SECURITY DESCRIPTION: Allied Capital Corp., 6.875% Notes due 4/15/2047, issued in $25 denominations, redeemable at the issuer's option on or after 4/15/2012 at $25 per share plus accrued and unpaid interest, and maturing 4/15/2047. Distributions of 6.875% ($1.71875) per annum are paid quarterly on 1/15, 4/15, 7/15 & 10/15 to holders of record on 1/1, 4/1, 7/1 & 10/1 respectively