<SEC-DOCUMENT>0000891092-15-000455.txt : 20150122
<SEC-HEADER>0000891092-15-000455.hdr.sgml : 20150122
<ACCEPTANCE-DATETIME>20150122124944
ACCESSION NUMBER:		0000891092-15-000455
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20141130
FILED AS OF DATE:		20150122
DATE AS OF CHANGE:		20150122
EFFECTIVENESS DATE:		20150122

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK CORPORATE HIGH YIELD FUND, INC.
		CENTRAL INDEX KEY:			0001222401
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21318
		FILM NUMBER:		15541058

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		800-441-7762

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK CORPORATE HIGH YIELD FUND VI, INC.
		DATE OF NAME CHANGE:	20120920

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK CORPORATE HIGH YIELD FUND VI INC
		DATE OF NAME CHANGE:	20061018

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CORPORATE HIGH YIELD FUND VI INC
		DATE OF NAME CHANGE:	20030917
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>e62256nq.htm
<DESCRIPTION>FORM NQ
<TEXT>
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<P STYLE="margin: 0"></P>

<P STYLE="margin: 0; font-size: 12pt; text-align: center; text-indent: 0in"><FONT STYLE="font-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

<P STYLE="margin: 0; font-size: 12pt; text-align: center; text-indent: 0.5in"><FONT STYLE="font-weight: normal; vertical-align: baseline">SECURITIES
AND EXCHANGE COMMISSION </FONT></P>

<P STYLE="margin: 0; font-size: 12pt; text-align: center; text-indent: 0in"><FONT STYLE="font-weight: normal; vertical-align: baseline">Washington,
D.C. 20549</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><B>FORM N-Q</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><B>&nbsp;</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in"><B>QUARTERLY SCHEDULE OF PORTFOLIO
HOLDINGS OF REGISTERED<BR>
MANAGEMENT INVESTMENT COMPANY</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-align: center; text-indent: 0in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-align: center; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number: 811-21318</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Corporate
High Yield Fund, Inc. (HYT)</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Fund Address: 100 Bellevue Parkway,
Wilmington, DE 19809</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name and address of agent for service:
John M. Perlowski, Chief Executive Officer, BlackRock Corporate High Yield Fund, Inc., 55 East 52<SUP>nd</SUP> Street, New York,
NY 10055</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Registrant&rsquo;s telephone number,
including area code: (800) 882-0052, Option 4</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2015</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 11/30/2014</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt">Item 1 &ndash; Schedule of Investments</P>


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">November 30, 2014 (Unaudited)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Common Stocks</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Auto Components&nbsp;&mdash; 1.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Goodyear Tire &amp; Rubber Co.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">729,948</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,007,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lear Corp.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,032</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">98,979</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">20,106,854</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Capital Markets&nbsp;&mdash; 2.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Capital Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,875,455</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">28,113,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Concrete Investments II S.C.A</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,997</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">E*Trade Financial Corp. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">246,100</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,613,541</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Uranium Participation Corp. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">176,860</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">811,994</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">34,538,605</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Chemicals&nbsp;&mdash; 0.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Advanced Emissions Solutions, Inc. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">168,580</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,371,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Huntsman Corp.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">373,192</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,523,860</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LyondellBasell Industries NV, Class A</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">38</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,996</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">12,898,456</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Communications Equipment&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nokia OYJ - ADR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">877,870</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,233,649</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Containers &amp; Packaging&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Smurfit Kappa Group PLC</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,980</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">299,249</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cengage Thomson Learning (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211,142</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,510,806</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Houghton Mifflin Harcourt Co. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">206,188</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,962,933</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">9,473,739</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 2.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;1,101,275</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">26,188,319</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc. (a)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;142,289</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,383,633</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;161,430</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,712,377</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kcad Holdings I Ltd. (a)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;1,563,279,160</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,253,117</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">44,537,446</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Broadview Networks Holdings, Inc. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">192,400</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">365,559</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Level 3 Communications, Inc. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,920</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,796,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">6,161,559</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electrical Equipment&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Medis Technologies Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">365,353</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Energy Equipment &amp; Services (b) &mdash; 0.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Laricina Energy Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211,764</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,290,882</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Osum Oil Sands Corp. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400,000</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,571,928</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">10,862,810</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HealthSouth Corp.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,468</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">60,379</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>


<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>

</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Common Stocks</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya Gaming Group, Inc. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">312,709</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,621,441</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Insurance&nbsp;&mdash; 1.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American International Group, Inc.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">316,865</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,364,202</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clear Channel Outdoor Holdings, Inc., Class A</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">47,653</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">369,787</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">African Minerals Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,302</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">35,192</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Constellium NV, Class A (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">195,574</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,080,291</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peninsula Energy Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">40,846,473</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">728,074</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">3,843,557</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 1.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">African Petroleum Corp. Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">331,833</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">28,236</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">General Maritime Corp.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">953,381</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,637,548</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seven Generations Energy Ltd. (a)(b)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">216,000</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,050,634</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">20,716,418</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Paper &amp; Forest Products&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ainsworth Lumber Co. Ltd. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,147,503</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,894,952</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ainsworth Lumber Co. Ltd. (a)(c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">614,940</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,424,592</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Western Forest Products, Inc.</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">621,145</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,298,604</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">7,618,148</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SunPower Corp. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,025</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">28,864</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Trading Companies &amp; Distributors&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HD Supply Holdings, Inc. (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,400</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,355,832</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Common Stocks</b> &mdash; <b>12.7%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">210,090,999</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>

<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Adams Mill CLO Ltd., Series 2014-1A, Class D1, 3.70%, 7/15/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">467,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM Loan Funding, Series 2013-7RA (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.68%, 4/24/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,840</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,672,408</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.23%, 4/24/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,360</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,168,201</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM XIV Ltd., Series 2014-14A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 3.18%, 7/28/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,069</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,031,719</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.68%, 7/28/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">750</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">697,138</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM XIV, Ltd., Series 2014-14A, Class D, 5.08%, 7/28/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">223,269</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AMMC CLO 15, Ltd., Series 2014-15A (c)(d)(e):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C1, 3.69%, 12/09/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">990,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AMMC CLO 15, Ltd., Series 2014-15A (c)(d)(e)(concluded):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 4.44%, 12/09/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">955,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Apidos CLO XVIII, Series 2014-18A, Class C, 3.88%, 7/22/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">550</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">520,030</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ares CLO ltd., Series 2014-32A, Class C, 4.43%, 11/15/25 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,214,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ares CLO, Ltd., 2.53%, 11/15/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">992,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Atlas Senior Loan Fund V, Ltd., Series 2014-1A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.25%, 7/16/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">239,912</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.70%, 7/16/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">228,892</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avalon IV Capital, Ltd., Series 2012-1AR, Class CR, 3.08%, 4/17/23 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">839,052</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Benefit Street Partners CLO, Ltd., Series 2014-IVA, Class C, 3.73%, 7/20/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">460,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Carlyle Global Market Strategies CLO 2012-2, Ltd., Series 2012-2AR, Class ER, 6.33%, 7/20/23 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">580</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">575,603</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Carlyle Global Market Strategies CLO 2014-5, Ltd., Series 2014-5A, Class C, 4.38%, 10/16/25 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">964,770</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cedar Funding, Ltd., Series 2014-3A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.03%, 5/20/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">757,147</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.79%, 5/20/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">535</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">493,598</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIFC Funding 2014-II, Ltd., Series 2014-2A, Class A3L, 3.08%, 5/24/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">475,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIFC Funding Ltd., Series 2014-3A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C1, 2.95%, 7/22/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">476,780</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.55%, 7/22/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">230,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dryden Senior Loan Fund, Series 2014-36A, Class D, 3.98%, 11/09/25 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">949,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Galaxy CLO Ltd., Series 2014-18A, Class C1, 3.23%, 10/15/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">486,372</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gramercy Park CLO, Ltd., Series 2012-1AR, Class DR, 5.73%, 7/17/23 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">489,791</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ING IM CLO 2012-4, Ltd., Series 2012-4A, Class C, 4.73%, 10/15/23 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">992,042</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jamestown CLO IV Ltd., Series 2014-4A, Class C, 3.73%, 7/15/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">229,990</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LCM X LP, Series 10AR, Class ER, 5.73%, 4/15/22 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">977,820</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Madison Park Funding, Ltd. (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.83%, 7/20/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">473,014</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-8AR, Class CR, 3.03%, 4/22/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">496,333</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-8AR, Class DR, 4.08%, 4/22/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">245,573</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVII, Ltd., Series 2014-17A, Class D, 3.71%, 8/04/25 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">460,835</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class C, 3.98%, 11/14/25 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,410,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class B, 3.38%, 11/14/25 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,213,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XII, Ltd., Series 2012-1AR, Class ER, 5.73%, 5/05/23 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,186,026</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XX Ltd., Series 2014-1A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.89%, 8/12/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">235,724</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class E, 5.49%, 8/12/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">229,712</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XXII Ltd., Series 2014-1A, Class C1, 3.54%, 11/22/25 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">984,100</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XXII, Ltd., Series 2014-1A (c)(d)(e):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B2, 2.59%, 11/22/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">985,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D1, 4.19%, 11/22/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">956,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">OZLM IX, Ltd., Series 2014-9A, Class C, 3.83%, 1/20/27 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,169,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Palmer Square CLO, Ltd., Series 2014-1A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 2.82%, 10/17/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,071,272</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 4.12%, 10/17/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">845</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">832,676</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 6.02%, 10/17/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">590</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">584,274</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sound Point CLO, Ltd., Series 2014-3A, Class D, 3.89%, 1/23/27 (c)(d)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,353,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Steele Creek CLO 2014-1, Ltd., Series 2014-1A, Class B, 2.48%, 8/21/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">485,365</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TICP CLO II, Ltd., Series 2014-2A, Class A1A, 1.68%, 7/20/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">991,418</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Venture CDO, Ltd., Series 2014-17A, Class C, 3.08%, 7/15/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">476,940</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Venture XIII CLO, Ltd., Series 2013-13A, Class D, 3.78%, 6/10/25 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">937,189</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Voya CLO, Ltd., Series 2014-4A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 4.23%, 10/14/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,750</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,688,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.73%, 10/14/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">927,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Washington Mill CLO, Ltd., Series 2014-1A (c)(d):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.23%, 4/20/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">515</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">497,155</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.68%, 4/20/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">660</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612,239</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WhiteHorse IX, Ltd., Series 2014-9A, Class C, 2.92%, 7/17/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">235,289</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WhiteHorse, Ltd., Series 2014-1A, Class C, 2.98%, 5/01/26 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">680</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">642,703</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Asset-Backed Securities</b> &mdash; <b>2.6%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">43,181,461</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Aerospace&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telefonica SA, Series TIT, 6.00%, 7/24/17 (f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,174,277</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Aerospace &amp; Defense&nbsp;&mdash; 1.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">B/E Aerospace, Inc., 5.25%, 4/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,106</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,337,660</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CTP Transportation Products LLC/CTP Finance, Inc., 8.25%, 12/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">990</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,054,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Huntington Ingalls Industries, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 3/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,405</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,526,181</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/15/21 (c)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,160</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,178,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,234,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TransDigm, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,490</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,458,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 7/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,680</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,776,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,048</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,168,960</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">25,735,726</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Air Freight &amp; Logistics&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Group PLC, 9.00%, 9/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">844</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">810,240</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">National Air Cargo Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">12.38%, 8/16/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,118</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,118,191</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">12.38%, 9/02/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,099,583</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Air Freight &amp; Logistics&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">XPO Logistics, Inc., 7.88%, 9/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,487,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">4,515,514</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Airlines&nbsp;&mdash; 2.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Airlines Pass-Through Trust, Series 2013-2, Class C, 6.00%, 1/15/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,420</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,612,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Continental Airlines Pass-Through Trust:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 1997-4, Class B, 6.90%, 7/02/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">333</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">347,256</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-3, Class C, 6.13%, 4/29/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,145</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,466,562</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delta Air Lines Pass-Through Trust, Class B:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2009-1, 9.75%, 6/17/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">864</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">976,092</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2010-1, 6.38%, 7/02/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,647</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,752,880</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">US Airways Pass-Through Trust:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-1, Class C, 9.13%, 10/01/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,306</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,355,395</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-2, Class C, 5.45%, 6/03/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,720</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,791,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2013-1, Class B, 5.38%, 5/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,198</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,288,969</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virgin Australia Trust, Series 2013-1 (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 7.13%, 10/23/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,934</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,171,878</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 8.50%, 10/23/16</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,417</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,602,360</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">44,365,492</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Auto Components&nbsp;&mdash; 3.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Affinia Group, Inc., 7.75%, 5/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,109</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,194,498</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Autodis SA, 6.50%, 2/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">265</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">333,468</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CNH Industrial Finance Europe SA, 2.75%, 3/18/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,527</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,924,833</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dana Holding Corp., 6.75%, 2/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">212,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delphi Corp., 6.13%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">456,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Icahn Enterprises LP/Icahn Enterprises Finance Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.50%, 3/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">352</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">348,040</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 3/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,850</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,960,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 8/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,973</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,095,488</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 2/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,797</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,852,940</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IDQ Holdings, Inc., 11.50%, 4/01/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,155</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,295,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rhino Bondco SpA, 7.25%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">490</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">630,677</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Auto Components (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Schaeffler Holding Finance BV:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.75%, 5/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,515</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900,348</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 11/15/21 (g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,048,228</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.25% Cash or 0.00% PIK), 6.25%, 11/15/19 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,860</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,992,275</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.75% Cash or 0.00% PIK), 6.75%, 11/15/22 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,351</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,645,305</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.88% Cash or 7.63% PIK), 6.88%, 8/15/18 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,511,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.88% Cash), 6.88%, 8/15/18 (g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,660</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,172,494</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Servus Luxembourg Holding SCA, 7.75%, 6/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">719</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">942,733</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Titan International, Inc., 6.88%, 10/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,505</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,304,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UCI International, Inc., 8.63%, 2/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,080</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,796,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">50,618,677</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Automobiles&nbsp;&mdash; 1.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">General Motors Co.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 10/02/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">940</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">996,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 10/02/43</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,705</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,307,062</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.20%, 4/01/45</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,127,019</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jaguar Land Rover Automotive PLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 3/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,269</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,910,291</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 2/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,555</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,550,355</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">15,891,127</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Banks&nbsp;&mdash; 1.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Banco Bilbao Vizcaya Argentaria SA, 7.00% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,272,858</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Banco Espirito Santo SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 1/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,256,240</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 1/21/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,983</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIT Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 3/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,320</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,553,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/01/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,526,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 2/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,919</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,334,140</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 4/01/36</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,747,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSH Nordbank AG, 0.88%, 2/14/17 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">665</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">696,443</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">20,502,444</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Beverages&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hydra Dutch Holdings 2BV, 5.58%, 4/15/19 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,355</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,516,387</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Building Products&nbsp;&mdash; 2.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,715</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,732,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Building Products (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BMBG Bond Finance SCA, 5.08%, 10/15/20 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,020</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,270,856</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Builders FirstSource, Inc., 7.63%, 6/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,503</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,555,605</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Building Materials Corp. of America (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 5/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,490</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,679,862</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 11/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,540</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,540,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cemex Finance LLC, 6.00%, 4/01/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,080</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,081,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cemex SAB de CV (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 3/25/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,335</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,348,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.70%, 1/11/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,215</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,137,475</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CPG Merger Sub LLC, 8.00%, 10/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,590</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,778,475</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Momentive Performance Materials, Inc., 3.88%, 10/24/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,738</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,270,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ply Gem Industries, Inc., 6.50%, 2/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,550</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,434,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USG Corp., 9.75%, 1/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,935</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,525,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">32,354,748</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Capital Markets&nbsp;&mdash; 1.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Capital Ltd., 6.50%, 9/15/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,840</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,051,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Blackstone CQP Holdco LP, 9.30%, 3/18/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,779</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,957,116</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">E*Trade Financial Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">0.00%, 8/31/19 (c)(f)(i)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,206</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,659,984</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 11/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,857</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,885,570</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A, 0.00%, 8/31/19 (f)(i)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">373</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">822,698</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">28,376,568</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Chemicals&nbsp;&mdash; 1.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Axalta Coating Systems US Holdings, Inc./Axalta Coating Systems Dutch Holding BV:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 2/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">655,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 5/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,760</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Axiall Corp., 4.88%, 5/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">629</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">608,558</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Basell Finance Co. BV, 8.10%, 3/15/27 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,115</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,840,726</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Celanese US Holdings LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.25%, 10/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">533</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">694,240</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,848</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,991,220</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 11/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,565</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,568,912</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Huntsman International LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 3/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">945</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,025,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 4/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,779</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,321,707</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">INEOS Finance PLC, 8.38%, 2/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">106,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">INEOS Group Holdings SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 8/15/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">998,608</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
    <tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Chemicals (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">INEOS Group Holdings SA (concluded):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 8/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">378</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">477,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 2/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">491,347</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LSB Industries, Inc., 7.75%, 8/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">728</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">771,680</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Montichem Holdco SA, 5.25%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">311</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">383,890</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nexeo Solutions LLC/Nexeo Solutions Finance Corp., 8.38%, 3/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">499,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NOVA Chemicals Corp., 5.00%, 5/01/25 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,135</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,173,306</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rockwood Specialties Group, Inc., 4.63%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,501</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,568,545</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">20,078,409</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Commercial Services &amp; Supplies&nbsp;&mdash; 3.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AA Bond Co., Ltd., 9.50%, 7/31/43</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">996</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,713,888</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Abengoa Greenfield SA, 6.50%, 10/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,326</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,926,880</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ADS Waste Holdings, Inc., 8.25%, 10/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,546</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,623,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ARAMARK Corp., 5.75%, 3/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,608</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,725,260</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aviation Capital Group Corp., 6.75%, 4/06/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,002</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,422,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avis Budget Car Rental LLC / Avis Budget Finance, Inc., 5.50%, 4/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">720</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">727,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bilbao Luxembourg SA, (10.5% Cash or 11.25% PIK), 10.50%, 12/01/18 (g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">521,006</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,558</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,558,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Covanta Holding Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,300</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,443,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 3/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,180</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,209,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jurassic Holdings III, Inc., 6.88%, 2/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,738</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,696,930</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mobile Mini, Inc., 7.88%, 12/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,040</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,182,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mustang Merger Corp., 8.50%, 8/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,688</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,661,120</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">United Rentals North America, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 5/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,890</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,041,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 2/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,168</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,357,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 4/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,095</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,049,975</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 6/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,055</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,115,662</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 11/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,826</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,969,475</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Verisure Holding AB:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 9/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">790</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,048,632</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Commercial Services &amp; Supplies&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Verisure Holding AB (concluded):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 12/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">378</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">893,329</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">48,887,887</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Communications Equipment&nbsp;&mdash; 2.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alcatel-Lucent USA, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 7/01/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,735</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,748,013</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,755</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,895,812</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.45%, 3/15/29</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,078</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,970,952</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avaya, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 4/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,505</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,471,138</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10.50%, 3/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,355</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,182,238</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CommScope, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,475</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,475,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 6/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,413</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,405,935</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nokia OYJ:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 10/26/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,759,663</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 5/15/39</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,961</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,137,490</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Zayo Group LLC/Zayo Capital, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 1/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,153</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,500,827</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10.13%, 7/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,167</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,937,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">32,484,943</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Construction &amp; Engineering&nbsp;&mdash; 1.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AECOM Technology Corp. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 10/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,016</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,064,260</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,727</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,941,302</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aldesa Financial Services SA, 7.25%, 4/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">960</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,134,027</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Astaldi SpA, 7.13%, 12/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,654</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,415,951</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlueLine Rental Finance Corp., 7.00%, 2/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,032</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,070,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">H&amp;E Equipment Services, Inc., 7.00%, 9/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,462</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,615,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Novafives SAS:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.08%, 6/30/20 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">455</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">564,072</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 6/30/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">320</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">395,218</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,852</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,875,244</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Weekley Homes LLC/Weekley Finance Corp., 6.00%, 2/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">862</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">846,053</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">17,922,702</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Construction Materials&nbsp;&mdash; 2.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HD Supply, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">11.00%, 4/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,123</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,445,835</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,975</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,688,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 12/15/21 (c)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,862</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,071,567</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kerneos Tech Group SAS:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.92%, 3/01/21 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">194</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">238,093</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 3/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">262</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">325,784</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Construction Materials&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Officine MaccaFerri SpA, 5.75%, 6/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">780</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">955,828</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">35,725,732</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Consumer Finance&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ford Motor Credit Co. LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">12.00%, 5/15/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,120</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,176,472</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 8/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">361</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405,955</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 1/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">625,764</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IVS F. SpA, 7.13%, 4/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,029</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,289,879</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Springleaf Finance Corp., 8.25%, 10/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">449</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511,860</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">4,009,930</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Containers &amp; Packaging&nbsp;&mdash; 1.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 1/31/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,504</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,507,760</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/30/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,825</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,806,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 1/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,855</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,303,832</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ball Corp., 4.00%, 11/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,129</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,083,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Beverage Packaging Holdings Luxembourg II SA (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 12/15/16</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,113</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,118,283</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,137</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,131,657</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">93</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">97,766</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crown European Holdings SA, 4.00%, 7/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,325</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,738,188</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">OI European Group BV, 4.88%, 3/31/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,057</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,437,492</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pactiv LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.95%, 12/15/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,267</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,437,680</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 4/15/27</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">736</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">776,480</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sealed Air Corp. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 9/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">168,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 12/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,395</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,398,488</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SGD Group SAS, 5.63%, 5/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">493,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tekni-Plex, Inc., 9.75%, 6/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,907</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,088,165</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">23,588,656</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Distributors&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">VWR Funding, Inc., 7.25%, 9/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,254</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,456,576</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Laureate Education, Inc., 9.75%, 9/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,820</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,000,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 5.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 9/30/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,141</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,163,820</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Diversified Financial Services (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc. (concluded):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.00%, 11/01/31</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,579</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">25,864,083</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America Corp. (d)(h):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series X, 6.25%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,860</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,821,412</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series Z, 6.50%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,445</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,515,294</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CE Energy AS, 7.00%, 2/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">745</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">946,519</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Co-Operative Group Holdings, 6.88%, 7/08/20 (j)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">730</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,168,766</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DFC Finance Corp., 10.50%, 6/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,745</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,518,538</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ford Motor Credit Co. LLC, 5.88%, 8/02/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">232,536</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gala Group Finance PLC, 8.88%, 9/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,437</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,989,637</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSH Nordbank AG, 0.92%, 2/14/17 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">313</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">328,640</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jarden Corp., 1.88%, 9/15/18 (f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">147,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jefferies Finance LLC/JFIN Co-Issuer Corp. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 4/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,410</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,290,650</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 4/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,987</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,792,845</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JPMorgan Chase &amp; Co., 6.75% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,674</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,042,810</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lehman Brother Holding Escrow, 1.00%, 9/22/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">430</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">62,888</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lehman Brothers Holdings, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 1/16/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,890</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">399,521</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.00%, 2/05/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,950</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">798,140</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 10/17/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">350</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">73,985</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.00%, 12/31/49</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,535</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,494</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Leucadia National Corp., 8.13%, 9/15/15</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,503</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,743,910</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MSCI, Inc., 5.25%, 11/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,204</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,324,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Reynolds Group Issuer, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 4/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,405</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,549,712</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 8/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">728</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">775,320</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.88%, 8/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,248,662</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,182</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,388,482</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">82,412,064</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 3.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CenturyLink, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.45%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,125</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,226,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series V, 5.63%, 4/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,420</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,718,100</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cequel Communications Holdings I LLC/Cequel Capital Corp., 5.13%, 12/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,350</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,267,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Frontier Communications Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.50%, 4/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,805</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,066,725</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 9/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,935</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,997,516</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Level 3 Communications, Inc., 8.88%, 6/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,780</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,904,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Diversified Telecommunication Services (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Level 3 Financing, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 7/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,885</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,267,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 6/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,395</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,559,656</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,175</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,715,313</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telecom Italia Capital SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 11/15/33</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">745</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">759,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 9/30/34</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">740</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telecom Italia SpA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 11/15/16 (f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,093,348</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 6/24/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,537,644</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 9/25/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">870</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,190,640</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 1/25/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,350</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,820,796</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/19/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,182,383</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telenet Finance V Luxembourg SCA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 8/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,362</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,858,703</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,982</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,774,638</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TW telecom holdings, Inc., 5.38%, 10/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,236</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,532,270</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Windstream Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,648</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,729,576</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 10/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,720</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,799,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 8/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">315</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">303,975</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">54,048,708</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electric Utilities&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Homer City Generation LP (g):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(8.14% Cash), 8.14%, 10/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">806</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">833,259</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(8.73% Cash), 8.73%, 10/01/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,128</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,215,758</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mirant Mid Atlantic Pass-Through Trust:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series B, 9.13%, 6/30/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">989</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,063,168</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series C, 10.06%, 12/30/28</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,237</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,449,493</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">6,561,678</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electrical Equipment&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Belden, Inc., 5.50%, 4/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,602</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,035,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">International Wire Group Holdings, Inc., 8.50%, 10/15/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,421</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,506,260</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Techem Energy Metering Service GmbH &amp; Co., 7.88%, 10/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">210</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">288,778</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Trionista Holdco GmbH, 5.00%, 4/30/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,405</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,812,562</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Trionista TopCo GmbH, 6.88%, 4/30/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">418</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">552,247</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">6,195,292</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electronic Equipment, Instruments &amp; Components&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CDW LLC/CDW Finance Corp., 8.50%, 4/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">102</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">108,248</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Electronic Equipment, Instruments &amp; Components&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jabil Circuit, Inc., 8.25%, 3/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,310</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,513,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">1,621,298</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Energy Equipment &amp; Services&nbsp;&mdash; 1.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Atwood Oceanics, Inc., 6.50%, 2/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">780</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">717,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Calfrac Holdings LP, 7.50%, 12/01/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,978</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,580,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CGG SA, 7.75%, 5/15/17</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">499</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">494,010</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gates Global LLC / Gates Global Co., 5.75%, 7/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">110</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">126,521</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Genesis Energy LP/Genesis Energy Finance Corp., 5.75%, 2/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">283</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">280,170</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MEG Energy Corp. (c):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 3/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,601</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,312,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/31/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,056</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,495,820</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peabody Energy Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 11/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,526</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,358,515</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,174</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,038,125</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 11/01/26</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,795</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,585,375</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pioneer Energy Services Corp., 6.13%, 3/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">163</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">132,030</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Precision Drilling Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 11/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">425</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">412,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 11/15/24 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,147</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,524,950</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">26,058,486</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Food &amp; Staples Retailing&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bakkavor Finance 2 PLC:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 2/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,427</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,311,624</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 6/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">795</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,303,979</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brakes Capital, 7.13%, 12/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,283,495</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Labeyrie Fine Foods SAS, 5.63%, 3/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">315,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Premier Foods Finance PLC, 6.50%, 3/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">159</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">221,466</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">R&amp;R Ice Cream PLC:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 5/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">745</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">914,791</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 5/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304,602</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(9.25% Cash or 10.00% PIK), 9.25%, 5/15/18 (g)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">823</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,034,274</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rite Aid Corp., 9.25%, 3/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,080</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,293,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">9,982,956</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Food Products&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Anna Merger Sub, Inc., 7.75%, 10/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,155</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,208,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Boparan Finance PLC:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 7/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">165</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">233,122</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 7/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">440</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">478,728</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 7/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">625</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">842,113</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Findus Bondco SA:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.13%, 7/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,091,407</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Food Products (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Findus Bondco SA (concluded):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.50%, 7/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">465</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">762,647</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Smithfield Foods, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 8/01/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">891</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">944,460</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 8/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,516</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,641,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Univeg Holding BV, 7.88%, 11/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">595</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">658,469</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The WhiteWave Foods Co., 5.38%, 10/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">950</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">997,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">9,858,391</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3AB Optique Development SAS, 5.63%, 4/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,023,981</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Biomet, Inc., 6.50%, 10/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,801</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,966,259</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DJO Finance LLC/DJO Finance Corp., 8.75%, 3/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,106</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,211,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Fresenius Medical Care US Finance, Inc., 5.75%, 2/15/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,580</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,690,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IDH Finance PLC:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 12/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">614</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">957,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 12/01/18 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">311,775</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Teleflex, Inc., 6.88%, 6/01/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,635</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,712,662</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">10,873,727</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 5.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Acadia Healthcare Co., Inc., 5.13%, 7/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,145</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,147,863</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alere, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 7/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">802</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">848,115</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 10/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,834</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,940,275</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amsurg Corp., 5.63%, 7/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,928</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,026,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Care UK Health &amp; Social Care PLC, 5.56%, 7/15/19 (d)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,253</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,828,011</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CHS/Community Health Systems, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 8/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,125</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,186,094</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 2/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,948</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,179,945</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ConvaTec Healthcare E SA, 7.38%, 12/15/17 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,907</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,469,074</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crown Newco 3 PLC, 7.00%, 2/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">180</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">292,386</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DaVita HealthCare Partners, Inc., 5.13%, 7/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,166</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,298,379</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HCA Holdings, Inc., 7.75%, 5/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,486</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,956,235</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HCA, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.75%, 3/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,911</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,899,720</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 2/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,530</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,330,062</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 3/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,565</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,876,938</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 5/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,487</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,496,294</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,096</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,326,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Health Care Providers &amp; Services (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HCA, Inc. (concluded):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,265,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hologic, Inc., 6.25%, 8/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,719</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,958,364</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kindred Healthcare, Inc., 6.38%, 4/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">931</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">898,415</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPH Acquisition Holdings LLC, 6.63%, 4/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,280</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,334,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Omnicare, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 12/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">793</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">804,895</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/01/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">501</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511,020</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Priory Group No. 3 PLC, 7.00%, 2/15/18 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,235</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,005,929</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tenet Healthcare Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,308</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,415,910</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/01/19 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,753</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,681,705</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 6/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,575</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,607,188</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 10/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,835</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,079,481</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 4/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">74</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">72,705</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 10/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,005</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,914,887</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 4/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,692</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,243,310</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Voyage Care Bondco PLC, 6.50%, 8/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">786</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,252,286</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">90,148,111</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Technology&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IMS Health, Inc., 6.00%, 11/01/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">795</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">816,863</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 4.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">30,210</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">23,949,562</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Carlson Travel Holdings, Inc., (7.50% Cash or 8.25% PIK), 7.50%, 8/15/19 (c)(g)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">654</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">658,905</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CDW LLC/CDW Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 8/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,545</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,662,706</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 12/01/24 (e)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,612</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,597,970</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cedar Funding Ltd., 5.38%, 6/01/24 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,070</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,067,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cirsa Funding Luxembourg SA, 8.75%, 5/15/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,103</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,003,503</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (f)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">588,249</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Enterprise Inns PLC, 6.50%, 12/06/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,598</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,574,702</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gamenet SpA, 7.25%, 8/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,255</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,360,002</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gategroup Finance Luxembourg SA, 6.75%, 3/01/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,164</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,832,094</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GLP Capital LP/GLP Financing II, Inc., 4.38%, 11/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">894</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">916,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Greektown Holdings LLC/Greektown Mothership Corp., 8.88%, 3/15/19 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,220</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,241,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Hotels, Restaurants &amp; Leisure (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Intralot Capital Luxembourg SA, 6.00%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">613</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">686,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Intralot Finance Luxembourg SA, 9.75%, 8/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,140</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,804,011</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MGM Resorts International, 6.00%, 3/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,560</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,613,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">New Red Finance, Inc., 6.00%, 4/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,735</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,828,375</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Regal Entertainment Group, 5.75%, 2/01/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">489</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">453,548</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Six Flags Entertainment Corp., 5.25%, 1/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,247</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,255,117</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Snai SpA, 7.63%, 6/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,025</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,294,177</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Station Casinos LLC, 7.50%, 3/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,095</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,375,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (a)(k)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,850</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Unique Pub Finance Co. PLC, Series A3, 6.54%, 3/30/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,143</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,447,336</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Vougeot Bidco PLC, 7.88%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">920</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,497,870</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.38%, 3/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">689</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">699,335</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">74,407,962</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Household Durables&nbsp;&mdash; 2.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ashton Woods USA LLC/Ashton Woods Finance Co., 6.88%, 2/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,262</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,230,450</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Beazer Homes USA, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,213</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 6/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,638</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,492,480</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 9/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,710</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,730,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brookfield Residential Properties, Inc., 6.50%, 12/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,275</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,411,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.13%, 7/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,604</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,684,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">K. Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,360</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,610,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PulteGroup, Inc., 6.38%, 5/15/33</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,050</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,085,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Ryland Group, Inc., 6.63%, 5/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,028,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Spie BondCo 3 SCA, 11.00%, 8/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">878</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,201,470</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Standard Pacific Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10.75%, 9/15/16</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,920</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,923,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 1/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,270</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,931,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Household Durables (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Taylor Morrison Communities, Inc./Monarch Communities, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 4/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,650</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,765,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 4/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,484</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,491,420</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tri Pointe Holdings, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 6/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,270</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,247,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 6/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,540</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,570,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">William Lyon Homes, Inc., 8.50%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,579</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,991,110</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">46,621,843</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Household Products&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ontex IV SA, 9.00%, 4/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,163</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,552,423</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Spectrum Brands, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 3/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">535</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">565,094</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,125</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,247,188</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 11/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,385</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,475,025</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,839,730</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&mdash; 1.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Baytex Energy Corp. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 6/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">944</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">868,480</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 6/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">335</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">299,825</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Calpine Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 1/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">676</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">721,630</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 1/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,144</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,200,980</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,999</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,123,938</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 1/15/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,814</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,898,245</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dynegy Finance I, Inc. / Dynegy Finance II, Inc., 7.38%, 11/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,290</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,357,725</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dynegy Finance I, Inc./Dynegy Finance II, Inc., 6.75%, 11/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,520</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,740,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPM Escrow LLC, 8.88%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,738</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NRG Energy, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,190</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,288,175</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/01/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,840,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NRG REMA LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series B, 9.24%, 7/02/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">117</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">124,218</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series C, 9.68%, 7/02/26</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,512,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">QEP Resources, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 10/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,843</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,750,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 5/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">752,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">27,479,366</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Insurance&nbsp;&mdash; 1.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC, 7.88%, 12/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,232</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,434,540</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Insurance (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CNO Financial Group, Inc., 6.38%, 10/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,244</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,324,860</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Galaxy Bidco Ltd., 6.38%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">909,084</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Genworth Holdings, Inc., 4.80%, 2/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,120</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">978,032</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hockey Merger Sub 2, Inc., 7.88%, 10/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,920</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,067,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,650</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,905,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pension Insurance Corp. PLC, 6.50%, 7/03/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">775</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,236,044</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TMF Group Holding BV, 9.88%, 12/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,460,343</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">20,315,403</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Internet Software &amp; Services&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cerved Group SpA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 1/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">601</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">795,889</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.00%, 1/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">540,988</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Equinix, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 1/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,110</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,115,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 1/01/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,172</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,180,790</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Interactive Data Corp., 5.88%, 4/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,101</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,116,379</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">7,749,596</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">IT Services&nbsp;&mdash; 3.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ceridian Corp., 8.88%, 7/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,750</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,932,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,854</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14,332,210</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Epicor Software Corp., 8.63%, 5/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,077</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,238,543</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">First Data Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 6/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,373</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,655,082</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.88%, 8/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,745</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,950,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,815</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,062,975</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 1/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,394</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,491,580</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10.63%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,111</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,406,540</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">11.75%, 8/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,966</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,905,645</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(8.75% Cash or 10.00% PIK), 8.75%, 1/15/22 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">365</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">392,375</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SunGard Data Systems, Inc., 6.63%, 11/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,865</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,002,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WEX, Inc., 4.75%, 2/01/23 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,728</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,646,160</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">63,016,785</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Machinery&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Galapagos SA, 5.38%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">325</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">396,443</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Selecta Group BV, 6.50%, 6/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,060</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,239,106</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Machinery&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SPX Corp., 6.88%, 9/01/17</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">980</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,076,775</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">2,712,324</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 11.9%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Adria Bidco BV, 7.88%, 11/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">789,342</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice Financing SA, 6.50%, 1/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,410</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,434,100</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice SA:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 5/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,010</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,599,308</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 5/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,645</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,734,269</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AMC Networks, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 7/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">480</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">522,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 12/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,613</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,592,838</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cablevision Systems Corp., 5.88%, 9/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,070</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,123,725</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp. (c):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 2/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">650</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">666,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 2/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">568</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CCO Holdings LLC/CCO Holdings Capital Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 9/30/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,986</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,966,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 2/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,954,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CCOH Safari LLC:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 12/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,024</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,080,520</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 12/01/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,936</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,998,100</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,439</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clear Channel Worldwide Holdings, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 3/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,069</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,235,829</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 11/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,724</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,207,465</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clearwire Communications LLC / Clearwire Finance, Inc., 8.25%, 12/01/40 (c)(f)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,706</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,176,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Columbus International, Inc., 7.38%, 3/30/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,455</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,679,575</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Consolidated Communications, Inc., 6.50%, 10/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,262,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DISH DBS Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 4/01/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,209</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,265,157</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 5/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,652</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,707,242</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 11/15/24 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,239</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,285,792</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DreamWorks Animation SKG, Inc., 6.88%, 8/15/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">901</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">939,293</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gannett Co., Inc. (c):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 10/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">857</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">890,209</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 7/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">506</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">522,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 9/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,827</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,836,135</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,314</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,414,193</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 9/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,308</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,325,985</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Media (continued)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gray Television, Inc., 7.50%, 10/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,743</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,804,005</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Harron Communications LP/Harron Finance Corp., 9.13%, 4/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,510</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,961,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">iHeartCommunications, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 12/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,789</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,722,692</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 3/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,127</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,098,825</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 9/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,845</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,748,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Inmarsat Finance PLC, 4.88%, 5/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,805</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,797,987</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Intelsat Jackson Holdings SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 12/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,040</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,084,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 8/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,939,775</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Intelsat Luxembourg SA, 6.75%, 6/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,637,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Live Nation Entertainment, Inc., 7.00%, 9/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">987</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,051,155</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Media General Financing Sub, Inc., 5.88%, 11/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,292</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,298,460</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Midcontinent Communications &amp; Midcontinent Finance Corp., 6.25%, 8/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,901</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,018,030</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,039</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,110,365</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nexstar Broadcasting, Inc., 6.88%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,023</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,063,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,545</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,556,588</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Numericable Group SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 5/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">890</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,162,004</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 5/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,205</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,318,623</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 5/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,785</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,336,085</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,285</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,365,344</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Play Finance 2 SA, 5.25%, 2/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,070</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,387,038</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Radio One, Inc., 9.25%, 2/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,686</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,565,130</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RCN Telecom Services LLC/RCN Capital Corp., 8.50%, 8/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,020</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,161,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sinclair Television Group, Inc., 5.63%, 8/01/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">894</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">871,650</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sirius XM Radio, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 5/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,309</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,291,683</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 8/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,811</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,892,495</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sterling Entertainment Corp., 10.00%, 12/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,810</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,906,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 3/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,494</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,894,716</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 1/15/23 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,550</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,652,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Media (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH (concluded):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 4/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">208</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">284,501</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Unitymedia KabelBW GmbH, 9.50%, 3/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,061</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,882,890</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Univision Communications, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.50%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,597</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,716,775</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 5/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,720</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,896,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UPCB Finance II Ltd., 6.38%, 7/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,437</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,799,999</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virgin Media Secured Finance PLC, 6.00%, 4/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,502</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,070,752</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">VTR Finance BV, 6.88%, 1/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,727</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,817,668</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wave Holdco LLC / Wave Holdco Corp., 8.25%, 7/15/19 (c)(f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,710</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,804,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.13%, 9/01/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,248</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,439,080</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">196,206,352</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 4.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alcoa, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.15%, 8/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">710</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">803,028</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 10/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,501</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,850,968</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Arch Coal, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 6/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,614</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">649,635</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 10/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">678</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">294,930</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 6/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">182,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Constellium NV:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,270</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,543,650</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 5/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,385</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,249,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Eco-Bat Finance PLC, 7.75%, 2/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,954</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,357,053</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">First Quantum Minerals Ltd. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 2/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,954</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,875,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 5/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">583</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">562,595</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Global Brass &amp; Copper, Inc., 9.50%, 6/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,660</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,085,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Imperial Metals Corp., 7.00%, 3/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">230</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kaiser Aluminum Corp., 8.25%, 6/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,240</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,360,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Novelis, Inc., 8.75%, 12/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,130</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,161,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ovako AB, 6.50%, 6/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">606</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">742,228</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peabody Energy Corp., 6.50%, 9/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,505</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,410,938</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peninsula Energy Ltd., 11.00%, 12/14/14</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,888</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,888,157</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Perstorp Holding AB, 8.75%, 5/15/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">990</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,014,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ryerson, Inc./Joseph T Ryerson &amp; Son, Inc., 9.00%, 10/15/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,740</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,774,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Metals &amp; Mining (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Steel Dynamics, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 10/01/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,085</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,200,688</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 8/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,345</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,445,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 4/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,168</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,211,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ThyssenKrupp AG, 3.13%, 10/25/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,040</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,668,584</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Vedanta Resources PLC, 8.25%, 6/07/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,565</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,580,650</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wise Metals Group LLC/Wise Alloys Finance Corp., 8.75%, 12/15/18 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,804</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,560,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">66,690,774</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Multiline Retail&nbsp;&mdash; 1.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CST Brands, Inc., 5.00%, 5/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,083</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,098,623</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Debenhams PLC, 5.25%, 7/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,155</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,740,966</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dufry Finance SCA, 5.50%, 10/15/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,927</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,028,360</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hema Bondco I BV, 6.25%, 6/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,105</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,244,474</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Neiman Marcus Group Ltd., 8.00%, 10/15/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,817</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,325,105</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">16,437,528</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 11.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Access Midstream Partners LP/ACMP Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 4/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,325</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,381,312</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 7/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,520</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,611,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 3/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,861</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,898,220</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Antero Resources Finance Corp., 5.38%, 11/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,942</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,917,725</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Athlon Holdings LP/Athlon Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 4/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">684</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">782,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 5/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,314</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,422,405</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Berry Petroleum Co., 6.38%, 9/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,755</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,509,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bonanza Creek Energy, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 4/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">637</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">605,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 2/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,254</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,863,520</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">California Resources Corp., 6.00%, 11/15/24 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,249</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,573,327</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Carrizo Oil &amp; Gas, Inc., 7.50%, 9/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">671</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">681,065</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Chaparral Energy, Inc., 7.63%, 11/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,220</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,116,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Chesapeake Energy Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 8/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,632</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,799,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 11/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,641</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,837,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 2/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">524</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">567,230</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 4/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,240</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,207,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 3/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.3in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,223</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,356,380</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cimarex Energy Co., 4.38%, 6/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,349</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,332,137</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Concho Resources, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 10/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,016</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,056,320</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 4/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,253</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,219,205</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CONSOL Energy, Inc., 5.88%, 4/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,028</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,000,430</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CrownRock LP/CrownRock Finance, Inc., 7.13%, 4/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,710</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,617,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Denbury Resources, Inc., 5.50%, 5/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,481</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,388,437</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Diamondback Energy, Inc., 7.63%, 10/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,877</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,992,080</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">El Paso LLC:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.80%, 8/01/31</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,547</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,191,949</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 1/15/32</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,669</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,165,616</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Energy Transfer Equity LP, 5.88%, 1/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,967</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,445,020</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Energy XXI Gulf Coast, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 6/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">531</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">424,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 3/15/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">263</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">EnQuest PLC, 7.00%, 4/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">533</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">421,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">EV Energy Partners LP/EV Energy Finance Corp., 8.00%, 4/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">820</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">787,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Halcon Resources Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.75%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,146</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,641,690</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.88%, 5/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,236</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,261,720</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.25%, 2/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,257</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">993,030</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hilcorp Energy I LP/Hilcorp Finance Co. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 4/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,472</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,530,880</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,448</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,264,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jones Energy Holdings LLC/Jones Energy Finance Corp., 6.75%, 4/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,263,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kinder Morgan, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 2/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,130</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,206,275</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 11/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,146</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,256,303</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Laredo Petroleum, Inc., 7.38%, 5/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">788</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">795,880</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Legacy Reserves LP/Legacy Reserves Finance Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 12/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">843</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 12/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,390</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,223,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Linn Energy LLC/Linn Energy Finance Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,628</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,456,042</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 4/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,840</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,380,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 2/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">365</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">324,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MarkWest Energy Partners LP/MarkWest Energy Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 6/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">674</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">707,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 7/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,720</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,677,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Memorial Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,091</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">981,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Memorial Resource Development Corp., 5.88%, 7/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,971</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,722,450</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Newfield Exploration Co., 6.88%, 2/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,325</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,470,969</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NGPL PipeCo LLC (c):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.12%, 12/15/17</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,130</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,239,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.63%, 6/01/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">891</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">955,598</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Oasis Petroleum, Inc., 6.50%, 11/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,625</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,572,187</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Offshore Group Investment Ltd., 7.50%, 11/01/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,370</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,027,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pacific Drilling SA, 5.38%, 6/01/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,069</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,634,510</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Parsley Energy LLC / Parsley Finance Corp., 7.50%, 2/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,536</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,428,270</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PDC Energy, Inc., 7.75%, 10/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,001,219</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Penn Virginia Corp., 8.50%, 5/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,067</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">994,978</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Penn Virginia Resource Partners LP / Penn Virginia Resource Finance Corp., 6.50%, 5/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,193</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,234,755</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Petroleum Geo-Services ASA, 7.38%, 12/15/18 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,816</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,243,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Range Resources Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 6/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">568</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">596,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 8/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">530</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">547,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,193</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,186,289</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Regency Energy Partners LP / Regency Energy Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">685</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">712,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 3/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">247</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">254,410</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 4/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,059</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,059,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Regency Energy Partners LP/Regency Energy Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 9/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">628</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">646,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 11/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,835</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,664,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RKI Exploration &amp; Production LLC/RKI Finance Corp., 8.50%, 8/01/21 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">313</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">297,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rockies Express Pipeline LLC, 6.00%, 1/15/19 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,524</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,650,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rose Rock Midstream LP/Rose Rock Finance Corp., 5.63%, 7/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,747</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,703,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rosetta Resources, Inc., 5.88%, 6/01/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,007</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">946,580</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RSP Permian, Inc., 6.63%, 10/01/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,756</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,707,710</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sabine Pass Liquefaction LLC (c):</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 4/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,087</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,148,740</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 5/15/24</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,085</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,142,206</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sanchez Energy Corp., 6.13%, 1/15/23 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,282</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,853,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SandRidge Energy, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 1/15/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">141</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">117,030</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 2/15/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,378</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,061,060</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seven Generations Energy Ltd., 8.25%, 5/15/20 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,098</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,276,430</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seventy Seven Energy, Inc., 6.50%, 7/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,133</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">866,745</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seventy Seven Operating LLC, 6.63%, 11/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,112</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995,240</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SM Energy Co., 6.50%, 1/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">951</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">962,888</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Summit Midstream Holdings LLC/Summit Midstream Finance Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 7/01/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,566</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,691,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 8/15/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,711</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,693,890</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Targa Resources Partners LP / Targa Resources Partners Finance Corp., 6.38%, 8/01/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,852</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,083,120</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tesoro Logistics LP/Tesoro Logistics Finance Corp., 6.25%, 10/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,154</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,217,080</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Triangle USA Petroleum Corp., 6.75%, 7/15/22 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,057</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">861,455</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ultra Petroleum Corp., 5.75%, 12/15/18 (c)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">979</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">950,854</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Vanguard Natural Resources LLC/VNR Finance Corp., 7.88%, 4/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,432,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Whiting Petroleum Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/15/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,770</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,721,325</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 3/15/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,837</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,855,370</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">185,504,661</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Paper &amp; Forest Products&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clearwater Paper Corp., 4.50%, 2/01/23</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">245</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">239,488</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pfleiderer GmbH, 7.88%, 8/01/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.2in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">530</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">637,610</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Paper &amp; Forest Products&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Unifrax I LLC/Unifrax Holding Co., 7.50%, 2/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,335</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,361,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">2,238,798</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Pharmaceuticals&nbsp;&mdash; 1.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Endo Finance LLC/Endo Finco, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 12/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">628</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">657,830</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 1/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">696</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">744,720</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Grifols Worldwide Operations Ltd., 5.25%, 4/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,047</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,168,410</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jaguar Holding Co. II/Jaguar Merger Sub, Inc., 9.50%, 12/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,596</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,865,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mallinckrodt International Finance SA, 5.75%, 8/01/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,280</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,308,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pinnacle Merger Sub, Inc., 9.50%, 10/01/23 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">453</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">497,168</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Valeant Pharmaceuticals International, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,538</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,987,487</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,893</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,114,046</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 7/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,375</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,485,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,241</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,339,044</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">28,168,205</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Professional Services&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Truven Health Analytics, Inc., 10.63%, 6/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,840</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,896,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 0.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Felcor Lodging LP:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 6/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,386</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,601,440</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 3/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,422</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,418,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Host Hotels &amp; Resorts LP, 2.50%, 10/15/29 (c)(f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">815</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,459,869</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">iStar Financial, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 11/01/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">685</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">674,725</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 7/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">480</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">470,400</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rayonier AM Products, Inc., 5.50%, 6/01/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">414</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">385,020</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">10,009,899</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 1.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crescent Resources LLC/Crescent Ventures, Inc., 10.25%, 8/15/17 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,515</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,876,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Grand City Properties SA, Series D, 2.00%, 10/29/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">245,951</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Howard Hughes Corp., 6.88%, 10/01/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,369</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,444,295</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kennedy-Wilson, Inc., 5.88%, 4/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,364</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,367,410</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Real Estate Management &amp; Development (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Punch Taverns Finance PLC, Series M3, 6.06%, 10/15/27 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,202</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,821,198</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Corp. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 1/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,986</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,154,810</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 1/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,269</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,399,072</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Group LLC/Realogy Co-Issuer Corp., 4.50%, 4/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,398</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,387,005</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rialto Holdings LLC/Rialto Corp., 7.00%, 12/01/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,065</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,088,963</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RPG Byty Sro, 6.75%, 5/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,146</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,485,699</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Shea Homes LP/Shea Homes Funding Corp., 8.63%, 5/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,320</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,699,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Woodside Homes Co. LLC/Woodside Homes Finance, Inc., 6.75%, 12/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,305</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,305,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">29,274,803</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Road &amp; Rail&nbsp;&mdash; 0.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">EC Finance PLC, 5.13%, 7/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">864,475</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Florida East Coast Holdings Corp., 6.75%, 5/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,372</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,447,870</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Hertz Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 10/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,220</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,340,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 4/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,615</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,667,487</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">370</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">373,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 1/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,360</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,489,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Watco Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,093</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,112,128</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">13,296,210</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Micron Technology, Inc., 5.50%, 2/01/25 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,645</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,668,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,065</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,183,737</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sensata Technologies BV, 5.63%, 11/01/24 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">903</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">958,309</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">7,810,271</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Software&nbsp;&mdash; 1.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Audatex North America, Inc., 6.13%, 11/01/23 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,350</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BMC Software Finance, Inc., 8.13%, 7/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">917</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">859,688</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Igloo Holdings Corp., (8.25% Cash or 9.00% PIK), 8.25%, 12/15/17 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">881</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">887,608</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Infor Software Parent LLC/Infor Software Parent, Inc., (7.13% Cash or 7.88% PIK), 7.13%, 5/01/21 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,891</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,878,772</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Infor US, Inc., 9.38%, 4/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,815</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,615,413</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

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<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Software &nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nuance Communications, Inc., 5.38%, 8/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,430</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,448,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sophia LP/Sophia Finance, Inc., 9.75%, 1/15/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,437</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,619,775</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">23,710,106</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Specialty Retail&nbsp;&mdash; 1.6%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Asbury Automotive Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 11/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,030</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,263,044</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 12/15/24 (c)(e)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,168</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,185,520</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Hillman Group, Inc., 6.38%, 7/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,438</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,398,455</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">L Brands, Inc., 8.50%, 6/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,925</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,651,125</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Magnolia BC SA, 9.00%, 8/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">752</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">897,672</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">New Look Bondco I PLC, 8.75%, 5/14/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">438</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">721,784</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Party City Holdings, Inc., 8.88%, 8/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,489</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,759,397</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PC Nextco Holdings LLC/PC Nextco Finance, Inc., (8.75% Cash or 9.50% PIK), 8.75%, 8/15/19 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,575</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,598,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Penske Automotive Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 10/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,775</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,841,563</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 12/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,335</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,338,338</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">QVC, Inc., 7.38%, 10/15/20 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,640</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,728,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sally Holdings LLC/Sally Capital, Inc., 5.75%, 6/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,359</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,488,745</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">THOM Europe SAS, 7.38%, 7/15/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,190</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,372,427</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TUI AG, 4.50%, 10/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">263,493</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Twin Set-Simona Barbieri SpA, 5.96%, 7/15/19 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">649</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">694,019</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">26,202,357</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Levi Strauss &amp; Co., 6.88%, 5/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,430</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,642,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Polymer Group, Inc., 6.88%, 6/01/19 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">879,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PVH Corp., 4.50%, 12/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,401</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,393,995</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Springs Industries, Inc., 6.25%, 6/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,444</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,389,010</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The William Carter Co., 5.25%, 8/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,398</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,450,425</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">8,755,805</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Thrifts &amp; Mortgage Finance&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Radian Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.00%, 11/15/17 (f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">330</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">515,831</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.25%, 3/01/19 (f)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">712</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,169,015</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Thrifts &amp; Mortgage Finance&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 6/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">926</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">953,780</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">2,638,626</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Trading Companies &amp; Distributors&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ashtead Capital, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,976</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,336,760</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 10/01/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,095</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,210,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Travis Perkins PLC, 4.38%, 9/15/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">729</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140,406</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">8,687,391</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Transportation Infrastructure&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aguila 3 SA, 7.88%, 1/31/18 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,220</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,155,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JCH Parent, Inc., (10.50% Cash or 11.25% PIK), 10.50%, 3/15/19 (c)(g)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,553</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,412,585</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,568,185</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Wireless Telecommunication Services&nbsp;&mdash; 5.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crown Castle International Corp., 5.25%, 1/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,871</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,956,242</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Digicel Group Ltd. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 9/30/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,495</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,582,375</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 4/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,215</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,075,162</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Digicel Ltd., 6.00%, 4/15/21 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,619</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,466,620</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Geo Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,220</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,292,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,030</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,070,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SBA Communications Corp., 4.88%, 7/15/22 (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,775</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,671,188</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sprint Capital Corp., 8.75%, 3/15/32</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,330</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,398,163</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sprint Communications, Inc. (c):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 11/15/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,529</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,659,817</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,812</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,497,457</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sprint Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 9/15/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,044</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,331,090</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 6/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,742</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,688,653</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">T-Mobile USA, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/28/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,897</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,953,910</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 1/15/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">367</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">373,423</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.73%, 4/28/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,227</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,269,945</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 3/01/23</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,244</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,277,660</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 1/15/24</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,638</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,697,355</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 3/01/25</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,145</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,252,175</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wind Acquisition Finance SA:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,549</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,653,502</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.08%, 7/15/20 (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,115</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,588,208</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">89,755,695</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Corporate Bonds</b> &mdash; <b>102.2%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">1,687,779,594</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Aerospace &amp; Defense&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BE Aerospace, Inc., 2014 Term Loan B, 5.25%, 11/19/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,300</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,303,432</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Air Freight &amp; Logistics&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Group PLC, Synthetic LC, 6.50%, 3/19/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,149</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,085,283</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Intercompany BV, Synthetic LC, 6.50%, 3/19/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,205</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,138,757</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Logistics Canada ULC, Canadian Term Loan, 6.50%, 3/19/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">208</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">196,338</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Logistics U.S. Holdings, Inc., Term Loan, 6.50%, 3/19/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,662</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,570,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">3,991,078</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Airlines&nbsp;&mdash; 0.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delta Air Lines, Inc., 2018 Term Loan B1, 3.25%, 10/18/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,349</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,318,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Northwest Airlines, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.18%, 3/10/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,430</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,291,024</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.56%, 9/10/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,495</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,178,052</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">12,787,376</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Auto Components&nbsp;&mdash; 0.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gates Global, Inc., Term Loan B, 4.25%, 7/05/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,445</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,326,315</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Building Products&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wilsonart LLC, Term Loan B, 4.00%, 10/31/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,309</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,269,926</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Capital Markets&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Affinion Group, Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.50%, 10/12/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,300</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,124,625</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 6.75%, 4/30/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">190,574</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Capital Holdings, Inc., 2017 Term Loan, 3.50%, 8/22/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,983</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,959,140</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,274,339</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Chemicals&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Axalta Coating Systems US Holdings, Inc., Term Loan, 3.75%, 2/01/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,348</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,328,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">OXEA Finance LLC, 2nd Lien Term Loan, 8.25%, 7/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,615</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,566,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">2,895,450</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Commercial Services &amp; Supplies&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/26/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,822</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,804,535</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Catalent Pharma Solutions, Inc., Term Loan, 6.50%, 12/29/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211,072</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Commercial Services &amp; Supplies&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,627</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,607,993</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,623,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Communications Equipment&nbsp;&mdash; 1.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya Holdings BV:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.00%, 8/01/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,310</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,306,398</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.00%, 8/01/22</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,919,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Zayo Group LLC/Zayo Capital, Inc., Term Loan B, 4.00%, 7/02/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,963</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,943,793</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">16,169,191</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Construction Materials&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HD Supply, Inc., Term Loan B, 4.00%, 6/28/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,814</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,796,416</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,955</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,955,528</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Level 3 Financing, Inc., 2019 Term Loan, 4.00%, 8/01/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,785</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,780,984</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">4,736,512</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electric Utilities&nbsp;&mdash; 0.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Energy - Utica LLC, 2nd Lien Term Loan, 5.50%, 9/30/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,855</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,855,035</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,103</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,106,102</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">10,961,137</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Electrical Equipment&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Texas Competitive Electric Holdings Co. LLC, DIP Term Loan, 3.75%, 5/05/16</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,613</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,644,123</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Energy Equipment &amp; Services&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">992</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">988,557</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Food &amp; Staples Retailing&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rite Aid Corp., 2nd Lien Term Loan, 5.75%, 8/21/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">604,998</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CHS/Community Health Systems, Inc., Term Loan D, 4.25%, 1/27/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,607</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,612,444</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,219</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,273,538</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Health Care Providers &amp; Services&nbsp;(concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/03/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">966</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">964,926</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,850,908</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 3.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Boyd Gaming Corp., Term Loan B, 4.00%, 8/14/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,261</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,238,642</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/15/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,097</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,066,074</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Caesars Entertainment Operating Co., Inc.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Extended Term Loan B6, 6.99%, 3/01/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,405</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,830,371</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B7, 9.75%, 1/28/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,510</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,991,375</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/11/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,376</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,972,275</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Diamond Resorts Corp., Term Loan, 5.50%, 5/09/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,868</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,846,304</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hilton Worldwide Finance LLC, Term Loan B2, 3.50%, 10/26/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,061</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,032,616</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">La Quinta Intermediate Holdings LLC, Term Loan B, 4.00%, 4/14/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,326</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,302,172</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MGM Resorts International, Term Loan B, 3.50%, 12/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,770</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,742,186</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,317</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,295,042</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Playa Resorts Holding BV, Term Loan B, 4.00%, 8/06/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,199</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,174,212</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Station Casinos LLC, Term Loan B, 4.25%, 3/02/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,907</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,867,101</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 6.00%, 9/02/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,980</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,998,706</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">57,357,076</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Calpine Corp., Term Loan B1, 4.00%, 4/01/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">222</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">221,654</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Industrial Conglomerates&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sequa Corp., Term Loan B, 5.25%, 6/19/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,368</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,208,384</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Insurance&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alliant Holdings I, Inc., Term Loan B, 4.25%, 12/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,650</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,642,106</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Internet Software &amp; Services&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Interactive Data Corp., 2014 Term Loan, 4.50%, 5/02/21</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,641</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,656,349</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">IT Services&nbsp;&mdash; 1.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ceridian LLC, Term Loan B2, 4.50%, 5/09/17</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">841</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">833,356</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">First Data Corp.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2018 Extended Term Loan, 3.66%, 3/23/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,480</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,276,903</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2018 Term Loan, 3.66%, 9/24/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197,208</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">16,307,467</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Machinery&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,886</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,865,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,121</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,093,080</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">3,958,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 1.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cengage Learning Acquisitions, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">0.00%, 7/03/15 (a)(k)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,469</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/31/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,107</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,106,139</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Charter Communications Operating LLC, Term Loan G, 4.25%, 9/12/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,030</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,056,114</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clear Channel Communications, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 3.81%, 1/29/16</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">362</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">358,028</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan D, 6.91%, 1/30/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,098</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,850,737</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">75</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">70,802</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Media General, Inc., Delayed Draw Term Loan B, 4.25%, 7/31/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,410</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,414,494</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tribune Co., 2013 Term Loan, 4.00%, 12/27/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,259</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Univision Communications, Inc., Term Loan C4, 4.00%, 3/01/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,795</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,776,494</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">18,857,068</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Novelis, Inc., Term Loan, 3.75%, 3/10/17</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,587</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,584,477</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Multiline Retail&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BJ's Wholesale Club, Inc., 2nd Lien Term Loan, 8.50%, 3/26/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,065</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,065,756</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neiman Marcus Group, Inc., 2020 Term Loan, 4.25%, 10/25/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,589</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,571,243</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">3,636,999</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 0.2%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Energy - Marcellus LLC, 1st Lien Term Loan, 5.25%, 8/04/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,001</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">946,949</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Arch Coal, Inc., Term Loan B, 6.25%, 5/16/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,436</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,263,720</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,674</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,657,406</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">3,868,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Pharmaceuticals&nbsp;&mdash; 0.8%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.16%, 2/27/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,761</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,714,940</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mallinckrodt International Finance SA, Term Loan B, 3.50%, 3/19/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,811</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,794,204</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Par Pharmaceutical Cos., Inc., Term Loan B2, 4.00%, 9/30/19</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,624</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,555,964</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pharmaceutical Product Development LLC, Term Loan B, 4.00%, 12/05/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,373</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,369,257</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">12,434,365</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Professional Services&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Advantage Sales &amp; Marketing, Inc.:</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2014 1st Lien Term Loan, 4.25%, 7/23/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,645</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,631,112</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2014 2nd Lien Term Loan, 7.50%, 7/25/22</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,495</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,476,288</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delayed Draw Term Loan, 4.25%, 7/23/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">55</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">54,370</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">4,161,770</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Corp., Extended Letter of Credit, 4.40%, 10/10/16</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">229</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Road &amp; Rail&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hertz Corp., Term Loan B2, 3.00%, 3/11/18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,020</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995,265</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,062</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,059,781</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Freescale Semiconductor, Inc., Term Loan B4, 4.25%, 2/28/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,954</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,936,664</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">6,996,445</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Software&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GCA Services Group, Inc., 2nd Lien Term Loan, 9.25%, 10/22/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">260</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">259,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Infor US, Inc., Term Loan B5, 3.75%, 6/03/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,713</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,672,567</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,445</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,547,973</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (d)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Software (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tibco Software, Inc., Term Loan B, 6.50%, 11/04/20</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">930</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">910,628</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">7,390,518</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Technology Hardware, Storage &amp; Peripherals&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dell Inc., Term Loan C, 3.75%, 10/29/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,094</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,076,779</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,118</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,942,229</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Floating Rate Loan Interests</b> &mdash; <b>15.4%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">254,743,354</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Non-Agency Mortgage-Backed Securities</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Collateralized Mortgage Obligations&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.61%, 11/05/30 (c)(d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,829</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,931,682</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Other Interests (l)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Beneficial<br>
Interest<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Auto Components&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lear Corp. Escrow</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,938</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Adelphia Escrow (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">40</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Adelphia Recovery Trust (a)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,017</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,003</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">1,043</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Other Interests</b> &mdash; <b>0.0%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">11,981</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Preferred Securities</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Capital Trusts</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Banks&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wells Fargo &amp; Co., Series S, 5.90% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,425</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,609,719</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Capital Markets&nbsp;&mdash; 0.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Goldman Sachs Group, Inc., Series L, 5.70% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,978</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,112,505</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 1.4%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America Corp.:</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series U, 5.20% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">795</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">729,015</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series V, 5.13% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,620</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,437,350</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

<!-- MARKER FORMAT-SHEET="2 Column - 1st Div" FSL="Workstation" -->
<DIV STYLE="margin-right: 20pt; width: 48%; float: left;">

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Capital Trusts</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Diversified Financial Services (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Barclays PLC, 8.00% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">985</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,282,756</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup, Inc., Series D, 5.35% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,055</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">981,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JPMorgan Chase &amp; Co. (d)(h):</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series Q, 5.15%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">813,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series U, 6.13%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,228</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,275,565</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series V, 5.00%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,615</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,513,930</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Morgan Stanley, Series H, 5.45% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,815</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,851,112</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">23,884,753</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telefonica Europe BV, 4.38%, (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">700</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">875,551</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NBCUniversal Enterprise, Inc., 5.25% (c)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">416,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt"><b>Total Capital Trusts</b> &mdash; <b>2.3%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">37,899,028</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <TD COLSPAN="10" STYLE="vertical-align: bottom">&nbsp;</td></tr> <tr> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Preferred Stocks</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>

<tr>
    <td colspan="9" style="font-weight: bold">Capital Markets&nbsp;&mdash; 0.5%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Orange SA, 4.00% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,225,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,567,662</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RBS Capital Funding Trust, Series F, 6.25%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">93,975</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,321,089</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RBS Capital Funding Trust VII, 6.08%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,801,775</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,685,694</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">State Street Corp., Series D, 5.90% (d)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,889</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">546,456</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">8,120,901</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc., Series A, 8.50% (d)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">41,694</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,106,559</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Media&nbsp;&mdash; 0.0%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Emmis Communications Corp., Series A, 6.25%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,300</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">128,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Chesapeake Energy Corp., 5.75% (f)(h)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,151</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,713,959</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Chesapeake Energy Corp., 5.75% (c)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,182</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,272,127</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="8" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">5,986,086</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>
<!-- MARKER FORMAT-SHEET="2 Column - 2nd Div" FSL="Workstation" -->
</DIV><DIV style="width: 48%; float: right;">
<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">Preferred Stocks</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 0.1%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Concrete Investments II, 0.00%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,997</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: center; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">863,679</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Software&nbsp;&mdash; 1.8%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya Gaming Group, Inc., 0.00%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">19,851</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">29,598,561</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Total Preferred Stocks</b> &mdash; <b>2.8%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">45,804,536</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><b>Trust Preferred</b></td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.5%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GMAC Capital Trust I, Series 2, 8.13% (d)</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,537</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: center; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,943,546</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Total Preferred Securities</b> &mdash; <b>5.6%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">91,647,110</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">Warrants (m)</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Media&nbsp;&mdash; 0.0%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">New Vision Holdings LLC (Expires 12/31/14)</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">89,790</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,857</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 0.0%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peninsula Energy Ltd. (Expires 12/31/15)</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">31,614,557</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">258,195</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Software&nbsp;&mdash; 0.0%</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HMH Holdings/EduMedia (Issued/exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,494</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">31,587</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom"><b>Total Warrants</b> &mdash; <b>0.0%</b></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">294,639</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom"><b>Total Long-Term Investments</b><br>
<b>(Cost &mdash; $2,280,875,349) &mdash; 138.8%</b></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">2,291,680,820</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Options Purchased</b><br>
<b>(Cost &mdash; $464,170) &mdash; 0.0%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">359,700</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Total Investments</b><br>
<b>(Cost &mdash; $2,281,339,519*) &mdash; 138.8%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">2,292,040,520</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Liabilities in Excess of Other Assets</b> &mdash; <b>(38.8)%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">(640,912,869)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 10%">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Net Assets</b> &mdash; <b>100.0%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 9pt">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: right">1,651,127,651</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; text-align: center">*</td>
    <td colspan="6" style="vertical-align: top">As of November 30, 2014, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:<br>
<br></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tax cost&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,286,703,970</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized appreciation&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">93,236,991</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized depreciation&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(87,900,441)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Net unrealized appreciation&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,336,550</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td style="width: 2%">&nbsp;</td>
    <td style="width: 46%">&nbsp;</td>
    <td style="width: 6%">&nbsp;</td>
    <td style="width: 18%">&nbsp;</td>
    <TD STYLE="width: 2%; padding-left: 9pt">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 23%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>
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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<!-- Field: Split-Segment; Name: notes -->
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>



<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Notes
        to Schedule of Investments </b></P></td></tr>
<tr>
    <td style="vertical-align: top">(a)</td>
    <td colspan="2" style="vertical-align: bottom">Non-income producing security.</td></tr>
<tr>
    <td style="vertical-align: top">(b)</td>
    <td colspan="2" style="vertical-align: bottom">Security is held by a wholly owned subsidiary.</td></tr>
<tr>
    <td style="vertical-align: top">(c)</td>
    <td colspan="2" style="vertical-align: bottom">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.</td></tr>
<tr>
    <td style="vertical-align: top">(d)</td>
    <td colspan="2" style="vertical-align: bottom">Variable rate security. Rate shown is as of report date.</td></tr>
<tr>
    <td style="vertical-align: top">(e)</td>
    <td colspan="2" style="vertical-align: bottom">When-issued security. Unsettled when-issued transactions were as follows:</td></tr>
<tr>
    <td style="width: 5%">&nbsp;</td>
    <td style="width: 45%">&nbsp;</td>
    <td style="width: 50%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Appreciation</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,257,087</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">227,088</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Barclays Capital Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,358,570</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(13,430</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup Global Markets Holdings, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,588,895</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,701,600</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">18,765</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Goldman Sachs &amp; Co.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">949,850</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jefferies Co.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,945,000</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Morgan Stanley &amp; Co. LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,925,100</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">470</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Robert W. Bard Co., Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">239,400</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <td colspan="8" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 5%">(f)</td>
    <td style="vertical-align: bottom; width: 95%">Convertible security.</td></tr>
<tr>
    <td style="vertical-align: top">(g)</td>
    <td style="vertical-align: bottom">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.</td></tr>
<tr>
    <td style="vertical-align: top">(h)</td>
    <td style="vertical-align: bottom">Security is perpetual in nature and has no stated maturity date.</td></tr>
<tr>
    <td style="vertical-align: top">(i)</td>
    <td style="vertical-align: bottom">Zero-coupon bond.</td></tr>
<tr>
    <td style="vertical-align: top">(j)</td>
    <td style="vertical-align: bottom">Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate shown is as of report date.</td></tr>
<tr>
    <td style="vertical-align: top">(k)</td>
    <td style="vertical-align: bottom">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</td></tr>
<tr>
    <td style="vertical-align: top">(l)</td>
    <td style="vertical-align: bottom">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</td></tr>
<tr>
    <td style="vertical-align: top">(m)</td>
    <td style="vertical-align: bottom">Warrants entitle the Trust to purchase a predetermined number of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Portfolio
        Abbreviations </b></P></td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">ADR</td>
    <td colspan="2" style="vertical-align: bottom">American Depositary Receipts</td></tr>
<tr>
    <td style="vertical-align: top">AUD</td>
    <td colspan="2" style="vertical-align: bottom">Australian Dollar</td></tr>
<tr>
    <td style="vertical-align: top">CAD</td>
    <td colspan="2" style="vertical-align: bottom">Canadian Dollar</td></tr>
<tr>
    <td style="vertical-align: top">CLO</td>
    <td colspan="2" style="vertical-align: bottom">Collateralized Loan Obligation</td></tr>
<tr>
    <td style="vertical-align: top">DIP</td>
    <td colspan="2" style="vertical-align: bottom">Debtor-In-Possession</td></tr>
<tr>
    <td style="vertical-align: top">EUR</td>
    <td colspan="2" style="vertical-align: bottom">Euro</td></tr>
<tr>
    <td style="vertical-align: top">GBP</td>
    <td colspan="2" style="vertical-align: bottom">British Pound</td></tr>
<tr>
    <td style="vertical-align: top">MSCI</td>
    <td colspan="2" style="vertical-align: bottom">Morgan Stanley Capital International</td></tr>
<tr>
    <td style="vertical-align: top">PIK</td>
    <td colspan="2" style="vertical-align: bottom">Payment-In-Kind.</td></tr>
<tr>
    <td style="vertical-align: top">USD</td>
    <td colspan="2" style="vertical-align: bottom">U.S. Dollar</td></tr>
<tr>
    <td style="width: 7%">&nbsp;</td>
    <td style="width: 44%">&nbsp;</td>
    <td style="width: 49%">&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 21 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->20<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

    <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="width: 96%; font-weight: bold"><br>
<font style="font-weight: normal">Financial futures contracts outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Contracts<br>
Sold</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Issue</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Exchange</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-left: 36pt; padding-right: 12pt">Expiration</td>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold; text-align: center">Notional<br>
Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; padding-left: 19pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Depreciation</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(950)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">S&amp;P 500 E-Mini Index</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 36pt; text-align: center; text-indent: -0.1in; padding-right: 12pt">December<br>
2014</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in; padding-right: 24pt">USD</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">98,149,250</td>
    <TD STYLE="vertical-align: bottom; padding-left: 19pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(4,894,221)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(146)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Russell 2000 E-Mini Index</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 36pt; text-align: center; text-indent: -0.1in; padding-right: 12pt">December<br>
2014</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in; padding-right: 24pt">USD</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,105,360</td>
    <TD STYLE="vertical-align: bottom; padding-left: 19pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(448,459)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt"><b>Total</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 19pt">$</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">(5,342,680)</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt; padding-right: 24pt">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 19pt">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">Forward foreign currency exchange contracts outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Currency<br>
Purchased</td>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Currency<br>
Sold</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Counterparty</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Settlement<br>
Date</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Appreciation (Depreciation)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">910,000</td>
    <td style="vertical-align: bottom; width: 2%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">810,106</td>
    <td style="vertical-align: bottom; width: 27%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Standard Chartered Bank</td>
    <td style="vertical-align: bottom; width: 11%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; width: 1%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(15,234</td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,895,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,438,508</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">State Street Bank and Trust Co.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(36,282</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,097,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,376,108</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Bank of America N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(11,602</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">102,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">127,652</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Bank of America N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(779</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,800,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,207,917</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">BNP Paribas S.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,427</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">380,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">474,124</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">BNP Paribas S.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,460</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,041,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,300,231</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(5,381</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">480,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612,600</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">State Street Bank and Trust Co.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(15,551</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">444,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">552,576</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">State Street Bank and Trust Co.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(305</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,003,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,571,579</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Bank of America N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(5,387</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">182,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">293,514</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">State Street Bank and Trust Co.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(9,320</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">397,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">634,731</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">The Bank of New York Mellon</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(14,813</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675,444</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">AUD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">781,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">UBS AG</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,251</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">55,619,411</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">62,472,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,051,025</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,326,069</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,480,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">33,310</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,741,951</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,555,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Toronto - Dominion Bank</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">16,254</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">583,237</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">460,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">BNP Paribas S.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,065</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">998,448</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">789,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs International</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17,048</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">154,508,625</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">121,102,500</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,874,994</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">251,098</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">UBS AG</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,327</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">63,255,417</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">39,672,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,307,321</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">6,216,908</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; font-weight: bold">&bull;</td>
    <td style="width: 98%; font-weight: bold"><font style="font-weight: normal">Exchange-traded options purchased as of November 30, 2014 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; padding-right: 12pt">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 6pt">Put/<br>
Call</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Strike<br>
Price</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: right; padding-right: 6pt">Contracts</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: right">Market<br>
Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 12pt">S&amp;P 500 Index</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Merrill Lynch, Pierce, Fenner &amp; Smith, Inc.</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-right: 6pt">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">206.00</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-indent: -0.1in"><br>
12/20/14</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1,650</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">359,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 10%; padding-right: 12pt">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 6%; padding-right: 6pt">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; font-weight: bold">&bull;</td>
    <td style="width: 98%; font-weight: bold"><font style="font-weight: normal">OTC options purchased as of November 30, 2014 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Put/<br>
Call</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Strike<br>
Price</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Contracts</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: right">Market<br>
Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 1%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 22%; padding-left: 0.1in; text-indent: -0.1in">Marsico Parent Superholdco LLC</td>
    <TD STYLE="vertical-align: bottom; width: 17%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs &amp; Co.</td>
    <TD STYLE="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Call</td>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; width: 11%; padding-left: 0.1in; text-align: center">942.86</td>
    <TD STYLE="vertical-align: bottom; width: 15%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/21/19</td>
    <TD STYLE="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">39</td>
    <TD STYLE="vertical-align: bottom; width: 1%; padding-left: 12pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="padding-left: 12pt">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

    <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">OTC credit default swaps &ndash; sold protection outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="29" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">Issuer/Index</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Receive<br>
Fixed<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Expiration<br>
Date</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Credit
    Rating<SUP>1</SUP></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Notional<br>
    Amount<br>
    (000)<SUP>2</SUP></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Market<br>
Value</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-bottom: 2pt">Premiums<br>
Paid<br>
(Received)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">Unrealized<br>
Appreciation</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CCO Holdings LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">8.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/17</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">B+</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,180</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,532,438</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,532,438</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Trionista Holdco GmbH</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">B+</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">54,755</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">31,725</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">23,030</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Trionista Holdco GmbH</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">B+</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">363</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">58,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">34,413</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">24,087</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Trionista Holdco GmbH</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">B+</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">289</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">46,472</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">33,091</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,381</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Level 3 Communications, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs International</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">6/20/19</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">B</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,000</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">676,403</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(350,002)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,026,405</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="29" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">2,368,568</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">(250,773)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;2,619,341</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td colspan="2" style="vertical-align: bottom">For Trust compliance purposes, the Trust&rsquo;s sector classifications refer to any one or more of the sector sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment advisor. These definitions may not apply for purposes of this report, which may combine such sector sub-classifications for reporting ease.<br>
<br></td></tr>
<tr>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td colspan="2" style="vertical-align: bottom">Fair Value Measurements - Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting] purposes. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing in those securities. The three levels of the fair value hierarchy are as follows:</td></tr>
<tr>
    <td style="vertical-align: bottom; width: 1%">&nbsp;</td>
    <td style="vertical-align: top; width: 1%; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; width: 98%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 1 &mdash; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 2 &mdash; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 3 &mdash; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Trust's own assumptions used in determining the fair value of investments and derivative financial instruments)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Changes in valuation techniques may result in transfers into or out of an
        assigned level within the disclosure hierarchy. In accordance with the Trust policy, transfers between different levels of the
        fair value disclosure hierarchy are deemed to have occurred as of the beginning of the reporting period. For information about
        the Trust&rsquo;s policy regarding valuation of investments and derivative financial instruments, please refer to the Trust&rsquo;s
        most recent financial statements as contained in its annual report.</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></td></tr>
</table>

<!-- Field: Page; Sequence: 23 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

    <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%">The following tables summarize the Trust's investments and derivative financial instruments categorized in the disclosure hierarchy as of November 30, 2014:<br>
</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 1</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 2</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 3</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Total</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom">Investments:<sup> </sup></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom">Long-Term Investments:</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Asset-Backed Securities<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">$</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">$</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">31,866,534</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">$</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">11,314,927</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right">43,181,461</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Common Stocks<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">120,323,864</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">55,013,656</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">34,753,479</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">210,090,999</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Corporate Bonds<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">1,660,810,346</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">26,969,248</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">1,687,779,594</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Floating Rate Loan Interests<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">220,551,697</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">34,191,657</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">254,743,354</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Non-Agency Mortgage-Backed Securities<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">3,931,682</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">3,931,682</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Other Interests<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">1,003</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">10,978</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">11,981</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Preferred Securities<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">20,317,302</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">40,867,567</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">30,462,241</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">91,647,110</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Warrants<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">170,705</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">123,934</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">294,639</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Options Purchased:<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom">Equity Contracts<sup> </sup></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">359,700</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">359,700</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="29" style="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&#9;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><b>Total</b></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">141,171,571</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 18pt; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">2,013,042,485</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 18pt; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">137,826,464</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 18pt; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">2,292,040,520</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left; vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</TD></TR>
<tr>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 1</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 2</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Level 3</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">Total</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom">Derivative Financial Instruments<sup> 1</sup></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom"><b>Assets:</b><sup> </sup></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in; padding-right: 8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;&nbsp;&nbsp;</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 18pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in; padding-right: 4pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,619,341</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,619,341</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Foreign currency exchange contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in; padding-right: 8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font>&nbsp;&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 18pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in; padding-right: 4pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,333,022</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,333,022</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="28" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;&nbsp;&nbsp;</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Equity contracts<sup> </sup></font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(5,342,680)</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(5,342,680</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Foreign currency exchange contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font>&nbsp;&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(116,114</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(116,114</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="30" style="padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font-size: 8pt"><b>&#9;</b></font></td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(5,342,680)</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: left; padding-left: 18pt; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">8,836,249</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,493,569</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 14%">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 1%"><sup>1</sup></td>
    <td style="vertical-align: bottom; width: 99%">Derivative financial instruments are swaps, financial futures contracts, and forward foreign currency exchange contracts, which are valued at the unrealized appreciation/depreciation on the instrument.</td></tr>
</table>

<!-- Field: Page; Sequence: 24 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->23<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

    <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%; padding-top: 12pt; font-weight: bold"><font style="font-weight: normal">The Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial reporting purposes. As of November 30, 2014, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</font><br>
<sup>&nbsp;</sup>&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">128,934</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;&nbsp;&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">128,934</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash pledged for financial futures contracts<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,327,000</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;&nbsp;&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,327,000</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup>&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank borrowings payable<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(656,000,000)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(656,000,000)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash received as collateral for OTC swaps<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(2,700,000)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(2,700,000)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Foreign currency overdraft<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(135,804)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(135,804)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="9" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; padding-bottom: 2pt"><b>Total</b><sup> </sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">5,455,934</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">(658,835,804)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">(653,379,870)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 18%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 15%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 9%">&nbsp;</td>
    <td style="width: 6%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td>
    <td style="width: 22%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td colspan="15" style="border-bottom: Black 1pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">A reconciliation of Level 3 investments and derivative financial
        instruments is presented when the Trust had a significant amount of Level 3 investments and derivative financial instruments at
        the beginning and/or end of the year in relation to net assets. The following table is a reconciliation of Level 3 investments
        for which significant unobservable inputs were used in determining fair value:</P></td></tr>
<tr>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Common Stocks</b></P></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 12pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Asset-Backed Securities</b></P></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Corporate Bonds</b></font></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Floating Rate Loan</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Interests</b></P></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Other Interests</b></P></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Preferred Securities</b></font></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Warrants</b></font></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Total</b></P></td></tr>
<tr>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Assets:</b></font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Opening Balance, as of August&nbsp;31, 2014</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">56,896,277</font></td>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font> <font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,775,056</font></td>
    <TD STYLE="width: 9%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$29,135,018</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">38,229,343</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,978</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,011,134</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 7%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,857</font></td>
    <TD STYLE="width: 1%; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="width: 9%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">132,062,663</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="padding-left: 0.55pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers into Level 3<sup>1</sup></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="padding-left: 12pt; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="padding-left: 12pt; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9,982,501</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">22,866,140</td>
    <td colspan="2" style="padding-left: 0.1in; text-align: right; text-indent: -0.1in">118,682</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">32,967,323</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="padding-left: 0.55pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers out of Level 3<sup>2</sup></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(16,930,672)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(5,448,731)</font></td>
    <TD STYLE="padding-left: 12pt; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(8,954,880)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(31,334,283)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Accrued discounts/premiums </font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">62</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(3,623)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">71,676</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">68,115</font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net realized gain (loss)</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">38,581</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">121,311</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">159,892</font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/ depreciation<sup>3,4</sup></font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(5,212,126)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">(15,395)</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(179,702)</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(653,339)</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,578,374</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">395</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">518,207</font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Purchases</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,003,935</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,671,484</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">80,285</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,028,592</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">12,784,296</font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Sales</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(3,692,510)</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(4,685,240)</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,021,999)</td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(9,399,749)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Closing Balance, as of November 30, 2014</b></font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">34,753,479</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$11,314,927</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$26,969,248</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">34,191,657</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,978</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">30,462,241</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">123,934</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">137,826,464</font></td></tr>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/depreciation on investments still held at November 30, 2014<SUP>4</SUP></FONT></TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">(5,212,126)</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$<FONT STYLE="color: White">88</FONT>(15,395)</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$<FONT STYLE="color: White">8</FONT>(153,402)</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">(652,060)</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&mdash;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,574,102</FONT></TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">395</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt">$</TD>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">541,514</font></td></TR>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: top"><sup>1</sup></td>
    <TD STYLE="text-align: left; width: 2%; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">As of August 31, 2014, the Trust used significant observable inputs in determining the value of certain investments. As of November 30, 2014, the Trust used unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $32,967,323 transferred from Level 2 to Level 3 in the disclosure hierarchy.</font></td>
    </tr>
<tr>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: top"><sup>2</sup></td>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">As of August 31, 2014, the Trust used significant unobservable inputs in determining the value of certain investments. As of November 30, 2014, the Trust used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $32,967,323 transferred from Level 3 to Level 2 in the disclosure hierarchy.</font></td>
    </tr>
<tr>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: top"><sup>3</sup></td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Included in the related net change in unrealized appreciation/depreciation in the Consolidated Statements of Operations.</font></td>
    </tr>
<tr>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: top"><sup>4</sup></td>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; padding-bottom: 0; padding-top: 0; vertical-align: middle">&nbsp;</td>
    <TD STYLE="text-align: left; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 0; padding-top: 0; vertical-align: middle"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Any difference between Net change in unrealized appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments held as of November 30, 2014 is generally due to investments no longer held or categorized as Level 3 at period end.</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0 0 2pt">The Trust&rsquo;s investments that are categorized as Level
3 were valued utilizing third party pricing information without adjustment. Such valuations are based on unobservable inputs. A
significant change in third party information could results in a significantly lower or higher value of such Level 3 instruments.</P>


<!-- Field: Page; Sequence: 25 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK CORPORATE HIGH YIELD FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->24<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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    <TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (concluded)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Corporate High Yield Fund, Inc. (HYT)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 100%; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">The following table summarizes the valuation techniques used and unobservable inputs developed by the Global Valuation Committee to determine the value of certain of the Trust&rsquo;s Level 3 investments and derivative financial instruments as of November 30, 2014.&nbsp;The table does not include Level 3 investments and derivative financial instruments with values derived based upon unadjusted third party pricing information. A significant change in third party pricing information could result in a significantly lower or higher value of such Level 3 investments and derivative financial instruments. The value of Level 3 investments and derivative financial instruments derived using third party pricing information is $80,069,894.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="border-bottom: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Value</b></P></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 9pt; padding-left: 12pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Valuation Techniques</b></P></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>&nbsp;</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Unobservable Inputs</b></P></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Range of </b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Unobservable </b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Inputs Utilized</b></P></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Assets:</b></font></td>
    <TD STYLE="width: 1%; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="width: 10%; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; width: 30%">&nbsp;</td>
    <TD STYLE="width: 12%; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Common Stocks&#9;</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,862,810</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Market Comparable Companies</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2P (Proved and Probable) Reserves</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">+2C (Contingent) Resources Multiple<sup>2</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">CAD $0.45x</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">PV-10 Multiple<sup>2,3</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.19x</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">17,637,548</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Market Comparable Companies</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Fleet Value Multiple</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1.11x</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2016E EBITDA Multiple</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4.73x</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,253,117</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Market Comparable Companies</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Last 12 Months EBITDA Multiple<sup>2</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5.13x-5.88x</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Current Fiscal Year EBITDA Multiple<sup>2</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4.63x-6.25x</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Discontinued Operations Expected Sales Proceeds</font></td>
    <TD STYLE="vertical-align: bottom; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$150<sup>4</sup></font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Corporate Bonds&#9;</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,888,157</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Cost<sup>1</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">N/A</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">17,957,116</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Other</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Internal Rate of Return<sup>3</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9.50%</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,906,200</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Discounted Cash Flow</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Internal Rate of Return<sup>3</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10.00%</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,217,774</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Par</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Call Price<sup>2</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Preferred Stock</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">29,598,562</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Last Dealer Mark - Adjusted</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Illiquidity Discount</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1.67%</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Warrants</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,857</font></td>
    <TD STYLE="padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Estimated Recovery Value</font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Distribution Rate<sup>3</sup></font></td>
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$0.0541</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">31,587</font></td>
    <TD STYLE="vertical-align: bottom; padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Last Dealer Mark - Adjusted</font></td>
    <TD STYLE="vertical-align: top; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Delta Adjustment Based on Daily Movement in the Common Equity</font></td>
    <TD STYLE="vertical-align: bottom; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">120.00%</font></td></tr>
<tr style="vertical-align: top">
    <TD STYLE="padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">91,357,728</font></td>
    <TD STYLE="border-top: Black 1pt solid; padding-right: 9pt; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 1%"><sup>1</sup></td>
    <td style="vertical-align: bottom; width: 99%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">The Trust fair values certain of its Level 3 investments using acquisition cost, although the transaction may not have occurred during the current reporting period. These investments are generally privately held investments. There may not be a secondary market, and/or there are a limited number of investors. The determination to fair value such investments at cost is based upon factors consistent with the principles of fair value measurement that are reasonably available to the Global Valuation Committee, or its delegate. Valuations are reviewed utilizing available market information to determine if the carrying value should be adjusted. Such market data may include, but is not limited to, observations of the trading multiples of public companies considered comparable to the private companies being valued, financial or operational information released by the company, and/or news or corporate events that affect the investment. Valuations may be adjusted to account for company-specific issues, the lack of liquidity inherent in a nonpublic investment and the fact that comparable public companies are not identical to the investments being fair valued by the Trust.</font></td></tr>
<tr>
    <td style="vertical-align: top"><sup>2</sup></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Increase in unobservable input may result in a significant increase to value, while a decrease in the unobservable input may result in a significant decrease to value.</font></td></tr>
<tr>
    <td style="vertical-align: top"><sup>3</sup></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Decrease in unobservable input may result in a significant increase to value, while an increase in the unobservable input may result in a significant decrease to value.</font></td></tr>
<tr>
    <td style="vertical-align: top"><sup>4</sup></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Amount is stated in millions.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &ndash; Controls and Procedures</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(a) &ndash; </FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &Prime;1940 Act&Prime;)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(b) &ndash; </FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 3 &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Exhibits</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Certifications &ndash; Attached hereto</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Corporate High Yield Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in; width: 5%"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="width: 87%; padding-right: -0.25in"><U>/s/ John M. Perlowski</U></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Corporate High Yield Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 22, 2015</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><U>/s/ John M. Perlowski</U></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Corporate High Yield Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 22, 2015</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><U>/s/ Neal J. Andrews</U></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Financial Officer (principal financial officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Corporate High Yield Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 22, 2015</FONT></TD></TR>
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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e62256ex99cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
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<P STYLE="margin: 0; font-size: 11pt; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid; padding-bottom: 6pt"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Corporate High Yield Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Corporate High Yield Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant'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:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant'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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I
have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing
the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt; text-indent: -41.75pt">Date: <FONT STYLE="font-size: 11pt">January
22, 2015</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ John M. Perlowski</U></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>John M. Perlowski</TD></TR></TABLE>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Corporate High Yield Fund, Inc.</P>


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<P STYLE="margin: 0; font-size: 11pt; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid; padding-bottom: 6pt"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Corporate High Yield Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Corporate High Yield Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant'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:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant'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</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>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's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: <FONT STYLE="font-size: 11pt">January
22, 2015</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ Neal J. Andrews</U></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>Neal J. Andrews</TD></TR></TABLE>

<P STYLE="margin: 0">Chief Financial Officer (principal financial officer) of<BR>
BlackRock Corporate High Yield Fund, Inc.</P>



<P STYLE="margin: 0"></P>

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