<SEC-DOCUMENT>0000891092-15-006488.txt : 20150723
<SEC-HEADER>0000891092-15-006488.hdr.sgml : 20150723
<ACCEPTANCE-DATETIME>20150723161053
ACCESSION NUMBER:		0000891092-15-006488
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20150531
FILED AS OF DATE:		20150723
DATE AS OF CHANGE:		20150723
EFFECTIVENESS DATE:		20150723

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:		151002432

	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>e65201nq.htm
<DESCRIPTION>QUARTERLY REPORT
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

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

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in"><FONT STYLE="vertical-align: baseline"><B>&nbsp;</B></FONT></P>

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

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; 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 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: 05/31/2015</P>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="text-align: left; width: 0.6in">Item 1 &ndash;</TD>
                                                                             <TD>Schedule of Investments</TD>
</TR></TABLE>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6.5pt; border-bottom: Black 4px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">May
    31, 2015 (Unaudited)</FONT> </FONT></TD>
    <TD STYLE="width: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Common Stocks</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold"><BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>

<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Capital Markets&nbsp;&#8212; 1.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,434,697</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,372,697</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">7,250,106</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">763,701</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">28,386,504</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Chemicals&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">2,309,546</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">278,317</TD>
    <TD COLSPAN="3" 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">6,245,433</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">8,554,979</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Communications Equipment&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">643,970</TD>
    <TD COLSPAN="3" 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">4,694,541</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Consumer Finance&nbsp;&#8212; 1.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, 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">198,832</TD>
    <TD COLSPAN="3" 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">4,507,521</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,101,275</TD>
    <TD COLSPAN="3" 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">24,965,905</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">29,473,426</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Consumer Services&nbsp;&#8212; 0.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cengage Thomson Learning</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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="3" 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">5,806,405</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Houghton Mifflin Harcourt 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">206,188</TD>
    <TD COLSPAN="3" 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">5,439,239</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">11,245,644</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Financial Services&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kcad Holdings I 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="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,223,465,984</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">4,269,055</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">4,269,055</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Telecommunication Services&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">327,079</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">6,431,242</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">6,758,321</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Energy Equipment &amp; Services (b) &#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">880,363</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">2,640,721</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,521,084</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&#8212; 0.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya, 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">118,172</TD>
    <TD COLSPAN="3" 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">3,249,825</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya, 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">259,108</TD>
    <TD COLSPAN="3" 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">7,125,678</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">10,375,503</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Insurance&nbsp;&#8212; 0.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">256,865</TD>
    <TD COLSPAN="3" 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">15,054,858</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Time Warner Cable, 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">20,908</TD>
    <TD COLSPAN="3" 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">3,782,048</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Metals &amp; Mining&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>

<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Common Stocks</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold"><BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Metals &amp; Mining (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">43,046</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">586,287</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">82,076,776</TD>
    <TD COLSPAN="3" 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">1,431,808</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">2,018,098</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&#8212; 1.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">14,720,203</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seven Generations Energy Ltd., (Acquired 3/25/14, cost $2,419,572) (a)(b)(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">216,000</TD>
    <TD COLSPAN="3" 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">2,900,611</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">17,620,814</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Paper &amp; Forest Products&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Norbord, 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">95,740</TD>
    <TD COLSPAN="3" 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">2,045,006</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">543,106</TD>
    <TD COLSPAN="3" 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">953,527</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="10" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">2,998,533</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">31,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Trading Companies &amp; Distributors&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">139,579</TD>
    <TD COLSPAN="3" 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">4,529,339</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Wireless Telecommunication Services&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">T-Mobile U.S., 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">59,550</TD>
    <TD COLSPAN="3" 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">2,315,304</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Common Stocks</B> &#8212; <B>9.6%</B></TD>
    <TD COLSPAN="2" 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">155,629,201</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD>
    </TR><TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD>
    </TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Asset-Backed Securities</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>

<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM Loan Funding, Series 2013-7RA (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C, 3.73%, 4/24/24</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">2,840</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,803,299</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.28%, 4/24/24 (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">2,360</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,342,675</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM XII, Ltd., Series 2015-12A, Class C1, 4.03%, 4/16/27 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,449,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM XIV Ltd., Series 2014-14A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C, 3.73%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">731,205</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.13%, 7/28/26 (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">250</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">232,952</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AMMC CLO 15 Ltd., Series 2014-15A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C1, 3.74%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,002,500</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 4.48%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Apidos CLO XVIII, Series 2014-18A,<BR>
 Class C, 3.93%, 7/22/26 (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">550</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">543,082</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ares CLO Ltd., Series 2014-32A, Class C, 4.47%, 11/15/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,251,562</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Atlas Senior Loan Fund V, Ltd., <BR>
Series 2014-1A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C, 3.28%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">248,505</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.73%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">243,177</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avalon IV Capital, Ltd., Series 2012-1AR, Class CR, 3.12%, 4/17/23 (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">850</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">851,582</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>



<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Asset-Backed Securities</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Benefit Street Partners CLO, Ltd., Series 2014-IVA, Class C, 3.78%, 7/20/26 (d)(e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">484,297</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlueMountain CLO 2014-1, Ltd., Series 2014-1A, Class C, 3.03%, 4/30/26 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">988,155</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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, 6.38%, 7/20/23 (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">580</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">579,957</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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, 4.43%, 10/16/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000,632</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cedar Funding, Ltd., Series 2014-3A, <BR>
Class D, 3.81%, 5/20/26 (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">535</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIFC Funding 2014-II, Ltd., Series 2014-2A, Class A3L, 3.13%, 5/24/26 (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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">497,020</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIFC Funding 2014-V, Ltd., Series 2014-5A, Class C, 3.59%, 1/17/27 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000,363</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CIFC Funding Ltd., Series 2014-3A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C1, 3.08%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">495,473</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.68%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">240,589</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dryden Senior Loan Fund, Series 2014-36A, Class D, 4.02%, 11/09/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,002,622</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Galaxy CLO Ltd., Series 2014-18A, Class C1, 3.28%, 10/15/26 (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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">501,005</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Highbridge Loan Management 4-2014, Ltd., Series 4A-2014, Class B, 3.28%, 7/28/25 (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">820</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">810,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ING IM CLO 2012-4, Ltd., Series 2012-4A, Class C, 4.78%, 10/15/23 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,002,602</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jamestown CLO IV Ltd., Series 2014-4A, Class C, 3.78%, 7/15/26 (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">250</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">242,102</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LCM X LP, Series 10AR, Class ER, 5.77%, 4/15/22 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">993,356</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Madison Park Funding, Ltd. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Series 2012-8AR, Class CR, 3.08%, 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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500,056</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-8AR, Class DR, 4.13%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">251,000</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-14A,Class D, 3.88%, 7/20/26</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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">495,332</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVII, Ltd., Series 2014-17A, Class D, 3.83%, 8/04/25 (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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">482,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Asset-Backed Securities</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class C, 4.03%, 11/14/25 (d)(e)</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">1,500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,477,619</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class B, 3.43%, 11/14/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,251,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Oaktree EIF II Series A2, Ltd., Series 2014-A2, Class C, 3.47%, 11/15/25 (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">2,000</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000,079</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XII, Ltd., Series 2012-1AR, Class ER, 5.78%, 5/05/23 (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">1,200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,194,677</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XX Ltd., Series 2014-1A, Class D, 3.93%, 8/12/26 (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">250</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">244,573</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XXII Ltd., Series 2014-1A, Class C1, 3.53%, 11/22/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,001,244</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Octagon Investment Partners XXII, Ltd., Series 2014-1A, Class D1, 4.18%, 11/22/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">993,360</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">OneMain Financial Issuance Trust 2015-2, Series 2015-2A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C, 4.32%, 7/18/25</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">200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199,963</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.64%, 7/18/25</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">200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199,979</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">OZLM IX, Ltd., Series 2014-9A, Class C, 3.88%, 1/20/27 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,229,411</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Palmer Square CLO, Ltd., Series 2014-1A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,078,802</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">843,011</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,446,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TICP CLO II, Ltd., Series 2014-2A, Class A1A, 1.73%, 7/20/26 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">997,720</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TICP CLO III, Ltd., Series 2014-3A, Class C, 3.53%, 1/20/27 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000,771</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Venture CDO, Ltd., Series 2014-17A, Class C, 3.13%, 7/15/26 (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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">498,795</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Venture XIII CLO, Ltd., Series 2013-13A, Class D, 3.81%, 6/10/25 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">978,181</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Venture XIX CLO, Ltd., Series 2014-19A, Class C, 3.55%, 1/15/27 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Voya CLO, Ltd., Series 2014-4A (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">Class C, 4.28%, 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">1,750</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,749,938</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.78%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">971,863</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>

<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Asset-Backed Securities</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WhiteHorse IX, Ltd., Series 2014-9A, <BR>
Class C, 2.97%, 7/17/26 (d)(e)</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">250</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">241,626</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">45,372,985</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Asset-Backed Securities</B> &#8212; <B>2.8%</B></TD>
    <TD COLSPAN="2" 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">45,372,985</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Aerospace &amp; Defense&nbsp;&#8212; 1.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Accudyne Industries Borrower/Accudyne Industries LLC, 7.75%, 12/15/20 (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">1,735</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,604,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bombardier, Inc., 7.50%, 3/15/25 (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">1,450</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,386,563</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Huntington Ingalls Industries, Inc., 5.00%, 12/15/21 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,206,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (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">1,140</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,254,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Oshkosh Corp., 5.38%, 3/01/25 (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">566</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585,810</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,490,000</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 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">9,680</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,813,100</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/24</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">6,048</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">24,509,708</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Air Freight &amp; Logistics&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Air Medical Merger Sub Corp., 6.38%, 5/15/23 (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">1,321</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,271,463</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">1,007</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,006,541</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.00%, 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">988</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">987,933</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">XPO Logistics, Inc., 7.88%, 9/01/19 (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">3,163</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,396,271</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">6,662,208</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Airlines&nbsp;&#8212; 2.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Airlines Group, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.50%, 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">750</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">757,500</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 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">1,450</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,410,125</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">6,420</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,484,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">222</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">231,000</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,415,113</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Airlines (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delta Air Lines Pass-Through Trust, Class B (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">828</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">919,113</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2010-1, 6.38%, 7/02/17 (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">2,647</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,719,263</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">989</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,008,650</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,820,100</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">&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">5,081</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,284,334</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virgin Australia Trust, Series 2013-1 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">6,983</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,140,361</TD>
    <TD STYLE="font: 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 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">6,138</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,275,740</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">43,465,499</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Auto Components&nbsp;&#8212; 3.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,241,132</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">147</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">168,738</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,422</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,588,886</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">355,960</TD>
    <TD STYLE="font: 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 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">10,743</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,548,725</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,933,354</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IDQ Holdings, Inc., 11.50%, 4/01/17 (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">2,155</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,289,687</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">577,184</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Schaeffler 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.75%, 5/15/23 (e)</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">1,440</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,456,200</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.25%, 5/15/25</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">217</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">236,544</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Schaeffler Holding Finance BV (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">&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">&nbsp;</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(5.75% Cash or 6.50% PIK), 5.75%, 11/15/21</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">800</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">949,590</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.25% Cash or 0.00% PIK), 6.25%, 11/15/19 (e)</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">2,130</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,265,809</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.75% Cash or 0.00% PIK), 6.75%, 11/15/22 (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">6,753</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,360,770</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">&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 (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">2,400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,496,000</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.88% Cash), 6.88%, 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">1,660</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,899,132</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Goodyear Tire &amp; Rubber Co., 6.50%, 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">1,510</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,608,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Auto Components (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,080</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,372,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ZF North America 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">2.25%, 4/26/19</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">300</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">333,889</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 4/29/20 (e)</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">1,397</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,421,447</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 4/29/22 (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">1,121</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140,617</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.75%, 4/27/23</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">1,400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,510,712</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 4/29/25 (e)</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">2,695</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,695,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">54,661,276</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Automobiles&nbsp;&#8212; 0.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,001,731</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,286,340</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,096,766</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jaguar Land Rover Automotive PLC, 5.00%, 2/15/22</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">1,053</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,709,188</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">11,094,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Banks&nbsp;&#8212; 1.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Banco Bilbao Vizcaya Argentaria SA (d)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.75%</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">444,811</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%</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">1,000</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">1,120,595</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,131,081</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">110,514</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bankia SA, 4.00%, 5/22/24 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090,063</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,514,400</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/01/18 (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">1,400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,506,680</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 2/15/19 (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">6,919</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,308,194</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 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">560</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">573,272</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,800,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup, Inc., 5.95% (d)(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">2,675</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,678,344</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSH Nordbank AG, 0.79%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">588,313</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">24,866,267</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Beverages&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hydra Dutch Holdings 2BV, 5.51%, 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">610</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">624,781</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Building Products&nbsp;&#8212; 1.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (e)</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">1,315</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,344,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Builders FirstSource, Inc., 7.63%, 6/01/21 (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">1,503</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,570,635</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Building Materials Corp. of America, 6.75%, 5/01/21 (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">2,490</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,636,287</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cemex SAB de CV:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.88%, 3/25/19 (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">1,335</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,378,388</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 3/05/23</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">455</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">493,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Building Products (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cemex SAB de CV:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.70%, 1/11/25 (e)</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">2,215</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,178,342</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CPG Merger Sub LLC, 8.00%, 10/01/21 (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">3,590</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,769,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Masonite International Corp., 5.63%, 3/15/23 (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">1,520</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,573,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,368,872</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ply Gem Industries, Inc., 6.50%, 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">3,550</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,523,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USG 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,525,683</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 3/01/25 (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">1,234</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,277,190</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">27,639,540</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Capital Markets&nbsp;&#8212; 2.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Capital Ltd., 6.50%, 9/15/18 (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">3,840</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,988,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">18,615</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">18,429,155</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">0.00%, 8/31/19 (e)(h)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,425,558</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,985,565</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 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">2,549</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,561,745</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A, 0.00%, 8/31/19 (h)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,059,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">State Street Corp., Series F, 5.25% (d)(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">184</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">186,070</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Group AG (d)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.75%</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">907,196</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%</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">725</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">756,719</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">34,300,288</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Chemicals&nbsp;&#8212; 1.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">582,099</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 5/01/21 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,909,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">619,565</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,848</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,005,080</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">381</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">402,908</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,066,224</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.13%, 8/15/18 (e)</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">1,015</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,042,912</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">429,169</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">450,303</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 2/15/19 (e)</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">413</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420,227</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">348,403</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 4 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Chemicals (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">461,550</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NOVA Chemicals Corp., 5.00%, 5/01/25 (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">660</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">676,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Platform Specialty Products Corp., 6.50%, 2/01/22 (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">6,728</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,064,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PSPC Escrow 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">EUR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">394</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">447,876</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Chemours Co. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.63%, 5/15/23</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">3,977</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,036,655</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 5/15/25</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">1,501</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,527,267</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">26,071,388</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Commercial Services &amp; Supplies&nbsp;&#8212; 2.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AA Bond Co., Ltd.:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">9.50%, 7/31/19</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">447</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">751,077</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 7/31/22</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">776,618</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Abengoa Greenfield SA, 6.50%, 10/01/19 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,126,440</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,629,098</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">3,123</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,259,631</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aviation Capital Group Corp., 6.75%, 4/06/21 (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">3,002</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,478,213</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">738,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bilbao Luxembourg SA, (10.50% Cash or 11.25% PIK), 10.50%, 12/01/18 (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">423</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">495,632</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,495,680</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,449,500</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,215,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jurassic Holdings III, Inc., 6.88%, 2/15/21 (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">2,738</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,279,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,162,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mustang Merger Corp., 8.50%, 8/15/21 (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">2,688</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,728,320</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Silk Bidco, 7.50%, 2/01/22</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">667</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">760,953</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,890</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,036,475</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">&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">1,001</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,077,326</TD>
    <TD STYLE="font: 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 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">5,555</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,068,838</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,102,475</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,888,173</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">921,886</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Commercial Services &amp; Supplies (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Verisure Holding AB&nbsp;(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">673</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">783,786</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">43,225,306</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Communications Equipment&nbsp;&#8212; 3.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.63%, 7/01/17 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,784,881</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/15/20 (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">5,690</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,031,400</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">&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">6,018</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,484,395</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avaya, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">4,080</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,080,000</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">&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">4,505</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,851,775</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CommScope Technologies Finance LLC, 6.00%, 6/15/25 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,257</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,285,213</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CommScope, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.38%, 6/15/20 (j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,278</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,297,933</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,471,313</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,407,701</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.00%, 10/26/17 (i)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,445,167</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,264,955</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Plantronics, Inc., 5.50%, 5/31/23 (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">1,137</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,154,055</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">7,677</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,675,010</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 4/01/23 (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">7,430</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,481,936</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 5/15/25 (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">2,765</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,771,912</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">54,487,646</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Construction &amp; Engineering&nbsp;&#8212; 0.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Abengoa Finance SAU, 7.00%, 4/15/20</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">461</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">494,873</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AECOM Technology Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">716</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741,060</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">&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">2,662</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,768,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">970,019</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,273</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,683,669</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlueLine Rental Finance Corp., 7.00%, 2/01/19 (e)</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">2,187</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,258,077</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Novafives SAS, 4.50%, 6/30/21</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">320</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">349,699</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,923,300</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">821,055</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">14,010,232</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Construction Materials&nbsp;&#8212; 2.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Tire Distributors, Inc., 10.25%, 3/01/22 (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">4,805</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,081,288</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,331,797</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Construction Materials (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HD Supply, Inc.&nbsp;(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14,575</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,759,219</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 12/15/21 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,256,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kerneos Tech Group SAS, 5.75%, 3/01/21</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">262</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304,660</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">780</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">853,889</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rexel SA, 6.13%, 12/15/19 (e)</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">203</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">214,774</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">42,802,107</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Consumer Finance&nbsp;&#8212; 1.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,366</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,419,235</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 3/30/25</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">785</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">769,300</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">&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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">19,178</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">23,588,940</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">262</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305,739</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">27,083,214</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Containers &amp; Packaging&nbsp;&#8212; 1.3%</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">Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.25%, 1/31/19 (e)</TD>
    <TD 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">1,504</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,530,320</TD>
    <TD STYLE="font: 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="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/30/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,834,125</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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 1/15/22</TD>
    <TD 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,083,187</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">Ball Corp., 4.00%, 11/15/23</TD>
    <TD 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">564</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">543,555</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">Beverage Packaging Holdings Luxembourg II SA (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.63%, 12/15/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">483</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">486,019</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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,158,370</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">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">97,650</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">Crown European Holdings SA, 4.00%, 7/15/22</TD>
    <TD 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">758</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">881,421</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">JH-Holding Finance SA, (8.25% Cash), 8.25%, 12/01/22 (f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">300</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">347,612</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">Pactiv LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.95%, 12/15/25</TD>
    <TD 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,320,337</TD>
    <TD STYLE="font: 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="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 4/15/27</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">750,720</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">Sealed Air Corp. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">8.38%, 9/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 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-indent: -0.1in">4.88%, 12/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">709</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">714,318</TD>
    <TD STYLE="font: 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="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 12/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,941</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,974,967</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">SGD Group SAS, 5.63%, 5/15/19</TD>
    <TD 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">457,044</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">Tekni-Plex, Inc., 9.75%, 6/01/19 (e)</TD>
    <TD 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,046,459</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">20,394,854</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Distributors&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,418,843</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Consumer Services&nbsp;&#8212; 0.2%</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">Constellis Holdings LLC/Constellis Finance Corp., 9.75%, 5/15/20 (e)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">823</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">815,799</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">Laureate Education, Inc., 10.00%, 9/01/19 (e)</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">3,065</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,965,387</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,781,186</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Financial Services&nbsp;&#8212; 3.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AerCap Ireland Capital, Ltd./AerCap Global Aviation Trust (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.50%, 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">780</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">811,200</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 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">4,340</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">4,600,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aircastle, Ltd.:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.63%, 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">128</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">148,160</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 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">1,387</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,447,681</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 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">880</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">930,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup, Inc., 5.88% (d)(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">2,405</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,438,069</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DFC Finance Corp., 10.50%, 6/15/20 (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">2,745</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,113,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,911,342</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">General Motors Financial 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">3.15%, 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">4,235</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,237,757</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 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">5,160</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,126,527</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Horizon Pharma Financing, Inc., 6.63%, 5/01/23 (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">1,893</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,947,424</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HRG Group, Inc., 7.88%, 7/15/19 (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">1,295</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,371,405</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSH Nordbank AG, 0.83%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">276,733</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">International Lease 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.63%, 4/15/21</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">687</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">716,197</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 8/15/22</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">4,010</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,431,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jarden Corp., 1.88%, 9/15/18 (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">100</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">171,625</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Jefferies Finance LLC/JFIN Co-Issuer Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,418,525</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,886,189</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">48,977</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">290,610</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">53,817</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.00%, 2/05/16</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">3,950</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">596,514</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">174,837</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,584,617</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ProGroup AG, 5.13%, 5/01/22</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">206</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">234,734</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">899</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">952,940</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Diversified Financial Services (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Reynolds Group Issuer, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,884</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,085,465</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">53,007,045</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Diversified Telecommunication Services &#8212; 2.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&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 COLSPAN="2" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,199,531</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,657,125</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">1,025</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">971,187</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,275</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,434,250</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">&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">2,750</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,648,594</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 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">1,615</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,546,362</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 4/15/24</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">735</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">707,438</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 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">1,425</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,300,312</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,565,644</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 2/01/23 (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">2,917</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,011,802</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 5/01/23 (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">4,092</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,102,230</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 5/01/25 (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">4,912</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,887,440</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series TIT, 6.00%, 7/24/17 (i)</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">600</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">794,730</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">745</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">784,113</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">&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">2,890</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,875,550</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telecom Italia Finance SA, 7.75%, 1/24/33</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">380</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">588,569</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,526,250</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.25%, 1/16/23</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">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">570,703</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,201,529</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Telefonica Europe BV, 4.20% (d)(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">700</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800,216</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&nbsp;</TD>
    <TD STYLE="font: 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 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,362</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,624,905</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,427,166</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">46,225,646</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electric Utilities&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Homer City Generation LP (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">&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">&nbsp;</TD>
    <TD STYLE="font: 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 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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">747</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">755,813</TD>
    <TD STYLE="font: 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 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">2,079</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,110,016</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&nbsp;</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,048,114</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Talen Energy Supply LLC, 6.50%, 6/01/25 (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">1,096</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,118,368</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electric Utilities (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Viridian Group FundCo II Ltd., 7.50%,<BR>
 3/01/20</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">624</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">702,473</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">8,184,277</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electrical Equipment&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Areva SA, 4.88%, 9/23/24</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">50</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">61,180</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,602</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,854,049</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">International Wire Group Holdings, Inc., 8.50%, 10/15/17 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,481,392</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">252,679</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,604,836</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">492,373</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">5,746,509</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electronic Equipment, Instruments &amp; Components&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">1,310</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,508,138</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Energy Equipment &amp; Services&nbsp;&#8212; 1.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">760,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Calfrac Holdings LP, 7.50%, 12/01/20 (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">3,862</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,610,970</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">110</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">112,566</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">283</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">283,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MEG Energy Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.50%, 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">4,781</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,637,570</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 1/30/23</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">575</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">543,375</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">&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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,599</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,298,035</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.00%, 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">1,000</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">710,000</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,355,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pioneer Energy Services Corp., 6.13%, 3/15/22</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">163</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; 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="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.63%, 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">425</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420,750</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 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">4,147</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,654,544</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Transocean, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">3.00%, 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">1,914</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,867,346</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 3/15/18</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">2,520</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,564,100</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 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">1,365</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,300,163</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">30,250,524</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Food &amp; Staples Retailing&nbsp;&#8212; 1.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">8.25%, 2/15/18</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">825</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,314,694</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,341,446</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,314,976</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Family Dollar Stores, Inc., 5.00%, 2/01/21</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">1,344</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,425,445</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Food &amp; Staples Retailing (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Family Tree Escrow LLC (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.25%, 3/01/20</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">817</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">856,829</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 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">10,549</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,129,195</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">4.75%, 5/15/20</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">745</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">847,895</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(9.25% Cash or 10.00% PIK), 9.25%, 5/15/18 (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">823</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">915,773</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rite Aid 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">9.25%, 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">2,080</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,281,760</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rite Aid Corp.&nbsp;(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.75%, 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">1,536</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,616,640</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 4/01/23 (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">6,432</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,689,280</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">29,733,933</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Food Products&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Anna Merger Sub, Inc., 7.75%, 10/01/22 (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">2,155</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,200,794</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">4.38%, 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">249</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">255,017</TD>
    <TD STYLE="font: 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 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: 0.1in; 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">522</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">739,783</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Findus Bondco SA, 9.13%, 7/01/18</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">437</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">503,955</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.88%, 8/01/21 (e)</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">891</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">933,322</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,638,417</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,026,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">7,297,288</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Forest Products&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JBS USA LLC/JBS USA Finance, Inc., 5.75%, 6/15/25 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,292,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&#8212; 1.1%</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">3AB Optique Development SAS, 5.63%, 4/15/19</TD>
    <TD 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">966,230</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">Biomet, Inc., 6.50%, 10/01/20</TD>
    <TD 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">2,801</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,941,890</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">Crimson Merger Sub, Inc., 6.63%, 5/15/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">933</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">819,874</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">DJO Finance LLC/DJO Finance Corp., 8.13%, 6/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,447</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,580,410</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">Fresenius Medical Care US Finance, Inc., 5.75%, 2/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,706,400</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">IDH Finance PLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.00%, 12/01/18</TD>
    <TD 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">614</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">957,206</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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 12/01/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">311,794</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">Mallinckrodt International Finance SA, 5.75%, 8/01/22 (e)</TD>
    <TD 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">1,690</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,770,275</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">Mallinckrodt International Finance SA/Mallinckrodt CB LLC (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">4.88%, 4/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">980</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,003,275</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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 4/15/25</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,101</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,107,331</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Health Care Providers &amp; Services (concluded)</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">Teleflex, Inc., 6.88%, 6/01/19</TD>
    <TD 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">1,635</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,691,211</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">17,855,896</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Health Care Providers &amp; Services&nbsp;&#8212; 6.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Acadia Healthcare 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.13%, 7/01/22</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">1,145</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,145,000</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 2/15/23 (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">468</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">478,530</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alere, Inc.:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.25%, 7/01/18</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">2,449</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,599,001</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,942,046</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amsurg Corp., 5.63%, 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">5,428</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,556,915</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Care UK Health &amp; Social Care PLC, 5.57%, 7/15/19 (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">1,253</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,843,269</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Centene Corp., 4.75%, 5/15/22</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">2,427</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,548,350</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.13%, 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">2,125</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 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-indent: -0.1in">6.88%, 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">3,948</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,214,529</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ConvaTec Healthcare E SA, 7.38%, 12/15/17 (e)</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">1,907</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,172,791</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DaVita HealthCare Partners, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.13%, 7/15/24</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">5,166</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,220,889</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 5/01/25</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">4,606</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,577,212</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ExamWorks Group, Inc., 5.63%, 4/15/23</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">1,741</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,780,173</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,940,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HCA, Inc.:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">3.75%, 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">2,911</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,954,665</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,125</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,837,031</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 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">3,226</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,774,420</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,983,887</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,539,045</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,423,680</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">&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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,955</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,038,088</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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 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">6,636</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,835,080</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&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">&nbsp;</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 3/15/23</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">1,310</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,342,750</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 11/01/24</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">2,442</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,521,365</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,962,564</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kindred Healthcare, Inc., 6.38%, 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">931</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">949,620</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPH Acquisition Holdings LLC, 6.63%, 4/01/22 (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">1,280</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,353,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Omnicare, Inc.:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">4.75%, 12/01/22</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">793</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">860,405</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">&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">631</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">698,044</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sterigenics-Nordion Holdings LLC, 6.50%, 5/15/23 (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">424</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">427,180</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Surgical Care Affiliates, Inc., 6.00%, 4/01/23 (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">1,161</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,190,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.25%, 11/01/18</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">1,308</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,424,896</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 8 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Health Care Providers &amp; Services (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tenet Healthcare Corp.: (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.75%, 6/01/20</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">1,805</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,836,588</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,103,450</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">73,260</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,924,900</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">&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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,258</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,551,220</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">786</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,249,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WellCare Health Plans, Inc., 5.75%, 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">1,066</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,121,299</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">110,181,386</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Health Care Technology&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">IMS Health, Inc., 6.00%, 11/01/20 (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">795</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">826,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&#8212; 4.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Boyd Gaming Corp., 6.88%, 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">3,664</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,728,120</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Caesars Entertainment Resort Properties LLC/Caesars Entertainment Resort Property, 8.00%, 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">4,330</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,384,125</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (e)(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">654</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">663,810</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.00%, 9/01/23</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">3,545</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,636,248</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 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">4,652</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,872,970</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cedar Fair LP/Canada's Wonderland Co., 5.38%, 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">1,070</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,115,475</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cirsa Funding Luxembourg SA, 5.88%, 5/15/23</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">1,175</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,287,276</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (i)</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">400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">575,595</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ESH Hospitality, Inc., 5.25%, 5/01/25 (e)</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">1,708</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,720,810</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">1,507</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,738,286</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">International Game Technology 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.13%, 2/15/20</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">355</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">393,795</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 2/15/22 (e)</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">400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">388,000</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 2/15/23</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">825</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">902,700</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 2/15/25 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">187,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">596,170</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,403,245</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Merlin Entertainments PLC, 2.75%, 3/15/22</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">289</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">313,441</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Hotels, Restaurants &amp; Leisure (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MGM Resorts International:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.75%, 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">1,062</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,150,943</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 3/15/23</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">5,767</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,976,054</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">New Red Finance, Inc., 6.00%, 4/01/22 (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">3,735</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,873,195</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pinnacle Entertainment, Inc., 6.38%, 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">2,405</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,567,338</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PortAventura Entertainment Barcelona BV, 7.25%, 12/01/20</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">339</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">393,910</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">489</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">491,445</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RHP Hotel Properties LP/RHP Finance Corp., 5.00%, 4/15/23 (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">1,534</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,534,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sabre GLBL, Inc., 5.38%, 4/15/23 (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">1,436</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,461,130</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Six Flags Entertainment Corp., 5.25%, 1/15/21 (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">3,247</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,352,527</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">866</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">991,551</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,426,175</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tropicana Entertainment LLC/Tropicana Finance Corp., 1.00%, 12/15/15 (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Unique Pub Finance Co. 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">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">2,007</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,229,122</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A4, 5.66%, 6/30/27</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">829</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,291,671</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series N, 6.46%, 3/30/32</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">1,000</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">1,352,634</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,515,187</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">709,670</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">64,224,118</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Household Durables&nbsp;&#8212; 2.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">1,262</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,186,280</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">222,256</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,556,145</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,723,550</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">1,604</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,612,020</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DR Horton, Inc., 4.00%, 2/15/20</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">2,408</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,420,040</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">K. Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (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">1,607</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,679,315</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lennar Corp., 4.50%, 11/15/19</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">2,482</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,525,435</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Project Homestake Merger Co., 8.88%, 3/01/23 (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">3,574</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,569,533</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,805</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,889,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Household Durables (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,900</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,061,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Shea Homes LP/Shea Homes Funding Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.88%, 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">2,283</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,351,490</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 4/01/25</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">2,308</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,377,240</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,420</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,787,650</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,995,900</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (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">744</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">747,720</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tri Pointe Holdings, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,235,950</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,514,975</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,979,662</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">47,435,811</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Household Products&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,268,437</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,485,413</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 12/15/24 (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">1,290</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,370,625</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 7/15/25 (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">2,521</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,596,630</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">7,721,105</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&#8212; 1.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Baytex Energy Corp., 5.13%, 6/01/21 (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">944</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">918,040</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.00%, 1/15/22 (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">1,321</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,413,470</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 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">2,089</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,099,445</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/24 (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">1,999</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,138,930</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 2/01/24</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">2,344</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,338,140</TD>
    <TD STYLE="font: 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 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">2,894</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,912,088</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dynegy, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.75%, 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">4,785</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,060,137</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 11/01/22</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">1,235</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,315,275</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPM Escrow LLC, 8.88%, 10/15/20 (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">3,738</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,274,788</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/01/24</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">1,800</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">123,046</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,519,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,852,215</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;(concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">QEP Resources, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">25,605,074</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Insurance&nbsp;&#8212; 1.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">6,232</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,403,380</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CNO Financial 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.50%, 5/30/20</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">593</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612,984</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/01/20 (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">1,244</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,325,731</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 5/30/25</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">1,224</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,269,900</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,120</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">963,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hockey Merger Sub 2, Inc., 7.88%, 10/01/21 (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">3,920</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,047,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (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">3,650</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,859,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,212,521</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,364,172</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">21,059,163</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Internet Software &amp; Services&nbsp;&#8212; 0.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Blue Coat Holdings, Inc., 8.38%, 6/01/23 (e)</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">2,629</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,655,290</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">EUR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">601</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">694,732</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">478,859</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,155,094</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,207,160</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Interactive Data Corp., 5.88%, 4/15/19 (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">5,276</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,355,140</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Netflix, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.50%, 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">1,992</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,076,660</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 2/15/25</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">960</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,003,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">14,626,135</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">IT Services&nbsp;&#8212; 2.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (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">6,584</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,970,810</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,215,465</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.38%, 6/15/19 (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">3,333</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,466,320</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/01/20 (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">8,600</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,180,500</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 1/15/21 (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">1,394</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,486,353</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,385,430</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">&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">3,318</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,794,963</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">&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 (e)(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">365</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">390,550</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">IT Services&nbsp;(concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Open Text Corp., 5.63%, 1/15/23 (e)</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">4,831</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,882,329</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,227</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,324,431</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WEX, Inc., 4.75%, 2/01/23 (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">2,728</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; 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="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">40,743,311</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Machinery&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">EUR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,060</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,133,638</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">980</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,068,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">2,201,838</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;&#8212; 12.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice Financing 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.50%, 1/15/22 (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">1,945</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,993,625</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 2/15/23</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">585</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">668,206</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 2/15/23 (e)</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">3,450</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,575,063</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice Finco SA, 7.63%, 2/15/25 (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">828</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">848,700</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice SA:</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-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">EUR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,958</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,214,986</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 5/15/22 (e)</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">2,525</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,550,250</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 2/15/25</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">942</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,019,183</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 2/15/25 (e)</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">2,576</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,543,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice US Finance I Corp., 5.38%, 7/15/23 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,100</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,100,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice US Finance II Corp., 7.75%, 7/15/25 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,319</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,319,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Altice US Finance SA, 7.75%, 7/15/25 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,325</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,267,644</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.75%, 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">480</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 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-indent: -0.1in">4.75%, 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">1,613</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,645,260</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,062,325</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.25%, 9/30/22</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">1,135</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,152,025</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 5/01/23 (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">560</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">562,800</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/01/27 (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">6,267</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,314,002</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (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">3,439</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.63%, 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">4,069</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,302,967</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,380,757</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clearwire Communications LLC/Clearwire Finance, Inc., 8.25%, 12/01/40 (e)(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">4,132</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,503,880</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Columbus International, Inc., 7.38%, 3/30/21 (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">2,647</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,868,686</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Media (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Consolidated Communications, Inc., 6.50%, 10/01/22 (e)</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">1,250</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</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="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">4.25%, 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">3,209</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,297,248</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,022</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,839,952</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 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">6,239</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,254,597</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DreamWorks Animation SKG, Inc., 6.88%, 8/15/20 (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">541</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">541,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gannett 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.13%, 10/15/19</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">857</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">896,636</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">528,770</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gannett Co., Inc.&nbsp;(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.88%, 9/15/21 (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">1,827</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,840,703</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,399,410</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 9/15/24 (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">1,308</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,330,890</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,743</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,856,295</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Harron Communications LP/Harron Finance Corp., 9.13%, 4/01/20 (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">4,510</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,887,712</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,065,015</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 9/15/22</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">3,845</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,618,145</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Inmarsat Finance PLC, 4.88%, 5/15/22 (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">2,805</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,776,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">595</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">553,350</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">&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">7,130</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,548,477</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LIN Television Corp., 6.38%, 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">1,570</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,621,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Live Nation Entertainment, Inc., 7.00%, 9/01/20 (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">987</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,054,856</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Media General Financing Sub, Inc., 5.88%, 11/15/22 (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">1,292</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,324,300</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Midcontinent Communications &amp; Midcontinent Finance Corp., 6.25%, 8/01/21 (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">3,901</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,037,535</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">2,039</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,100,170</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,086,938</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22 (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">2,947</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,958,051</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">690</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">792,952</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 5/15/22 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,268,044</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,053,784</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/15/24 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,343,919</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Media (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Outfront Media Capital LLC/Outfront Media Capital 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.25%, 2/15/22</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">650</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">672,750</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 2/15/24 (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">496</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">519,560</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">594,980</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,216,312</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Radio One, Inc., 7.38%, 4/15/22 (e)</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">805</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">809,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RCN Telecom Services LLC/RCN Capital Corp., 8.50%, 8/15/20 (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">1,130</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,203,450</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sirius XM Radio, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,204</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,201,245</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,885,704</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 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">345</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">332,925</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 4/15/25</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">4,340</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">4,346,510</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sterling Entertainment Corp., 9.75%, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; 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="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Townsquare Media, Inc., 6.50%, 4/01/23 (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">517</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">515,708</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.50%, 1/15/23 (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">2,550</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,629,688</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">&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">187</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">222,050</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 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">1,611</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,795,902</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Univision Communications, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,702,801</TD>
    <TD STYLE="font: 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 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">10,242</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,267,605</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 2/15/25</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">9,535</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,482,557</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virgin Media Finance PLC, 5.75%, 1/15/25 (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">2,405</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,459,113</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virgin Media Secured Finance 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">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">4,935</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,932,176</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 3/28/29</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">829</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,343,066</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WaveDivision Escrow LLC/WaveDivision Escrow Corp., 8.13%, 9/01/20 (e)</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">4,428</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,671,540</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ziggo Bond 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.63%, 1/15/25</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">902</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,010,579</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/25 (e)</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">3,773</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,848,460</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">209,846,981</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Metals &amp; Mining&nbsp;&#8212; 4.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">1,330</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,496,882</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">&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">8,691</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,277,642</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.90%, 2/01/27</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">215</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">234,350</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 1/15/28</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">477</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">544,973</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.95%, 2/01/37</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">274,560</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">290,520</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Metals &amp; Mining (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Arch Coal, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">87,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">374</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">390,226</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.00%, 1/15/23 (e)</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">6,525</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,883,875</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 5/15/24 (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">3,385</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,181,900</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,149,297</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">First Quantum Minerals Ltd. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.00%, 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">1,717</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,663,344</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">&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">1,883</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,814,741</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">FMG Resources August 2006 Pty, Ltd., 9.75%, 3/01/22 (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">596</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">625,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,091,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,348,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">12,968</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,814,940</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">662,668</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,146</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">590,190</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Perstorp Holding AB, 8.75%, 5/15/17 (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">990</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,037,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,070</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,088,725</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.13%, 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">3,085</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,123,563</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,439,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">10,804</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,533,378</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">68,644,799</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Multi-Utilities&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850,963</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Multiline Retail&nbsp;&#8212; 0.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">653</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">664,427</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">914</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,404,243</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Dufry Finance SCA, 5.50%, 10/15/20 (e)</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">1,927</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,010,923</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">1,405</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,350,223</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Neiman Marcus Group Ltd., 8.00%, 10/15/21 (e)</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">4,727</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,069,707</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">10,499,523</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&#8212; 13.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Antero Resources Corp., 5.13%, 12/01/22</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">899</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">896,753</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Antero Resources 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.00%, 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">638</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">653,950</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 11/01/21</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">2,008</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,033,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 12 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">1,755</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,439,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.75%, 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">1,719</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,663,132</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,009,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">California 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.50%, 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">7,266</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,884,535</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 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">18,332</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">16,865,440</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Carrizo Oil &amp; Gas, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.50%, 9/15/20</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">1,003</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,061,926</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 4/15/23</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">2,472</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,521,440</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">976,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.63%, 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">1,164</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,216,147</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">813,405</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,086,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,349</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,387,784</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,046,240</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">&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">3,085</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,131,275</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CONSOL Energy, Inc., 5.88%, 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">11,028</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,283,610</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CrownRock LP/CrownRock Finance, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.13%, 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">3,710</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,858,400</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 2/15/23</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">1,064</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,130,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Denbury 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">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">1,809</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,726,464</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 7/15/23</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">196</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">178,850</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Diamondback Energy, Inc., 7.63%, 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">2,877</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,092,775</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,988,744</TD>
    <TD STYLE="font: 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 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">1,819</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,142,966</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Energy Transfer Equity 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.50%, 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">695</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">794,038</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,464,937</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">EP Energy LLC/Everest Acquisition Finance, Inc., 6.38%, 6/15/23 (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">1,867</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,869,334</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Genesis Energy LP/Genesis Energy Finance Corp., 6.00%, 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">1,906</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,929,825</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gulfport Energy Corp., 7.75%, 11/01/20</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">1,517</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,604,228</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">744</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">522,660</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">873,615</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hilcorp Energy I LP/Hilcorp Finance Co. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,534,560</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,380,680</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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</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">1,400</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,384,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,808</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,921,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Legacy Reserves LP/Legacy Reserves Finance Corp., 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">1,390</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,160,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,391,940</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,377,175</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">314,813</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">6.25%, 6/15/22</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">674</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">749,286</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,698,500</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 6/01/25</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">4,860</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,829,625</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Matador Resources Co., 6.88%, 4/15/23 (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">629</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">646,298</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Memorial Production Partners LP/Memorial Production 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.63%, 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">605</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">592,900</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 8/01/22 (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">1,242</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,182,229</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Memorial Resource Development Corp., 5.88%, 7/01/22 (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">6,071</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,934,402</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Newfield Exploration Co., 5.38%, 1/01/26</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">1,338</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,384,830</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NGPL PipeCo LLC (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.12%, 12/15/17</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">1,565</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,611,950</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">908,820</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.77%, 12/15/37</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,380</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,684,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,637,187</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">989,825</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pacific Drilling SA, 5.38%, 6/01/20 (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">826</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">681,450</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Paramount Resources, Ltd., 6.88%, 6/30/23 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,149</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,159,745</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Parsley Energy LLC/Parsley Finance Corp., 7.50%, 2/15/22 (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">4,536</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,734,223</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PBF Logistics LP/PBF Logistics Finance Corp., 6.88%, 5/15/23 (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">796</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">810,925</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,064,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,274,116</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Petrobras Global Finance BV, 4.75%, 1/14/25</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">410</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">437,853</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Petroleum Geo-Services ASA, 7.38%, 12/15/18 (e)</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">3,816</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,634,740</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.75%, 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">568</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">589,300</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">527,350</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">&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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,193,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Regency Energy Partners LP/ Regency Energy Finance Corp., 5.50%, 4/15/23</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">2,059</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,131,065</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.75%, 9/01/20</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">628</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">690,800</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">732,334</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">270,465</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">&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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,850,592</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rockies Express Pipeline LLC (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.00%, 1/15/19</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">2,524</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,656,510</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 4/15/40</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,514,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rose Rock Midstream LP/Rose Rock 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.63%, 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">1,747</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,742,632</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 11/15/23 (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">1,041</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,025,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,086,301</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RSP Permian, Inc., 6.63%, 10/01/22 (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">1,756</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,826,240</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sabine Pass Liquefaction 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,087</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,141,022</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,625</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,716,406</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 3/01/25 (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">3,208</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,208,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sanchez Energy 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.75%, 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">547</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">557,940</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 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">7,215</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,854,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SandRidge Energy Inc., 8.75%, 6/01/20 (e)(j)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">640,751</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">8.75%, 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">141</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">91,298</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">764,790</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seven Generations Energy Ltd., 8.25%, 5/15/20 (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">6,541</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,015,222</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seven Generations Energy, Ltd., 6.75%, 5/01/23 (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">995</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,002,463</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seventy Seven Energy, Inc., 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">1,133</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">710,958</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">919,485</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SM Energy 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.13%, 11/15/22 (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">3,830</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,992,775</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 1/01/23</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">951</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">989,040</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 6/01/25</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">1,824</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,839,960</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">7.50%, 7/01/21</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">1,566</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,636,470</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 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,642,560</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sunoco LP/Sunoco Finance Corp., 6.38%, 4/01/23 (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">1,007</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,047,280</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,073,490</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tesoro Logistics LP/Tesoro Logistics Finance Corp., 6.25%, 10/15/22 (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">3,154</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,335,355</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ultra Petroleum Corp., 5.75%, 12/15/18 (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">979</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">947,183</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">5.00%, 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">1,504</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,504,000</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">&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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">458</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">466,015</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 4/01/23 (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">2,223</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,278,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">220,471,807</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Paper &amp; Forest Products&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">192,568</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Norbord, Inc., 6.25%, 4/15/23 (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">1,605</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,621,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; 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">530</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">605,383</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Unifrax I LLC/Unifrax Holding Co., 7.50%, 2/15/19 (e)</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,357,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,776,589</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Pharmaceuticals&nbsp;&#8212; 4.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Concordia Healthcare Corp., 7.00%, 4/15/23 (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">1,919</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,930,994</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Endo Finance LLC/Endo Finco, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">660,970</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">739,500</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 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">4,617</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,674,712</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Grifols Worldwide Operations, Ltd., 5.25%, 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">4,047</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,127,940</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">3,596</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,861,205</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JLL/Delta Dutch Newco BV, 7.50%, 2/01/22 (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">2,050</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,144,813</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pinnacle Merger Sub, Inc., 9.50%, 10/01/23 (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">453</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510,758</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Valeant Pharmaceuticals International, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.75%, 8/15/18 (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">1,443</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,525,071</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 3/15/20 (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">5,597</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,834,872</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 10/01/20 (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">4,393</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,596,176</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/20 (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">7,390</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,884,206</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Pharmaceuticals (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Valeant Pharmaceuticals International, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.50%, 7/15/21 (e)</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">2,110</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,308,340</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/21 (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">2,793</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,932,650</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 3/01/23 (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">2,372</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,419,440</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 5/15/23</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">1,950</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,168,456</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/15/23 (e)</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">12,533</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,987,321</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Valeant Pharmaceuticals International, Inc.&nbsp;(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.13%, 4/15/25 (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">11,460</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,918,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">73,225,824</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Professional Services&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,989,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Real Estate Investment Trusts (REITs)&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aroundtown Property Holdings PLC, 3.00%, 12/09/21</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">1,200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,235,587</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,422</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,485,990</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/01/25 (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">1,365</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,399,125</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hilton Worldwide Finance LLC/ Hilton Worldwide Finance Corp., 5.63%, 10/15/21</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">1,361</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,434,154</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Host Hotels &amp; Resorts LP, 2.50%, 10/15/29 (e)(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">815</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,267,325</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">474,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">7,971,506</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Real Estate Management &amp; Development&nbsp;&#8212; 1.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crescent Resources LLC/Crescent Ventures, Inc., 10.25%, 8/15/17 (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">4,515</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,819,762</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Howard Hughes Corp., 6.88%, 10/01/21 (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">1,369</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,437,450</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,387,870</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Punch Taverns Finance B Ltd., Series A6, 5.94%, 9/30/22</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">532</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">804,978</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Punch Taverns Finance PLC, Series M3, 6.07%, 10/15/27 (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">1,202</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,763,651</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,646</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,827,912</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,367,348</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Group LLC/Realogy Co-Issuer Corp. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">4.50%, 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">2,421</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,457,315</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 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">750</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">764,063</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rialto Holdings LLC/Rialto Corp., 7.00%, 12/01/18 (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">1,065</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,115,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Real Estate Management &amp; Development&nbsp;(concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (e)</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">2,305</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,195,512</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">20,941,449</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Road &amp; Rail&nbsp;&#8212; 0.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">781,015</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Florida East Coast Holdings Corp., 6.75%, 5/01/19 (e)</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">2,382</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,376,045</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,332,700</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">377,863</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,469,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">United Rentals North America, Inc., 5.50%, 7/15/25</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">1,483</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,479,292</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Watco Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (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">1,093</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,114,860</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">11,930,925</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&#8212; 0.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Advanced Micro Devices, 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">7.50%, 8/15/22</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">665</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585,200</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 7/01/24</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">440</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">369,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Micron Technology, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.25%, 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">4,745</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,697,550</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 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">830</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">823,692</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (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">2,065</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,178,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sensata Technologies BV (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">5.63%, 11/01/24</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">903</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">962,824</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 10/01/25</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">2,673</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,698,046</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">12,315,487</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Software&nbsp;&#8212; 1.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Audatex North America, Inc., 6.13%, 11/01/23 (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">1,350</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,404,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BMC Software Finance, Inc., 8.13%, 7/15/21 (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">917</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">828,739</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (e)(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">881</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">894,215</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (e)(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">4,891</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,976,592</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Infor US, Inc., 6.50%, 5/15/22 (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">6,333</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,579,354</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nuance Communications, Inc., 5.38%, 8/15/20 (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">2,430</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,451,263</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Software (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sophia LP/Sophia Finance, Inc., 9.75%, 1/15/19 (e)</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">2,437</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,610,636</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">19,744,799</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Specialty Retail&nbsp;&#8212; 1.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Asbury Automotive Group, Inc., 6.00%, 12/15/24</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">1,168</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,222,020</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Hillman Group, Inc., 6.38%, 7/15/22 (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">1,438</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,412,835</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,714,906</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">889,931</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,755,908</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">3,575</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,789,500</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,381,725</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,599</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,702,935</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,378,861</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">235,816</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Twin Set-Simona Barbieri SpA, 5.89%, 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">415</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">412,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">20,897,387</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Levi Strauss &amp; 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,648,700</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 5/01/25 (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">1,456</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,450,540</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Polymer Group, Inc., 6.88%, 6/01/19 (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">900</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">839,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,422,015</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,744</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,717,840</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">788</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">815,580</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">8,893,925</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Thrifts &amp; Mortgage Finance&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">3.00%, 11/15/17 (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">330</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">530,681</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.25%, 3/01/19 (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">712</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,209,955</TD>
    <TD STYLE="font: 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 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">926</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">969,985</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">2,710,621</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Trading Companies &amp; Distributors&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ashtead Capital, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,451</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,631,761</TD>
    <TD STYLE="font: 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 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">779</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">812,107</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Corporate Bonds</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Trading Companies &amp; Distributors&nbsp;(concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,158,030</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">4,601,898</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Transportation Infrastructure&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aguila 3 SA, 7.88%, 1/31/18 (e)</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">2,496</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,508,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Group PLC, 7.00%, 3/01/21 (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">550</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">544,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (e)(f)</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">2,522</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,865,988</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">4,918,968</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Wireless Telecommunication Services&nbsp;&#8212; 5.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Communications Sales &amp; Leasing, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">6.00%, 4/15/23</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">689</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">692,445</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.25%, 10/15/23</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">3,115</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,177,300</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">3,571</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,764,727</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Digicel Group Ltd. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">2,255</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,338,435</TD>
    <TD STYLE="font: 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 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">4,200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,084,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Digicel Ltd., 6.00%, 4/15/21 (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">7,669</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,573,137</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,344,875</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,156,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SBA Communications Corp., 4.88%, 7/15/22 (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">3,775</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,796,518</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,356,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sprint Communications, Inc. (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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,507,616</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,518,745</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">7,009</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,127,452</TD>
    <TD STYLE="font: 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 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">5,417</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,240,947</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 2/15/25</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">1,620</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,589,123</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,022,771</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">384,891</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,306,755</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,329,553</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,783,090</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,457,594</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,066,113</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.01%, 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">867</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">952,226</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">90,572,288</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Corporate Bonds</B> &#8212; <B>110.7%</B></TD>
    <TD COLSPAN="2" 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">1,795,630,004</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Aerospace &amp; Defense&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BE Aerospace, Inc., 2014 Term Loan B, 4.00%, 12/16/21</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">3,292</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,321,573</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Air Freight &amp; Logistics&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,091,256</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Air Freight &amp; Logistics (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Intercompany BV, Dutch 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">1,199</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,139,271</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">207</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">196,426</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CEVA Logistics US 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">1,654</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,571,408</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,998,361</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Airlines&nbsp;&#8212; 0.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,337</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,335,366</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">2.25%, 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">3,543</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,463,825</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.63%, 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">3,774</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,613,206</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.64%, 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">1,909</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,828,107</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">11,240,504</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Auto Components&nbsp;&#8212; 0.5%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">7,628</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,592,535</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Building Products&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hanson Building Products Ltd., 1st Lien Term Loan, 6.50%, 2/18/22</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">1,045</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,047,831</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,297</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,290,420</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,338,251</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Capital Markets&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,975,907</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Chemicals&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">651</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">650,695</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Chemours Company Co., Term Loan B, 3.75%, 5/22/22</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">1,692</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,693,485</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Chemicals (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,615</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,480,955</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,825,135</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Commercial Services &amp; Supplies&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,808</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,792,175</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,613</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,607,439</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">5,399,614</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Communications Equipment&nbsp;&#8212; 0.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Avaya, Inc., Term Loan B7, 6.25%, 4/16/20</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">6,605</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,508,699</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Blue Coat Systems, Inc., 2015 Term Loan, 4.50%, 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">555</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555,694</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CommScope, Inc., Incremental Term Loan B, 3.75%, 5/21/22</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">1,235</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,236,544</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Riverbed Technology, Inc., Term Loan B, 6.00%, 4/24/22</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">1,445</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,458,554</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">9,759,491</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Construction Materials&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">4,802</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,805,759</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Financial Services&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Onex Wizard US Acquisition, Inc., Term Loan, 4.25%, 3/13/22</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">1,915</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,923,112</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Telecommunication Services&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,425</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,429,493</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,783,893</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">3,213,386</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electric Utilities&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">759,227</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">5,936</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,570,337</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">6,329,564</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Electrical Equipment&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,637,781</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Energy Equipment &amp; Services&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">987</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">991,609</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Food &amp; Staples Retailing&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">606,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DJO Finance LLC, 2015 Term Loan, 4.25%, 4/21/20</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">2,110</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,113,292</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Health Care Providers &amp; Services&nbsp;&#8212; 0.8%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Air Medical Group Holdings, Inc., Term Loan B, 4.50%, 4/06/22</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">1,670</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,662,251</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Genesis HealthCare Corp., Term Loan B, 10.00%, 12/04/17</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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,243,070</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sterigenics-Nordion Holdings LLC, Term Loan B, 4.25%, 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">885</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">885,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">964</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">967,333</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tenet Healthcare Corp., Interim Term Loan, 4.50%, 3/22/16</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">8,450</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,450,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">13,207,654</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&#8212; 2.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-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">526</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">524,729</TD>
    <TD STYLE="font: 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 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">9,778</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,896,223</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,235</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,241,844</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">5,899</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,736,574</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">8,334</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,003,534</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,761</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,758,253</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,035</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,040,273</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">2,286</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,290,331</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 5.75%, 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">6,945</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,001,981</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">39,493,742</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">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; 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">5,103</TD>
    <TD COLSPAN="2" 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">5,122,023</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Industrial Conglomerates&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,455</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,163,928</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Insurance&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Alliant Holdings I, Inc., Term Loan B, 5.00%, 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">1,643</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,655,086</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Internet Software &amp; Services&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Interactive Data Corp., 2014 Term Loan, 4.75%, 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">1,677</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,681,660</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">IT Services&nbsp;&#8212; 1.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Epicor Software Corp., 1st Lien Term Loan, 4.75%, 5/08/22</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">2,695</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,697,533</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 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-indent: -0.1in">2018 Extended Term Loan, 3.68%, 3/24/18</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">15,081</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,068,761</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2018 Term Loan, 3.68%, 9/24/18</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">200</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199,848</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">17,966,142</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Machinery&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,872</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,867,803</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,375</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,274,546</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">6,142,349</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;&#8212; 1.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">1st Lien Term Loan, 8.25%, 3/31/20</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">6,176</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,190,093</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan, 0.00%, 7/03/15 (a)(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">10,469</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-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 COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Clear Channel Communications, Inc., Term Loan D, 6.94%, 1/30/19</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">4,098</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,826,843</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Media General, Inc., Term Loan B, 4.25%, 7/31/20</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">3,340</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">3,353,422</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,456</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,786</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,782,423</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">15,378,238</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Metals &amp; Mining&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,579</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,577,602</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Multiline Retail&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,075,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CITGO Holding Inc., 2015 Term Loan B, 9.50%, 5/12/18</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">5,057</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,122,666</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">838</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">832,209</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">5,954,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Pharmaceuticals&nbsp;&#8212; 1.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.19%, 2/27/21</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">4,737</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,746,861</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Mallinckrodt International Finance SA, Term Loan B, 3.25%, 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">1,802</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,798,881</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,601</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,598,390</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,366</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,367,727</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Valeant Pharmaceuticals International, Inc., Term Loan B F1, 4.00%, 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">3,004</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,010,497</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">15,522,356</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Professional Services&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&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">&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 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-indent: -0.1in">2014 1st Lien Term Loan, 4.25%, 7/23/21</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">1,692</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,690,181</TD>
    <TD STYLE="font: 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 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,495</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,514,336</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">4,204,517</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Real Estate Management &amp; Development&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Realogy Corp., Extended Letter of Credit, 0.12%, 10/10/16</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">228</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,887</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Road &amp; Rail&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Hertz Corp., Term Loan B2, 3.50%, 3/11/18</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">4,621</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,604,128</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,169</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,176,488</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Software&nbsp;&#8212; 0.7%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">260</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">261,300</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Houghton Mifflin Harcourt Publishing Co., 2015 Term Loan B, 4.00%, 5/11/22</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">3,390</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,384,339</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,699</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,685,366</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,445</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,558,755</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Floating Rate Loan Interests (d)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Software (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tibco Software, Inc., Term Loan B, 6.50%, 12/04/20</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">928</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">927,443</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">10,817,203</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Technology Hardware, Storage &amp; Peripherals&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,895</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,894,899</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">6,087</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,356,340</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Wireless Telecommunication Services&nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lightsquared LP, 2nd Lien Term Loan, 17.00%, 1/01/16</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">1,889</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,984,816</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Floating Rate Loan Interests</B> &#8212; <B>14.6%</B></TD>
    <TD COLSPAN="2" 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">237,277,457</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD></TR>

<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; 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="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Collateralized Mortgage Obligations &nbsp;&#8212; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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 (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">3,829</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,902,685</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Commercial Mortgage-Backed Securities&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GAHR Commericial Mortgage Trust 2015-NRF, Series 2015-NRF, Class FFX, 3.38%, 12/15/19 (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">1,925</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,791,124</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Non-Agency Mortgage-Backed Securities</B> &#8212; <B>0.3%</B></TD>
    <TD COLSPAN="2" 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">5,693,809</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD></TR> <TR> <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Investment Companies (l)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold"><BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>

<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">iShares iBoxx $ High Yield Corporate Bond ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">374,456</TD>
    <TD COLSPAN="3" 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">34,041,795</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SPDR Barclays High Yield Bond ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">75,000</TD>
    <TD COLSPAN="3" 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">2,956,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Investment Companies</B> &#8212; <B>2.3%</B></TD>
    <TD COLSPAN="2" 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">36,998,295</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold; padding-top: 6pt">Other Interests (m)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; padding-top: 6pt">Beneficial<BR>
Interest<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-top: 6pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Auto Components&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</TD>
    <TD COLSPAN="3" 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="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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="3" 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">40</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 19 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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 -->


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Other Interests (m)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Beneficial<BR>
Interest<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;(concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,017</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,006</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">2,046</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Other Interests</B> &#8212; <B>0.0%</B></TD>
    <TD COLSPAN="2" 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">12,984</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD></TR> <TR> <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Preferred Securities</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Capital Trusts</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>

<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Banks&nbsp;&#8212; 3.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America Corp., (d)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&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 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-indent: -0.1in">Series AA, 6.10%</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,579</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,627,816</TD>
    <TD STYLE="font: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series V, 5.13%</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">3,440</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,388,400</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">&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">6,416</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,536,300</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">&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">3,230</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,415,725</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup, Inc., Series D, 5.95% (d)(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">5,555</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,478,619</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JPMorgan Chase &amp; Co., (d)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&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 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-indent: -0.1in">6.75%</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,324</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,803,160</TD>
    <TD STYLE="font: 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 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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830,344</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,354,840</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">&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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,537,793</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wells Fargo &amp; Co., (d)(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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&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 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-indent: -0.1in">Series S, 5.90%</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,693,450</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series U, 5.88%</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,215</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,482,269</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">49,148,716</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Capital Markets&nbsp;&#8212; 0.9%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Goldman Sachs Group, Inc., Series L, 5.70% (d)(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">7,888</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,974,374</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Morgan Stanley, Series H, 5.45% (d)(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">3,810</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,819,525</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Morgan Stanley, Series J, 5.55% (d)(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">2,475</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,484,281</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">14,278,180</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Consumer Finance&nbsp;&#8212; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">American Express Co., Series C, 4.90% (d)(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">4,295</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,214,469</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Capital Trusts</B> &#8212; <B>4.2%</B></TD>
    <TD COLSPAN="2" 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">67,641,365</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Preferred Stocks</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold"><BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>

<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Banks&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">93,975</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,343,737</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Preferred Stocks</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;<BR>
&nbsp;<BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Banks&nbsp;&#8212; (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">152,071</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,763,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">6,106,987</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Capital Markets&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CF-B L2 (D) LLC 0.00%</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">551,905</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">552,678</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14,089</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">370,118</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">922,796</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Consumer Finance&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ally Financial, Inc., Series A, 8.50% (d)(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">17,386</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">458,121</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Financial Services&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Concrete Investments II, 0.00%</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">4,997</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">735,419</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Telecommunication Services&nbsp;&#8212; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Orange SA, 4.00% (d)(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">1,225,000</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,416,186</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&#8212; 1.6%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Amaya, Inc., 0.00%</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">19,851</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">25,164,926</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Media&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Emmis Communications Corp., Series A, 6.25% (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">10,300</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">108,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">NBCUniversal Enterprise, Inc., 5.25% (e)(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">400,000</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">422,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">530,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Preferred Stocks</B> &#8212; <B>2.2%</B></TD>
    <TD COLSPAN="2" 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">35,334,585</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD></TR> <TR> <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Trust Preferred</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Par<BR>
(000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Diversified Financial Services&nbsp;&#8212; 0.4%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GMAC Capital Trust I, Series 2, 8.13% (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">256</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,654,638</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Preferred Securities</B> &#8212; <B>6.8%</B></TD>
    <TD COLSPAN="2" 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">109,630,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR> <TD COLSPAN="12" STYLE="vertical-align: bottom">&nbsp;</TD></TR> <TR> <TD COLSPAN="12" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Warrants (n)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold"><BR>
Shares</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="text-align: left; font-weight: bold">Metals &amp; Mining&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peninsula Energy Ltd. (Expires 12/31/15)</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">31,614,557</TD>
    <TD COLSPAN="3" 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">97,567</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Peninsula Energy Ltd. (Expires 12/31/18)</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">20,615,151</TD>
    <TD COLSPAN="3" 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">110,329</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="9" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" 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">207,896</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="12" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></DIV>

<!-- Field: Page; Sequence: 20 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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>
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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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; 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="2" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Warrants (n)</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold">
Shares</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="text-align: left; font-weight: bold">Software&nbsp;&#8212; 0.0%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD 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 $42.27)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,494</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">83,649</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom"><B>Total Warrants</B> &#8212; <B>0.0%</B></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">291,545</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Long-Term Investments</B><BR>
<B>(Cost &#8212; $2,393,306,678) &#8212; 147.1%</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">2,386,536,868</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom">&nbsp;</TD>
    </TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD>
    </TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: left; font-weight: bold">Short-Term Securities</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.08% (l)(o)</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">2,048,017</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,048,017</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom"><B>Total Short-Term Securities</B><BR>
<B>(Cost &#8212; $2,048,017) &#8212; 0.1%</B></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">2,048,017</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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</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 STYLE="vertical-align: bottom; text-align: left; font-weight: bold"><B>Options Purchased</B></TD>
    <TD STYLE="vertical-align: bottom; width: 18%; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 5%; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 15%; text-align: center; font-weight: bold">Value</TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Options Purchased</B><BR>
<B>(Cost &#8212; $1,325,626) &#8212; 0.1%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,012,068</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Investments Before Options Written</B><BR>
<B>(Cost &#8212; $2,396,680,321</B>*<B>) &#8212; 147.3%</B></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">2,389,596,953</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; background-color: #0070C0; color: #47B0FF">&nbsp;</TD>
    </TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Options Written</B><BR>
<B>(Premiums Received &#8212;</B> $<B>386,364) &#8212; (0.0)%</B></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">(365,924)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom"> <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-weight: bold; border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Investments, Net of Options Written</B><BR>
<B>(Cost &#8212; $2,396,293,957) &#8212; 147.3%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,389,231,029</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Liabilities in Excess of Other Assets</B> &#8212; <B>(47.3)%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">(767,122,380)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="3" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Net Assets</B> &#8212; <B>100.0%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,622,108,649</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="3" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="padding-bottom: 2pt">&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">*</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top">As of May 31, 2015, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:
</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tax cost&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,402,044,772</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="3" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized appreciation&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">82,252,248</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized depreciation&#9;</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">(94,700,067)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="3" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" 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">Net unrealized depreciation&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(12,447,819)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom"> <TD colspan="3" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; 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: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>

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


<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">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">&nbsp;</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">All or a portion of 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">Restricted security as to resale.&nbsp;As of report date, the Trust held restricted securities with a current value of $ $2,900,611 and an original cost of $2,419,572 which was 0.02% of its net assets.</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">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">(f)</TD>
    <TD COLSPAN="2" 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">(g)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Security is perpetual in nature and has no stated maturity date.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">(h)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Zero-coupon bond.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">(i)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Convertible security.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">(j)</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; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&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; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&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">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,292,800</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,800</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">&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">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,800,496</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,532</TD>
    <TD STYLE="font: 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">JPMorgan Securities 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">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">19,269,790</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">30,907</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <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>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 15%">&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>
    <TD STYLE="vertical-align: top; width: 5%">(k)</TD>
    <TD STYLE="vertical-align: bottom; width: 95%">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">During the period ended May 31, 2015, investments in issuers considered to be affiliates of the Trust for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 21 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></B></FONT></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="26" STYLE="font-size: 2pt; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">Affiliate</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Shares<BR>
Held at<BR>
August 31, 2014</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Shares</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Purchased</P></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Shares</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Sold</P></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Shares <BR>
Held at<BR>
May 31, 2015</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Value at</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">May 31, 2015</P></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><BR>
Income</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Realized<BR>
Gain</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="26" STYLE="font-size: 2pt; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <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-indent: -0.1in">BlackRock Liquidity Funds,TempFund, Institutional Class</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">3,602,081</TD>
    <TD COLSPAN="2" 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">&#8212;</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: right; text-indent: -0.1in">(1,554,064)</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">2,048,017</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,048,017</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">748</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">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-indent: -0.1in">iShares iBoxx $ High Yield Corporate Bond ETF</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">&#8212;</TD>
    <TD COLSPAN="2" 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">756,752</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: right; text-indent: -0.1in">(382,296)</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">374,456</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">34,041,795</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">939,109</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,725</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SPDR Barclays High Yield Bond ETF</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">75,000</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">75,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,956,500</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">&#8212;</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">&#8212;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="26" STYLE="font-size: 2pt; position: relative; top: -3pt; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 15%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 7%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&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: 5%">(m)</TD>
    <TD STYLE="vertical-align: bottom; width: 95%">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">(n)</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>
<TR>
    <TD STYLE="vertical-align: top">(o)</TD>
    <TD STYLE="vertical-align: bottom">Represents the current yield as of report date.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&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 COLSPAN="4">
        <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="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">ADR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">American Depositary Receipts</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">ADS</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">American Depositary Shares</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">AUD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Australian Dollar</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">CAD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Canadian Dollar</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">CLO</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Collateralized Loan Obligation</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">CR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Custodian Receipt</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">DIP</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Debtor-In-Possession</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Exchange-Traded Fund</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">EUR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Euro</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">GBP</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">British Pound</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">PIK</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Payment-In-Kind.</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">Radian</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Radian Guaranty, Inc.</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">SGD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Singapore Dollar</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">S&amp;P</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Standard and Poor's</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">SPDR</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">Standard &amp; Poor's Depository Receipts</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">U.S. Dollar</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 50%">&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: 4%; text-align: center; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 96%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, financial futures contracts outstanding 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 STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Contracts<BR>
Short</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Issue</TD>
    <TD COLSPAN="3" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Exchange</TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Expiration</TD>
    <TD COLSPAN="4" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Notional<BR>
Value</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Unrealized<BR>
Depreciation</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; text-indent: -0.1in">(196)</TD>
    <TD STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">Russell 2000 Mini Index</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">ICE Futures U.S. Indices</TD>
    <TD COLSPAN="2" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">June<BR>
2015</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">24,388,280</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">(359,707)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; text-indent: -0.1in">(1,046)</TD>
    <TD STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">S&amp;P 500 E-Mini Index</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</TD>
    <TD COLSPAN="2" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">June<BR>
2015</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">110,143,800</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,941,938)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; text-indent: -0.1in">(236)</TD>
    <TD STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">10-Year U.S. Treasury Note</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</TD>
    <TD COLSPAN="2" STYLE="padding-left: 0.1in; text-align: center; text-indent: -0.1in">September<BR>
2015</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD COLSPAN="3" STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">30,134,250</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">(138,703)</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="13" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 10%">&nbsp;</td></tr>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="padding-top: 2pt"><B>Total</B></TD>
    <TD STYLE="padding-top: 2pt; text-align: center">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-top: 2pt; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="padding-top: 2pt; text-align: center">&nbsp;</TD>
    <TD STYLE="padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">(2,440,348)</TD></TR>
<TR>
    <TD STYLE="width: 11%">&nbsp;</TD>
    <TD STYLE="width: 29%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 8%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 14%">&nbsp;</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>


<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></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>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&#8226;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, forward foreign currency contracts outstanding were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 18pt">Currency<BR>
Purchased</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 18pt">Currency<BR>
Sold</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Settlement<BR>
Date</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Unrealized<BR>
        Appreciation</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">(Depreciation)</P></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,870,000</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">1,554,248</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-align: center; text-indent: -0.1in">7/21/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(51,716)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">3,965,000</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">3,237,300</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-align: center; text-indent: -0.1in">7/21/15</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">(51,449)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">899,000</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">741,994</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">7/21/15</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">(19,654)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,976,000</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">1,646,491</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">7/21/15</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">(58,789)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">985,000</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">807,520</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">7/21/15</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">(16,079)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">1,162,000</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">951,433</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">7/21/15</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">(17,774)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">862,000</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">963,156</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">7/21/15</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">(15,789)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">255,000</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">283,428</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">7/21/15</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">(3,175)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">600,000</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">667,778</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">7/21/15</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">(8,358)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">351,000</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">398,438</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">HSBC Bank PLC</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/21/15</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">(12,677)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">175,000</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">192,371</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">HSBC Bank USA N.A.</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/21/15</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">(40)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">1,200,000</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">1,305,187</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">7/21/15</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">13,652</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">647,000</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">732,614</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Standard Chartered Bank</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/21/15</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">(21,540)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">2,300,000</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">2,596,183</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">7/21/15</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">(68,407)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">100,000</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">107,799</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">7/21/15</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">2,104</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">99,000</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">107,419</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">7/21/15</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">1,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">120,000</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">131,760</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">7/21/15</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">124</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">114,000</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">127,758</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">7/21/15</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">(2,469)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">183,000</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">272,201</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">7/21/15</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">7,397</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">637,000</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">963,486</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">7/21/15</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">9,760</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">280,000</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">427,771</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">7/21/15</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">30</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" 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">591,000</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">917,958</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">7/21/15</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">(14,993)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">1,229,069</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">AUD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,605,000</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">7/21/15</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">5,182</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">50,327,342</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">61,652,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Royal Bank of Canada</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/21/15</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">790,373</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">252,763</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">230,000</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">7/21/15</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)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">62,532</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">58,000</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">7/21/15</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">(1,212)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">101,776,396</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">94,564,000</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">7/21/15</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">(2,152,542)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <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-align: right; text-indent: -0.1in">45,114,128</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">30,512,000</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">7/21/15</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">(1,503,878)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">598,723</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">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">384,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">State Street Bank and Trust Co.</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">7/21/15</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">12,025</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; 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: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt">&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; padding-top: 2pt; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; 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">(3,178,524)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 13%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 13%">&nbsp;</TD>
    <TD STYLE="width: 28%">&nbsp;</TD>
    <TD STYLE="width: 11%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 13%">&nbsp;</TD>
    <TD STYLE="width: 2%">&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%; text-align: center; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 98%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, exchange-traded options purchased 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="15" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Description</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid; padding-left: 12pt">Put/<BR>
Call</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid; padding-left: 12pt">Strike<BR>
Price</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold">Expiration<BR>
Date</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Contracts</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SPDR Barclays High Yield Bond ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">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: right; text-indent: -0.1in">206.00</TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom"><BR>
6/19/15</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-indent: -0.1in">977</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">122,614</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SPDR Barclays High Yield Bond ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Put</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">211.00</TD>
    <TD COLSPAN="2" STYLE="text-align: center; vertical-align: bottom"><BR>
6/30/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2,741</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">889,454</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif,sans-serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right; border-top: Black 1pt solid">$</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right; border-top: Black 1pt solid">1,012,068</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 34%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 11%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 23 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></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: 2%; text-align: center; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 98%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, OTC options purchased 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="22" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Description</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty/Clearinghouse</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Put/<BR>
Call</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Strike<BR>
Price</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<BR>
Date</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Contracts</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Value</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; 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 COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">Marsico Parent Superholdco LLC</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">Goldman Sachs &amp; Co.</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">Call</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">942.86</TD>
    <TD COLSPAN="2" STYLE="text-align: center; padding-left: 0.1in; text-indent: -0.1in; vertical-align: bottom; border-bottom: Black 1pt solid">12/14/19</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">39</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&#8212;</TD>
    <TD COLSPAN="2" 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="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 118px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 132px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 66px">&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 17px">&nbsp;</TD>
    <TD STYLE="width: 68px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 61px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 63px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 55px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD>&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%; text-align: center; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 98%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, exchange-traded options written 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>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Description</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Put/<BR>
Call</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Strike<BR>
Price</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Expiration<BR>
Date</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Contracts</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: center; font-weight: bold; border-top: Black 1pt solid">Value</TD>
    </TR>
<TR>
    <TD 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-indent: -0.1in; border-bottom: Black 1pt solid">SPDR Barclays High Yield Bond ETF</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">Put</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">USD</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">204.00</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><BR>
6/30/15</TD>
    <TD 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-indent: -0.1in; border-bottom: Black 1pt solid">2,741</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">(365,924)</TD>
    </TR>
<TR>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 33%">&nbsp;</TD>
    <TD STYLE="width: 11%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 3%">&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>
    </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%; text-align: center; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 96%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, OTC credit default swaps &#8211; sold protection outstanding &nbsp;were as follows:</FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Issuer</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Receive<BR>
Fixed<BR>
Rate</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<BR>
Date</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Credit Rating<SUP>1</SUP></TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Notional<BR>
Amount<BR>
(000)<SUP>2</SUP></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><BR>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Value</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Premiums<BR>
Paid<BR>
(Received)</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Unrealized<BR>
Appreciation</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="2" 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-indent: -0.1in">CCO Holdings 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: center; text-indent: -0.1in">8.00%</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">Deutsche Bank AG</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: center; text-indent: -0.1in">9/20/17</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">BB-</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">USD</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">8,180</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,262,437</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,262,437</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; 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="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">Level 3 Communications, Inc.</TD>
    <TD 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">5.00%</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">Goldman Sachs Bank USA</TD>
    <TD COLSPAN="2" 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">6/20/19</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">B</TD>
    <TD COLSPAN="2" 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">USD</TD>
    <TD 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: right; text-indent: -0.1in; border-bottom: Black 1pt solid">5,000</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">701,743</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">(311,704)</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="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">1,013,447</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="2" 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-indent: -0.1in"><B>Total</B></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: center; text-indent: -0.1in">&nbsp;</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">&nbsp;</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: center; text-indent: -0.1in">&nbsp;</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">&nbsp;</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">&nbsp;</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,964,180</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(311,704)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,275,884</TD>
    <TD>&nbsp;</TD>
    </TR>
<TR>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 9px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 72px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 27px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 102px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 56px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 38px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 31px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 32px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 47px">&nbsp;</TD>
    <TD STYLE="width: 20px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 47px">&nbsp;</TD>
    <TD STYLE="width: 17px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 11px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD>&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%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="text-indent: 0in; width: 61%"><FONT STYLE="font: 8pt Arial,sans-serif">&nbsp;</FONT><SUP>1 </SUP><FONT STYLE="font-family: Arial,sans-serif">Using S&amp;P&#8217;s rating of the issuer.</FONT></TD>
    <TD STYLE="width: 1%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="text-indent: 0in"><FONT STYLE="font-family: Arial,sans-serif"><SUP>&nbsp;2</SUP> The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.</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: 5%; text-align: left; font-weight: bold">&#8226;</TD>
    <TD STYLE="width: 95%; text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal">As of May 31, 2015, centrally cleared credit default swaps &#8211; sold protection outstanding 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>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Issuer</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Receive<BR>
Fixed<BR>
Rate</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Clearinghouse
</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<BR>
Date</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Credit Rating<SUP>1</SUP></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Notional<BR>
Amount<BR>
(000)<SUP>2</SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><BR>
Value</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 12pt">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Premiums</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Paid</P></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;Unrealized<BR>
&nbsp;Appreciation</TD>
    </TR>
<TR>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">Dow Jones CDX North America High Yield Index, Series 24, Version 1</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: center; text-indent: -0.1in; border-bottom: Black 1pt solid">5.00%</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">Credit Suisse (USA) LLC</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">6/20/20</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">AA</TD>
    <TD 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: right; text-indent: -0.1in; border-bottom: Black 1pt solid">USD</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">16,985</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">1,171</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">1,199,182</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-bottom: Black 1pt solid">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">27,897&nbsp;</TD>
    </TR>
<TR>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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: 4%">&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: 7%">&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: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 8%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 8%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 8%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 9%">&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 COLSPAN="2" STYLE="text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal"><SUP>1</SUP> Using S&amp;P&#8217;s rating of the underlying securities of the index.</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="font-weight: normal"><SUP>2</SUP> The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.</FONT></TD></TR>
<TR>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 91%">&nbsp;</TD>
    <TD STYLE="width: 4%">&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%; text-align: center">&#8226;</TD>
    <TD STYLE="vertical-align: bottom; width: 99%">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">For Trust compliance purposes, the Trust&#8217;s industry classifications
        refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group
        indexes, and/or as defined by investment advisor. These definitions may not apply for purposes of this report, which may combine
        such industry sub-classifications for reporting ease.</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 24 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</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>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></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 COLSPAN="2" STYLE="padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="text-indent: 0in">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; text-align: center">&#8226;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">Fair Value Measurements &#8212; 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:<BR>
<BR></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center">&#8226;</TD>
    <TD STYLE="vertical-align: bottom">Level 1 &#8212; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center">&#8226;</TD>
    <TD STYLE="vertical-align: bottom">Level 2 &#8212; 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>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; text-align: center">&#8226;</TD>
    <TD STYLE="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Level 3 &#8212; 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)</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Trust's 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's policy regarding valuation of investments and derivative financial instruments, refer to the Trust's most recent financial statements as contained in its semi-annual report.<BR>
<BR>
As of May 31, 2015, the following tables summarize the Trust's investments and derivative financial instruments categorized in the disclosure hierarchy:<BR>
<BR></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 96%">&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 STYLE="vertical-align: bottom">
    <TD COLSPAN="17" 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; padding-left: 12pt">Level 1</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; padding-left: 12pt">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; padding-left: 12pt">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="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="16" STYLE="vertical-align: bottom"><B>Assets:</B><SUP> </SUP>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="16" STYLE="vertical-align: bottom">Investments:<SUP> </SUP></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="16" STYLE="vertical-align: bottom">Long-Term Investments:</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Asset-Backed Securities<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">37,979,730</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">7,393,255</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">45,372,985</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Common Stocks<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">96,998,373</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">36,120,483</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">22,510,345</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">155,629,201</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Corporate Bonds<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">1,770,300,175</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">25,329,829</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">1,795,630,004</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Floating Rate Loan Interests<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">205,242,035</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">32,035,422</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">237,277,457</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Investment Companies<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">36,998,295</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">36,998,295</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Non-Agency Mortgage-Backed Securities<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">5,693,809</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">5,693,809</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Other Interests<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">2,006</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">10,978</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">12,984</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Preferred Securities<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">13,698,014</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">94,644,477</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">1,288,097</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">109,630,588</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Warrants<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">171,682</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">119,863</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">291,545</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="16" STYLE="vertical-align: bottom">Short-Term Securities:</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Money Market Funds<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">2,048,017</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">2,048,017</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="16" STYLE="vertical-align: bottom">Options Purchased:</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Equity Contract</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">1,012,068</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">1,012,068</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><B>Total</B></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">150,926,449</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">2,149,982,715</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">88,687,789</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">2,389,596,953</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; 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: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 25 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->25<!-- 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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></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>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&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">Level 1</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Level 2</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Level 3</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Total</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom">Derivative Financial Instruments<SUP>1</SUP></TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><B>Assets:</B><FONT STYLE="vertical-align: baseline"> </FONT></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">Credit 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">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,303,781</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,303,781</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">Forward foreign currency 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">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">842,032</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">842,032</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><B>Liabilities:</B><SUP> </SUP></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">Equity contracts<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(2,667,569)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">(2,667,569)</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">Interest rate contracts</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(138,703)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">(138,703)</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">Forward foreign currency contracts</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(4,020,556)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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;(4,020,556)</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"><B>Total</B></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-top: Black 1pt solid; 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-top: Black 1pt solid; border-bottom: Black 1pt solid">(2,806,272)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; text-indent: 0in; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(874,743)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(3,681,015)</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 10%">&nbsp;</TD>
    <TD STYLE="width: 1%">&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>
    <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, forward foreign currency exchange contracts and options written. Swaps, financial futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument and options written are shown at value.</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: 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 May 31, 2015, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</FONT><BR>
<SUP>&nbsp;</SUP>&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 COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&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">Level 1</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Level 2</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Level 3</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Total</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="17" STYLE="vertical-align: bottom"><B>Assets:</B><SUP> </SUP>&nbsp;</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">Cash<SUP> </SUP></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">384,172</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">384,172</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">Cash pledged as collateral for centrally cleared swaps</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">895,000</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">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">895,000</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">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">6,833,600</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">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">6,833,600</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">Foreign currency at value<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">48,451</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">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">48,451</TD>
    <TD COLSPAN="2" 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 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">Cash received as collateral from OTC derivatives</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(2,200,000)</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">&nbsp;</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">(2,200,000)</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">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">&#8212;</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">(762,000,000)</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">&#8212;</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">(762,000,000)</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><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">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">8,161,223</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(764,200,000)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(756,038,777)</TD>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="18" STYLE="vertical-align: bottom; padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 7%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 10%">&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>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">During the period ended May 31, 2015, there were no transfer between level
1 and level 2.</P>

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


<!-- Field: Page; Sequence: 26 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->26<!-- 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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></B></FONT></TD></TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">A reconciliation of Level 3 investments are presented when the
Trust had a significant amount of Level 3 investments at the beginning and/or end of the period 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>

<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; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; 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-top: Black 1pt solid; 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>Asset-Backed Securities</B></P></TD>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; 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>Corporate Bonds</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; 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-top: Black 1pt solid; 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-top: Black 1pt solid; 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-top: Black 1pt solid; 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-top: Black 1pt solid; 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">&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">&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">&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">&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">&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">&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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">56,896,277</FONT></TD>
    <TD STYLE="width: 8%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$29,135,018</FONT></TD>
    <TD STYLE="width: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="width: 5%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,978</FONT></TD>
    <TD STYLE="width: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="width: 7%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,857</FONT></TD>
    <TD STYLE="width: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</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">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,217</TD>
    <TD STYLE="text-align: right; text-indent: 0in">246,281</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,132,804</FONT></TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,612,984</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">&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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(4,788,406)</FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(11,749,206)</FONT></TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(33,468,284)</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">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">26,290</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5,283</FONT></TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11,882</FONT></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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">202,102</FONT></TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,594</TD>
    <TD COLSPAN="2" STYLE="padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">252,151</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(7,831,416)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,000</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">(10,292,026)</FONT></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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">252,546</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(26,002)</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(17,881,898)</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</SUP></FONT></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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(10,605,109)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,186</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">9,865,861</FONT></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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(793,400)</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(281,536)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">28,538</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(1,561,460)</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">839,758</TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;6,916,780</FONT></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">2,507,469</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">&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">13,431,298</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">551,905</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</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"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">24,247,210</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">&nbsp;</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; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(2,000,925)</FONT></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">(5,898,375)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&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">(9,670,065)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: top; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&#8212;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</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 COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(6,212)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&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">(17,575,577)</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 May 31, 2015</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">22,510,345</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$ 7,393,255</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$ 25,329,829</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">32,035,422</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt 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 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,288,097</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">119,863</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">88,687,789</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">Net change in unrealized appreciation (depreciation) on investments
    still held at May 31, 2015<SUP>3</SUP></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(18,436,521)</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$&nbsp;&nbsp;&nbsp;&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">226,150</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$&nbsp;&nbsp;&nbsp;&nbsp;<FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(509,178)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(757,516)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&#8212;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(281,536)</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,181</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(19,757,420)</FONT></TD></TR>
</TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 145px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 41px">&nbsp;</TD>
    <TD>&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: 1%"><SUP>1</SUP></TD>
    <TD STYLE="vertical-align: top; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: top; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 97%; font-family: Arial, Helvetica, Sans-Serif"><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 May 31, 2015, the Trust used unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $27,015,809 transferred from Level 2 to Level 3 in the disclosure hierarchy.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><SUP>2</SUP></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">As of August 31, 2014, the Trust used significant unobservable inputs in determining the value of certain investments. As of May 31, 2015, the Trust used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $31,651,460 transferred from Level 3 to Level 2 in the disclosure hierarchy.</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><SUP>3</SUP></TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments held as of May 31, 2015 is generally due to investments no longer held or categorized as Level 3 at period end.</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 27 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->27<!-- 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: 63%; padding-right: 5.4pt; padding-left: 5.4pt; font: 14pt Arial, Helvetica, Sans-Serif; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Consolidated
    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: 37%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(98,151,204) 10px solid; padding-top: 6pt"><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; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; color: navy; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><B></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 utilized by the BlackRock Global Valuation Methodologies Committee (the &quot;Global Valuation Committee&quot;) to determine the value of certain of the Trust&#8217;s Level 3 investments as of May 31, 2015. The table does not include Level 3 investments with values based upon unadjusted third party pricing information in the amount of $40,666,402. A significant change in third party pricing information could result in a significantly lower or higher value of such Level 3 investments. </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 NOWRAP STYLE="border-bottom: Black 1pt solid; padding-right: 6pt; padding-left: 6pt">
        <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: 13%; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 21%; padding-right: 6pt; padding-left: 6pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 31%; padding-right: 1.45pt; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="width: 14%; 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">14,720,203</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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">Merger Value</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">$15.44</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">4,269,055</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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>1</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-4.88x</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 NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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>1</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-5.33x</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 NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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">Discontinued Operations Expected Sale Proceeds<SUP>1</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">$60<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">&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">880,363</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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 + 2C (Contingent) Resources Multiple<SUP>1</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<SUP>5</SUP> $0.095</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 NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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>1,2</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">0.05x</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">2,640,721</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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 + 2C (Contingent) Resources Multiple<SUP>1</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<SUP>5 </SUP>$0.24</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 NOWRAP STYLE="vertical-align: top; padding-right: 6pt; padding-left: 6pt; 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">PV-10 Multiple<SUP>1,2</SUP></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">0.10x</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">18,429,155</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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>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">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">1,994,474</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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>1</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">_</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 NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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"><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">83,649</FONT></TD>
    <TD NOWRAP STYLE="padding-right: 6pt; padding-left: 6pt; 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">Delta Adjustment based on daily movement in the common equity<SUP>1</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">120%</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">97,567</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-right: 6pt; padding-left: 6pt; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Black-Scholes</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">Implied Volatility<SUP>1</SUP></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">58.762%</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 1pt 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 1pt 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">48,021,387</FONT></TD>
    <TD NOWRAP STYLE="border-top: Black 1pt solid; padding-right: 6pt; padding-left: 6pt; 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%; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 99%; 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; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Present value of estimated future oil and gas revenues, net of estimated direct expenses discounted at an annual discount rate of 10%.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><SUP>3</SUP></FONT></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; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><SUP>4</SUP></FONT></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>
<TR>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><SUP>5</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Canadian Dollar.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 28 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; 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%">MAY 31, 2015</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->28<!-- 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 CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.6in; text-align: left">Item 2 &ndash;</TD><TD STYLE="text-align: justify">Controls and Procedures</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.6in; text-align: left">2(a) &ndash;</TD><TD STYLE="text-align: left">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 &ldquo;1940 Act&rdquo;)) 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.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.6in; text-align: left">2(b) &ndash;</TD><TD STYLE="text-align: left">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.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0"></TD><TD STYLE="width: 0.6in; text-align: left">Item 3 &ndash;</TD><TD STYLE="text-align: justify">Exhibits</TD>
</TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: justify">Certifications
&ndash; Attached hereto</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: left">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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: justify">BlackRock Corporate High Yield Fund, Inc.</P>


<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.6in"></TD><TD STYLE="width: 0.6in; text-align: left">By:</TD><TD STYLE="text-align: justify"><U>/s/ John M. Perlowski</U></TD>
</TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">John
M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">Chief
Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">BlackRock Corporate High Yield Fund, Inc.</P>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: justify">Date:
July 23, 2015</P>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: left">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.</P>


<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.6in"></TD><TD STYLE="width: 0.6in; text-align: left">By:</TD><TD STYLE="text-align: justify"><U>/s/ John M. Perlowski</U></TD>
</TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">John
M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">Chief
Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">BlackRock Corporate High Yield Fund, Inc.</P>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: justify">Date:
July 23, 2015</P>


<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top; text-align: justify">
<TD STYLE="width: 0.6in"></TD><TD STYLE="width: 0.6in; text-align: left">By:</TD><TD STYLE="text-align: justify"><U>/s/ Neal J. Andrews</U></TD>
</TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">Neal
J. Andrews</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">Chief
Financial Officer (principal financial officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 1.2in; text-indent: 0in; text-align: justify">BlackRock Corporate High Yield Fund, Inc.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 10pt; margin-left: 0.6in; text-indent: 0in; text-align: justify">Date:
July 23, 2015</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e65201ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.25pt; text-indent: -0.25pt; background-color: White"><FONT STYLE="font-family: Times New Roman, Times, Serif; vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 11pt Cambria, Times, Serif; margin: 0; text-indent: 0in; background-color: White; border-bottom: Black 1pt solid; padding-bottom: 10pt"><FONT STYLE="font-family: Times New Roman, Times, Serif"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE<BR>SARBANES-OXLEY ACT OF 2002</B></FONT></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">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"><FONT STYLE="font-size: 11pt">Date:</FONT>
<FONT STYLE="font-size: 11pt">July 23, 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="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.25pt; text-indent: -0.25pt; background-color: White"><FONT STYLE="font-family: Times New Roman, Times, Serif; vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 11pt Cambria, Times, Serif; margin: 0; text-indent: 0in; background-color: White; border-bottom: Black 1pt solid; padding-bottom: 10pt"><FONT STYLE="font-family: Times New Roman, Times, Serif"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE<BR>SARBANES-OXLEY ACT OF 2002</B></FONT></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"><FONT STYLE="font-size: 11pt">Date</FONT>:
<FONT STYLE="font-size: 11pt">July 23, 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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