* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.
Person Signing this Report on Behalf of Reporting Manager:
Name
Title
City, State
Date
Jeffrey W. Cameron
General Counsel
Radnor, Pennsylvania
06 Feb 2014
AS OF THE END OF THE PERIOD FOR WHICH THIS FORM 13F IS BEING FILED ("PERIOD END"), CERTAIN SECURITIES WERE HELD IN THE REPORTING PERSON'S ACCOUNT AT LEHMAN BROTHERS INTERNATIONAL (EUROPE) ("LBIE") AND WERE SUBJECT TO REHYPOTHECATION. AFTER DISCUSSIONS WITH LBIE, THE REPORTING PERSON DETERMINED IN DECEMBER 2013 THAT THESE REHYPOTHECATED SECURITIES WILL NOT BE RECOVERABLE. ACCORDINGLY, THE REPORTING PERSON HAS OMITTED FROM THIS FORM 13F ANY SECURITIES THAT, AS OF THE PERIOD END, WERE HELD AT LBIE AND WERE REHYPOTHECATED. NOTWITHSTANDING, THE REPORTING PERSON DOES NOT WAIVE, AND EXPRESSLY RESERVES, ANY ARGUMENTS THAT IT IS ENTITLED TO RECOVER SUCH SECURITIES.
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