.5 3.98 2102 6/3/20121.2578 37704258.39 9.28 4.19 2432 7/11/20110.7422 34560487.55 10.75 5.23 2353 5/14/20120.8662 34904707.19 5.69 3.52 2299 5/15/20120.6511 36171504.73 5.44 3.3 2297 5/7/20120.2735 96786306.81 31.62 11.41 2947 5/16/2012

1.9058 209432062.19 18.174 23.646 3295 5/15/20121.5346 542356452.3 21.23 5.51 3297 5/4/2012

5.773 12821674.17 15.65 2.84 2519 6/7/20122.3211 18605438.16 36.8 6.28 2545 5/18/20121.3969 13603050.56 8.69 2.22 2400 6/6/2012

0 5049954.19 30.95 10.09 2319 4/13/20120 6319573.8 16.254 5.22 2426 5/29/20120 10738461.63 9.68 4.72 2289 4/20/20120 9323696.87 9.14 3.72 2313 5/17/2012

0 3620910.85 10 3034 11/30/2011

3.4767 5599288.24 49.26 -2.36 3282 5/31/20122.641 9209841.74 28.64 1.24 2766 5/31/2012

10.2347 0 27.69 -4 3150 5/15/20125.2906 4285056.9 22.6 -1.84 2702 5/15/2012

2.991 9509575.04 4.56 0.43 2664 5/31/2012

7.94% 10.81% 29.36% 4.97% 2765 7-Jun-123.90% 9.43% 21.72% 3.43% 2560 12-Dec-11

3.12% 6.65% 7.64% 3.02% 2632 11-Jun-124.09% 5.44% 10.02% 3.67% 2576 18-Apr-121.92% 20.66% 12.67% 5.80% 2281 29-Feb-122.16% 3.94% 9.51% 4.03% 2199 10-May-12

1.0924 18527899.26 8.11 2494 6/30/2011

0 6867194.75 7.1758 2.06 2309 5/4/20120 16463962.64 10.41 3.06 2383 7/6/2011

309,000,000

0 20803919.07 2358 9/6/20113.2077 107875452.36 25.322 6.109 2929 7/6/2011

396,024,368 2.0507 0 8.23 0.96 2862 5/8/201260.1438 0 -115 -90.8 1780 5/1/2012

152,000,000364,059,275 2.4421 15887539.35 11.2 3.359 2808 5/31/2012

0.2838 33083679.25 11.19 2.15 2468 6/6/2012

8.9291 5054159.04 186.33 12.65 3293 5/14/20120.61% 5.77% 11.24% 2.72% 2512 12-Jul-110.22% 6.47% 8.51% 1.52% 2547 5-Jun-12

0.86% 6.16% 16.38% 2.78% 2351 7-Jun-11

383,000,000 1.6615 15858671 7.49 1.2 2634 5/31/2012405,782,682 0.6567 11639820.66 6.62 1.28 2787 5/31/2012

0 4849877.14 340.29 9.96 3051 5/15/20120.0506 11457367.21 32.89 3.61 2834 5/7/2012

0 25843019.62 24.59 7.58 2864 6/7/20120.0152 16822078.16 11.76 4.78 2541 5/8/20120.0708 30976273.52 9.61 4.28 2609 6/1/20120.0154 31387758.44 10.43 2.97 2614 5/13/20120.0276 18871188.51 8.57 1.57 2554 5/25/2012

0.01% 4.28% 9.09% 2.81% 2553 1-Jun-121.5162 32721458.41 12.26 9.01 2543 5/9/2012

0 17941903.09 195.885 28.278 2935 5/4/20120.7289 27944021.57 14.74 5.31 2277 4/5/20122.5713 24658347.73 86.53 3.68 2252 10/20/2010

377,838,912 2.1351 21747428.77 9.05 3.6 2851 5/15/20121.32 32553986.46 0 6/7/2012

462,367,043 2.0581 22384924 18.7 2.52 2766 6/1/2012633,100,000 4.0348 16842473.1 0 6/1/2012

1.039 34085852.81 13.82 3.37 2447 7/11/2011

158,506,250 0 3001719.44 17.96 6.13 3198 5/31/2012487,000,000387,989,160 0 26528474.65 8.72 0.02 2923 1/31/2012399,918,395 2.4706 1035200.91 8.4331 -1.31 3215 5/2/2012403,465,140 2.7485 1035200.91 7.144 -1.3298 3133 5/21/2012

285,000,000 2.6387 0 0 4/30/2012336,379,225 6.5073 5347384.13 31.85 -1.33 2666 4/30/2012380,114,083 5.8995 7816903.38 13.17 -6.05 2954 4/30/2012392,571,723 5.6288 5626375.31 13.07 -3.73 2875 4/30/2012365,093,680 7.2435 4200343.31 4.48 -5.12 2744 4/30/2012

13.9169 6002455.1 167.4 32.6 4240 6/6/20121.0736 47297491.9 87.6 4.9 2936 1/7/2011

0.1879 13789242.24 477.002 29.565 2772 6/8/201227-Jul-06

12.18% 2.82% 242.30% 31.80% 3889 1-May-120.40% 5.40% 15.75% 9.62% 2699 6-Jul-110.36% 4.82% 19.86% 2521 14-May-12

2.9675 13804275.17 10 3.25 2289 7/8/2011

2.451 7913760.36 36.54 5.31 2774 7/5/20112.4384 34004173.25 9.15 2.27 2378 7/19/20113.7245 27313202.39 11.2 3.22 2444 7/15/2011

0.9423 20182300.47 82.5 4.36 2322 2/3/20111.4785 21013383.67 16 8.05 2233 6/7/20127.2638 0 226.578 247.978 7065 4/9/2012

18.4439 3583967.31 -160.7 414.31 4859 5/16/20123.209 162722933.31 -160.7 219.01 4750 1/18/2012

7.0721 4826119.45 43.57 3.77 3051 5/4/2012

3.7914 6646555.68 137.1 3.68 2541 7/8/20111.1272 28905200.35 34.48 12.53 2566 7/15/20113.1345 20821459.2 96.41 18.48 3022 5/4/2012

1.8096 37482125.01 21.72 5.17 2559 6/4/20120 21267997.9 12 4.88 2387 5/2/2012

4.712 19690290.09 49.77 1.03 2898 6/2/2011

19.1249 3729475.4 5300 5/14/2012

0 13233170.2 13.26 5.4 1950 2/1/20110.00% 2.55% 10.42% 4.95% 2443 15-Jun-12

0.73% 3.13% 20.15% 4.42% 2308 25-Jul-110.00% 3.53% 12.93% 2364 6-Jun-120.00% 3.36% 10.92% 4.05% 2340 11-Jun-120.00% 3.14% 8.81% 3.59% 2382 18-May-12

517,000,0000.00% 7.86% 31.87% 5.08% 2427 13-Jul-110.00% 6.31% 26.41% 5.33% 2364 30-Jun-110.00% 4.06% 10.60% 4.10% 2286 1-Jun-12

0.00% 4.79% 14.51% 3.72% 2297 13-Feb-12225,300,000 3.18% 6.30% 21.00% -2.04% 63 11-Jun-12307,500,000 2.28% 3.79% 8.89% -1.74% 3049 8-Jun-12433,700,000 0.47% 4.52% 7.44% 2.04% 2819 8-Jun-12

0.87% 3.85% 10.60% 2.70% 2431 31-Aug-11

0.77% 6.70% 10.97% 3.39% 2425 5-Jul-111.72% 3.03% 10.32% 2.15% 2366 1-Jul-111.84% 6.11% 9.09% 2.34% 2484 6-Jun-112.34% 4.78% 9.69% 2.92% 2326 20-Jun-11

0.00% 14.59% -113.70% 18.49% 3233 2-May-121.26% 5.79% 13.20% 2.82% 2606 5-Jun-12

288,000,000125,500,000 26.91% 7.18% -131.50% -53.39% 2468 15-May-12

Closing date12/10/200410/19/2007

4/15/20044/21/20054/20/20066/29/20064/26/20078/31/2007

2/1/200710/30/2007

5/2/201212/21/2006

5/31/200611/1/2006

9/8/20059/18/2002

12/17/200310/21/2004

4/10/20073/29/20051/26/20064/20/2006

10/17/20063/27/2008

4/7/20056/27/20021/20/2004

5/8/20076/25/20088/24/2006

12/13/20078/5/2004

6/21/200511/20/2006

22-Mar-0722-Nov-05

10-Jul-0313-May-04

8-Dec-0426-Jan-069-Aug-06

11-Apr-05

10-Aug-0519-Aug-04

8-Jun-0610-Jan-0725-Apr-0722-Sep-0527-Jun-0625-Jan-0729-Jun-0723-Aug-075/23/2007

9/8/20057/13/20064/27/2006

4/4/20074/26/20077/20/20043/23/2005

12/20/20056/21/2006

12/19/20063/22/2012

12/15/20111/10/2007

6/9/20115/18/201011/8/20102/23/20127/26/2007

12/13/20055/16/2006

12/19/20028/27/2003

8/4/20045/11/20051/24/20068/23/2007

11/30/20068/16/20065/24/2007

7-Jul-0619-Jan-06

31-Mar-08

4/12/20073/24/20043/23/2006

3/9/20069/1/2005

8/28/200710/23/2007

1/27/20118/25/2004

12/19/20060000-00-00

3/8/201219-Apr-0711-Dec-07

10-Jul-0731-Mar-0720-Oct-05

29-Mar-0517-May-06

9/9/200312/6/20051/20/20051/10/2006

10/12/20056/21/20063/15/2007

12/13/2007

12/20/20048/11/20055/10/20066/28/2007

11/30/20048/2/20051/5/2006

6/10/20086/23/2006

11/15/20064/5/20078/1/2007

12/15/200610/21/200412/16/2005

8/17/200611/15/2007

6/3/200410/28/2004

3/17/20057/27/200511/9/20055/25/2006

10/26/20063/8/2007

6/26/20087/8/2011

3/19/20084/18/20071/18/20079/19/20066/28/20017/29/20045/19/200512/7/20058/17/2006

12/14/200610-May-0713-Dec-0614-Dec-06

12-Jul-077-Dec-05

17-Feb-051-May-08

7/19/20078/24/20066/21/20056/25/2002

4/7/200510/20/2005

1/15/20076/9/2005

1/18/20067/22/20036/29/2005

12/15/20065/10/2007

12/16/200312/15/200410/20/2005

5/11/20063/27/20078/29/2002

10/20/20046/29/20051/26/2007

7/19/20076/7/2011

15-Mar-0012-Mar-0330-Sep-0310-Jul-07

7/14/201111/16/2005

7/26/20062/28/20073/14/2007

8/2/200711/15/2001

9/2/200310/20/200410/17/2006

7/3/200712/6/20068/15/20076/27/20076/24/20048/16/200612/6/20073/28/2006

10/26/200512/11/2002

2/8/20076/30/2011

0000-00-00

9/21/20067/8/2004

9/21/20055/24/20064/12/20077/12/20079/22/20043/16/20056/28/20064/20/200511/9/2005

10/30/20065/3/2007

6/17/20081/23/20072/15/20078/23/2006

12/14/20064/26/20076/26/200826-May-0420-Dec-0529-Jun-06

28-Mar-077/10/20077/18/20064/18/2012

4/4/20053/3/2006

6/21/20066/27/2007

12/13/20068/3/2006

10/11/200612/20/2006

2/21/20073/29/20077/31/20071/19/20128/16/2006

12/20/20063/21/200711/6/20079/21/20055/21/200312/1/2004

8/9/200512/6/20065/29/2007

3-Jun-0410-May-0513-Dec-0519-Dec-06

10-Jul-078-Jan-02

1-May-075/23/200710/6/20057/20/200612/7/2006

8/8/200712/15/2006

6/7/200711/10/2005

3/8/2006

12/19/20063/6/2007

7/12/20073/1/2001

5/18/20041/27/20056/28/200519-Apr-014/10/2006

6/8/20061/19/2007

8/1/20076/27/2002

12/18/200310/27/2004

6/8/20057/20/2006

10/19/201112/15/2005

6/29/200612/19/2006

5/30/200710/27/2005

3/29/20015/28/20027/29/2003

6/9/200412/16/1999

21-Apr-0516-Feb-0612-Sep-0631-Jan-0726-Apr-0726-Sep-07

25-May-118/16/20057/27/2006

11/15/20066/29/2007

8/4/200512/21/2005

5/9/20069/14/2006

3/8/200710/13/2011

5/30/200710/31/2006

7/25/2007

1/30/20079-Mar-0410-Jul-07

24-Jan-0721-Nov-0621-Dec-049/7/2005

8/25/20049/8/2005

3/22/20065/22/20076/25/2002

12/21/20068/31/20046/14/2005

9/7/20066/1/2007

8/23/20014/27/2012

7/8/201010/30/2001

9/20/20056/15/20003/22/20079/25/20034/25/20067/27/20063/22/200712/7/20064/10/2007

3/2/200612/7/2006

12/14/20066/27/20076/29/20067/17/2007

4/6/20064/6/20069/1/2005

8/24/20068/24/20067/30/2004

8/28/20035/18/2006

7/26/200712/19/2007

1/29/20094/16/20103/10/200612/7/20061/28/2011

11/22/20114/19/2012

1/6/201111/5/20106/29/20069/28/2006

12/20/20062/22/20068/18/20068/30/20063/21/20077/26/20079/27/20077/20/20067/11/20077/19/20079/14/20067/16/20105/22/2008

10/25/20057/10/20073/13/2007 (Moody's 9/21/20111/30/201212/3/2007

8/2/20061/18/20076/28/200612/6/20056/27/20034/12/200612/6/20069/18/2007

11/15/20076/30/20117/10/20083/19/20029/15/2004

12/17/200312/22/200511/15/2006

12/16/200411/22/2005

6/22/20063/15/20078/16/2007

12/18/200612/6/20075/29/2008

8/7/200210/28/2004

7/14/200511/15/200511/22/200612/14/2006

5/31/20068/23/20067/19/20077/22/20042/23/20061/11/200711/2/200521-Dec-0527-Jun-0725-Jan-0422-Jun-0626-Oct-0630-Nov-06

5-Dec-0724-Jan-011-May-0825-Sep-03

12/20/200211/1/20111/11/200712/8/20041/11/20081/18/2006

18-Jul-0612/19/200610/25/2006

4/17/200710/3/20061/25/20075/24/20075/20/20085/11/20066/21/2006

10/3/20067/24/20078/30/2007

11/29/200711/7/20063/15/200011/9/20054/17/2007

12/18/200311/17/2006

3/27/20083/19/2008

12/21/20063/4/2004

3/13/200710/13/200511/30/200612/20/200711/20/2007

8/1/20016/29/200512/8/2005

3-Aug-0615-Feb-02

10-May-069-May-07

15-Mar-0525-Oct-0718-Aug-0431-May-07

11/16/20063/15/20068/17/20064/18/20079/14/2000

12/29/200611/29/2005

8/8/200612/13/2006

6/14/20073/15/2012

5-Oct-066-Mar-07

31-May-079/1/1999

10/4/20009/11/2003

11/24/2004

9/12/200612/20/2006

4/4/20078/19/2010

2/24/20053/7/2006

5/12/20044/29/20085/21/20034/11/2007

1-Dec-0526-Oct-0516-Aug-0712-Apr-0615-Oct-0312-Sep-023-Aug-06

14-Nov-063/23/2006

10/12/200612/13/2006

7/5/20076/11/20085/17/20071/23/200811/2/2006

6/6/20065/15/2007

11/15/20056/14/20007/14/20054/18/20068/24/20062/28/20075/24/20073/30/200511/3/20059/19/20065/22/2007

10/31/20073/31/2011

4/21/20056/6/20036/6/2011

1/31/2012

12/20/20073/21/200712/1/2005

8/3/20064/11/2007

5/9/200611/9/2004

8/2/20053/21/20075/30/20074/17/200812/7/20054/18/2007

1/9/20035/16/2007

4/7/20044/6/2005

2/23/200610/5/20003/14/20019/28/2006

19-Dec-0326-Aug-0427-Sep-0722-Dec-05

3-Aug-0614-Dec-0614-Jun-07

10/17/20062/19/20047/20/2005

4/5/20068/3/2006

5/15/20078/28/2007

11/28/200712/20/201111/21/2006

9/27/20073/20/200710/3/20077/18/2007

12/18/200710/19/2000

2/25/20045/18/20067/18/2006

5/8/200212-Dec-0612-Dec-0715-Oct-0214-Jan-043-Nov-04

24-Jun-039/26/20067/31/20071/15/20048/17/20043/24/2005

9/8/20055/23/20069/12/2006

3/8/20072/26/20087/13/2011

25-Jul-078-Dec-10

23-May-0710/26/200512/10/2003

7/22/20046/16/20055/27/20041/17/2006

5/4/20068/8/2006

3/15/200712/14/200610/11/2007

8/28/200812/15/2011

6/24/200810/25/2007

4/19/20075/17/20063/28/20075/12/20043/29/20067/31/20075/31/2006

11/23/20063/29/2007

8/8/200712/17/200312/15/2004

8/4/20054/18/2002

16-Apr-0313-Apr-061-Aug-071-Dec-11

30-Apr-129/15/2006

12/28/200512/18/200711/16/2006

6/7/20064/30/201210/1/20015/22/2007

12/22/200412/22/2004

2/15/20062/15/20062/27/20074/12/20061/25/20073/18/20047/27/2004

12/14/200410/5/20067/18/20017/19/20009/22/2005

3/8/20076/30/20043/14/2001

5/8/200112/21/200012/14/2004

4/26/200625-May-06

14-Jan-0315-Sep-0424-Aug-05

7-Sep-0626-Jul-07

15-Mar-12

27-Oct-0410-Aug-05

25-Jul-06

11-Apr-0630-Oct-0625-Oct-0211-Aug-0523-May-06

3-May-0723-May-06

7-Dec-0629-Nov-0627-Jun-07

24-May-06

19-Dec-031-Aug-06

23-Feb-0624-Jul-01

Rank US CLOs ($bnUS CLOs EuropeanEuropea All CLOs ($GSO/Blackstone 1 11.8 27 9.3 19 23.3 Carlyle 2 9.6 23 4.8 10 15.5 Babson Capital 3 9.8 23 3.1 7 13.6 Ares Management 4 10.6 27 2.1 5 13.2 Highland Capital Management 5 13.1 20 - 0 13.1 Alcentra 6 3.7 13 7.1 17 12.5 Credit Suisse Asset Management 7 8.1 19 1.9 4 10.4 Apollo Global Management 8 10.2 23 - 0 10.2 CIFC 9 9.7 27 - 0 9.7 Fortress Investment Group 10 8.9 12 - 0 8.9 Prudential Fin. (Pramerica) 11 3.7 10 3.3 8 7.8 CVC Credit 12 5.7 17 0.9 2 6.8 KKR Financial Advisors 13 6.7 6 - 0 6.7 Black Diamond Capital Management 14 4.7 11 1.2 4 6.2 3i 15 - 0 5.0 12 6.2 PineBridge Investments 16 5.0 12 0.8 2 6.0 Intermediate Capital Group 17 - 0 4.6 10 5.7 Halcyon Asset Management 18 3.6 9 1.5 4 5.5 Invesco 19 5.4 14 - 0 5.4 Avoca Capital 20 - 0 4.4 10 5.4 Columbia Management 21 5.3 10 - 0 5.3 GoldenTree Asset Management 22 4.5 8 - 0 4.5 Sankaty Advisors 23 4.0 10 - 0 4.0 Neuberger Berman 24 3.6 7 0.3 1 4.0 LCM 25 4.0 10 - 0 4.0 ING Investment Management 26 3.9 9 - 0 3.9 Octagon Credit Investors 27 3.8 9 - 0 3.8 Eaton Vance 28 2.9 7 0.5 1 3.5 Fraser Sullivan Investment Management 29 3.2 8 - 0 3.2 Guggenheim Partners 30 3.1 7 - 0 3.1 Pimco 31 2.3 9 0.5 2 3.0 MJX 32 2.9 8 - 0 2.9 Golub Capital 33 2.9 9 - 0 2.9 American Money Management 34 2.8 7 - 0 2.8 Deutsche Asset Management 35 1.7 5 0.8 2 2.6 BlackRock 36 2.5 9 - 0 2.5 Aladdin Capital Management 37 2.4 9 - 0 2.4 Seix Advisors 38 2.3 6 - 0 2.3 Rothschild 39 - 0 1.8 5 2.2 Kingsland Capital Management 40 2.2 5 - 0 2.2 BlueMountain Capital Management 41 2.1 5 - 0 2.1 Citi Capital Advisors 42 2.0 4 - 0 2.0 BNP Paribas Asset Management 43 - 0 1.6 6 1.9 Katonah Debt Advisors 44 1.9 5 - 0 1.9 IKB 45 - 0 1.5 3 1.9 Silvermine Capital Management 46 1.9 5 - 0 1.9 New York Life Investment Management 47 1.9 6 - 0 1.9

Denali Capital 48 1.8 4 - 0 1.8 M&G Investment Management 49 1.8 8 - 0 1.8 Pemba Credit Advisers 50 - 0 1.4 4 1.7 Investec 51 - 0 1.3 4 1.6 Fidelity 52 1.5 3 - 0 1.5 SilverPoint Capital 53 1.5 5 - 0 1.5 Axa Investment Managers 54 - 0 1.1 3 1.3 Ore Hill Partners 55 1.3 3 - 0 1.3 CQS Management 56 1.2 3 - 0 1.2 Cheyne Capital 57 1.1 2 - 0 1.1 Westgate Horizons Advisor 58 1.1 4 - 0 1.1 Henderson Global Investors 59 - 0 0.9 4 1.1 Avenue Capital Management 60 1.0 3 - 0 1.0 Goldman Sachs Asset Management 61 1.0 2 - 0 1.0 Airlie Capital Management 62 0.9 3 - 0 0.9 Alpstar Management 63 0.9 2 - 0 0.9 Franklin Templeton Investments 64 0.9 4 - 0 0.9 UrsaMine 65 0.9 3 - 0 0.9 Anchorage Capital 66 0.9 1 - 0 0.9 Cairn Capital 67 0.9 2 - 0 0.9 Doral Money Management 68 0.9 2 - 0 0.9 Harch Capital Management 69 0.9 3 - 0 0.9 Lufkin Advisors 70 0.8 3 - 0 0.8 Allstate Investment Management 71 0.7 2 - 0 0.7 LLCP Advisors 72 0.7 1 - 0 0.7 Feingold O'Keeffe Capital 73 0.6 2 - 0 0.6 Canyon Partners 74 0.6 2 - 0 0.6 Crescent Capital 75 0.6 3 - 0 0.6 THL Credit 76 0.6 1 - 0 0.6 GE Asset Management 77 0.6 4 - 0 0.6 Cerberus Capital Management 78 0.6 1 - 0 0.6 Tall Tree Investment Management 79 0.5 2 - 0 0.5 CIT Group Holdings 80 0.5 1 - 0 0.5 WR Huff Asset Management 81 0.5 1 - 0 0.5 Fore Research and Management 82 0.5 1 - 0 0.5 Brigade Capital Management 83 0.5 1 - 0 0.5 Greywolf Capital Management 84 0.5 1 - 0 0.5 JMP Group 85 0.5 1 - 0 0.5 Global Leveraged Credit 86 0.5 1 - 0 0.5 Hillmark Capital Management 87 0.5 1 - 0 0.5 Regiment Capital Advisors 88 0.4 1 - 0 0.4 Egret Capital Partners 89 0.4 1 - 0 0.4 HarbourView Asset Management 90 0.4 1 - 0 0.4 Lord Abbett 91 0.4 1 - 0 0.4 American Capital Strategies =92 0.4 1 - 0 0.4 MBIA =92 0.4 1 - 0 0.4 Aegon Usa Investment Management 94 0.4 1 - 0 0.4 KVK 95 0.4 1 - 0 0.4

AllianceBernstein 96 0.3 1 - 0 0.3 Structured Asset Investors 97 0.3 1 - 0 0.3 Freeport Financial 98 0.3 1 - 0 0.3 Canaras 99 0.3 1 - 0 0.3 Caywood-Scholl Capital Management 100 0.3 1 - 0 0.3 Cohen & Company 101 0.3 1 - 0 0.3 De Meer Asset Management 102 0.3 1 - 0 0.3 Ivory Hill Asset Management 103 0.2 1 - 0 0.2 Equinotes Management 104 - 0 0.2 1 0.2 MFS Investment Management 105 0.2 2 - 0 0.2 Capvest Venture Fund 106 0.2 1 - 0 0.2 Tiber Asset Management 107 0.2 1 - 0 0.2 Commerzbank 108 - 0 0.2 1 0.2 Garrison 109 0.2 1 - 0 0.2 Wharton Asset Management 110 0.1 1 - 0 0.1 Clearwater Capital 111 0.1 1 - 0 0.1 Indosuez Capital 112 0.1 1 - 0 0.1 Putnam Investments 113 0.1 1 - 0 0.1 Wellington Management Company 114 0.0 1 - 0 0.0 Travelers Asset Management 115 0.0 1 - 0 0.0 Bear Stearns Asset Management 116 0.0 1 - 0 0.0 KDP Investment Advisors 117 0.0 1 - 0 0.0

All CLOs no.463330322030232327121819

61512141013141010

810

810

99887

118977996555465356

484435333244323243122332122314121111111111111111

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