<SEC-DOCUMENT>0000891092-15-000459.txt : 20150122
<SEC-HEADER>0000891092-15-000459.hdr.sgml : 20150122
<ACCEPTANCE-DATETIME>20150122125338
ACCESSION NUMBER:		0000891092-15-000459
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20141130
FILED AS OF DATE:		20150122
DATE AS OF CHANGE:		20150122
EFFECTIVENESS DATE:		20150122

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK CORE BOND TRUST
		CENTRAL INDEX KEY:			0001160864
		IRS NUMBER:				522346891
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-10543
		FILM NUMBER:		15541067

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		888-825-2257

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>e62250nq.htm
<DESCRIPTION>FORM N-Q
<TEXT>
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<P STYLE="margin: 0"></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<BR>MANAGEMENT INVESTMENT COMPANY</B></P>

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number: 811-10543</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 Core Bond
Trust (BHK)</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 Core Bond Trust,<BR>55 East 52<SUP>nd</SUP> Street, New York, NY 10055</P>

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

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

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

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

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

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

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

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


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

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

<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Asset-Backed Securities&nbsp;&mdash; 10.3%</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">AmeriCredit Automobile Receivables Trust, Series 2011-5, Class C, 3.44%, 10/08/17</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">800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">814,882</td>
    <TD STYLE="font: 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 CDO XI, Series 2012-11A, Class D, 4.48%, 1/17/23 (a)(b)</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">1,200</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-align: right; text-indent: -0.1in">1,182,980</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">Apidos CLO XIX, Series 2014-19A, Class D, 3.98%, 10/17/26 (a)(b)</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">1,000</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-align: right; text-indent: -0.1in">951,240</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">Ares clo ltd., Series 2014-32A, Class C, 4.34%, 11/15/25 (a)(b)(c)</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">1,250</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-align: right; text-indent: -0.1in">1,214,500</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">Ares XXIII CLO, Ltd., Series 2012-1AR (a)(b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 CR, 3.43%, 4/19/23</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</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">3,980,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class DR, 4.38%, 4/19/23</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">3,000</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">2,977,125</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">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24 (a)(b)</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">1,500</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-align: right; text-indent: -0.1in">1,419,249</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Babson CLO Ltd. (a):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2012-1X, Class B, 2.73%, 4/15/22</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">1,000</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">972,443</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-3A, Class C1, 3.23%, 1/15/26 (b)</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">2,000</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">1,949,000</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 2014-3A, Class D1, 3.73%, 1/15/26 (b)</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">1,500</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">1,412,100</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">Battalion CLO VII Ltd., Series 2014-7A, Class C, 4.10%, 10/17/26 (a)(b)</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">2,000</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-align: right; text-indent: -0.1in">1,890,994</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">Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class C, 3.48%, 1/20/26 (a)(b)</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">1,000</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-align: right; text-indent: -0.1in">908,596</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Benefit Street Partners CLO V Ltd., Series 2014-VA, Class C, 3.10%, 10/20/26 (a)(b)</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">1,500</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-align: right; text-indent: -0.1in">1,446,207</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brookside Mill CLO Ltd., Series 2013-1A, Class C1, 2.93%, 4/17/25 (a)(b)</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">1,000</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-align: right; text-indent: -0.1in">954,563</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">CarMax Auto Owner Trust, Series 2012-1:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 1.76%, 8/15/17</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">420</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">424,759</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 2.20%, 10/16/17</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">250</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">254,161</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 3.09%, 8/15/18</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">315</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">319,924</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CenterPoint Energy Transition Bond Co. LLC, Series 2012-1, Class A3, 3.03%, 10/15/25</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">2,210</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-align: right; text-indent: -0.1in">2,268,393</td>
    <TD STYLE="font: 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-IV Ltd., Series 2014-4A, Class D, 3.68%, 10/17/26 (a)(b)</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">2,000</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-align: right; text-indent: -0.1in">1,845,127</td>
    <TD STYLE="font: 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. (a)(b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2012-1AR, Class B1R, 4.38%, 8/14/24</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">1,500</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">1,473,908</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">Series 2013-IA, Class B, 3.04%, 4/16/25</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">1,000</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">960,592</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">Countrywide Asset-Backed Certificates, Series 2006-13, Class 3AV2, 0.30%, 1/25/37 (a)</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">803</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-align: right; text-indent: -0.1in">755,921</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities (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">Dryden 34 Senior Loan Fund, Series 2014-34A, Class C, 3.09%, 10/15/26 (a)(b)</td>
    <TD 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">2,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,926,867</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ford Credit Floorplan Master Owner Trust, Series 2012-2:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 2.32%, 1/15/19</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">490</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">500,831</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 2.86%, 1/15/19</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">210</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">217,024</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 3.50%, 1/15/19</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">400</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">417,609</td>
    <TD STYLE="font: 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, 3.23%, 10/15/26 (a)(b)</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">1,625</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-align: right; text-indent: -0.1in">1,580,709</td>
    <TD STYLE="font: 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 XV CLO Ltd., Series 2013-15A, Class C, 2.83%, 4/15/25 (a)(b)</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">1,000</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-align: right; text-indent: -0.1in">955,005</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">GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class D, 3.82%, 10/29/26 (a)(b)</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">1,000</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-align: right; text-indent: -0.1in">944,785</td>
    <TD STYLE="font: 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 Ltd., Series 2012-2A, Class C, 3.68%, 10/15/22 (a)(b)</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">1,500</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-align: right; text-indent: -0.1in">1,500,097</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Limerock CLO III LLC, Series 2014-3A, Class C, 3.83%, 10/20/26 (a)(b)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,500</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-align: right; text-indent: -0.1in">4,210,200</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">NACM CLO I, Series 2006-1A, Class B, 0.98%, 6/20/19 (a)(b)</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">5,000</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-align: right; text-indent: -0.1in">4,921,258</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nelnet Student Loan Trust (a):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-1, Class A5, 0.34%, 8/23/27</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">1,050</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">1,038,484</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2008-3, Class A4, 1.88%, 11/25/24</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">1,235</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">1,293,161</td>
    <TD STYLE="font: 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 C, 3.98%, 11/14/25 (a)(b)(c)</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">2,250</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-align: right; text-indent: -0.1in">2,115,900</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">Octagon Investment Partners XX Ltd., Series 2014-1A (a)(b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 3.04%, 8/12/26</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">1,000</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">956,333</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 3.89%, 8/12/26</td>
    <TD 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">1,000</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">942,897</td>
    <TD STYLE="font: 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 XXI Ltd., Series 2014-1A, Class C, 3.88%, 11/14/26 (a)(b)</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">2,000</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-align: right; text-indent: -0.1in">1,883,000</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">Octagon Investment Partners XXII Ltd., Series 2014-1A, Class C1, 3.54%, 11/22/25 (a)(b)(c)</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">2,000</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-align: right; text-indent: -0.1in">1,968,200</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">OZLM Funding III, Ltd., Series 2013-3A (a)(b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 3.33%, 1/22/25</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">1,500</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">1,459,919</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 4.13%, 1/22/25</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">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">480,390</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">OZLM VII Ltd., Series 2014-7A, Class C, 3.86%, 7/17/26 (a)(b)</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">470</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-align: right; text-indent: -0.1in">439,329</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">OZLM VIII, Ltd., Series 2014-8A, Class C, 3.78%, 10/17/26 (a)(b)</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">2,000</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-align: right; text-indent: -0.1in">1,856,767</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Regatta V Funding Ltd., Series 2014-1A, Class C, 3.68%, 10/25/26 (a)(b)</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">2,000</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-align: right; text-indent: -0.1in">1,849,456</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities (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">Santander Drive Auto Receivables Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2011-1, Class D, 4.01%, 2/15/17</td>
    <TD 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">1,880</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,919,623</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-1, Class B, 2.72%, 5/16/16</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</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">1,966</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-1, Class C, 3.78%, 11/15/17</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">650</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">659,551</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">Silver Spring CLO Ltd., Series 2014-1A, Class D, 3.72%, 10/15/26 (a)(b)</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">2,250</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-align: right; text-indent: -0.1in">2,059,481</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SLM Private Credit Student Loan Trust, Series 2004-B, Class A2, 0.43%, 6/15/21 (a)</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">201</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-align: right; text-indent: -0.1in">199,797</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SLM Private Education Loan Trust, Series 2012-A, Class A1, 1.55%, 8/15/25 (a)(b)</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">345</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-align: right; text-indent: -0.1in">348,553</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SLM Student Loan Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2008-5, Class A3, 1.53%, 1/25/18 (a)</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">698</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">702,026</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2008-5, Class A4, 1.93%, 7/25/23 (a)</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">1,245</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">1,294,263</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-A, Class A2, 3.83%, 1/17/45 (b)</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">690</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">729,923</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-A, Class B, 3.50%, 11/15/44 (b)</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">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">494,207</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Small Business Administration Participation Certificates, Series 1996-20K, Class 1, 6.95%, 11/01/16</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</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-align: right; text-indent: -0.1in">50,210</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Steele Creek CLO 2014-1 Ltd., Series 2014-1A, Class C, 3.43%, 8/21/26 (a)(b)</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">2,500</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-align: right; text-indent: -0.1in">2,429,500</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">Structured Asset Securities Corp., Series 2002-AL1, Class A2, 3.45%, 2/25/32</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">990</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-align: right; text-indent: -0.1in">985,497</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Symphony CLO VII, Ltd., Series 2011-7A, Class E, 3.83%, 7/28/21 (a)(b)</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">1,500</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-align: right; text-indent: -0.1in">1,477,500</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">Venture CDO Ltd., 3.39%, 10/15/26 (a)(b)</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">1,550</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-align: right; text-indent: -0.1in">1,499,908</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">Voya CLO Ltd., Series 2014-3A, Class C, 3.83%, 7/25/26 (a)(b)</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">1,750</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-align: right; text-indent: -0.1in">1,647,962</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">World Financial Network Credit Card Master Trust, Series 2012-C, Class C, 4.55%, 8/15/22</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">2,360</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-align: right; text-indent: -0.1in">2,472,119</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">82,807,196</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Interest Only Asset-Backed Securities&nbsp;&mdash; 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">Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (b)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,751</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-align: right; text-indent: -0.1in">328,114</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Asset-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Interest Only Asset-Backed Securities (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">Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 4/15/29 (b)</td>
    <TD 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">6,467</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">436,526</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">764,640</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Asset-Backed Securities</b> &mdash; <b>10.4%</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">83,571,836</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Aerospace &amp; Defense&nbsp;&mdash; 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">Huntington Ingalls Industries, Inc., 7.13%, 3/15/21</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">460</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-align: right; text-indent: -0.1in">499,675</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">United Technologies Corp. (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 5/01/15</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">2,375</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">2,419,572</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 7/15/38</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">1,450</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">1,894,013</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">4,813,260</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Airlines&nbsp;&mdash; 2.0%</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">American Airlines Pass-Through Trust, Series 2013-2:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 A, 4.95%, 1/15/23 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,447</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,758,327</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 5.60%, 7/15/20 (b)</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">976</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">995,335</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 2010-1, Class B, 6.00%, 7/12/20</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</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">871,490</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">Series 2012-3, Class C, 6.13%, 4/29/18</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">1,000</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">1,062,500</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">United Airlines Pass-Through Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 A, 4.30%, 2/15/27</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">4,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,140,000</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 2014-2, Class B, 4.63%, 3/03/24</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">2,750</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">2,688,125</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">US Airways Pass-Through Trust, Series 2012-1, Class C, 9.13%, 10/01/15</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">1,734</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-align: right; text-indent: -0.1in">1,799,084</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">16,314,861</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Auto Components&nbsp;&mdash; 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">Icahn Enterprises LP/Icahn Enterprises Finance Corp.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">182</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">179,953</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 3/15/19</td>
    <TD 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">2,660</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">2,693,250</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">6.00%, 8/01/20</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">1,906</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">1,984,527</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">1,578</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">1,609,560</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">6,467,290</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Automobiles&nbsp;&mdash; 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">Ford Motor Co., 4.75%, 1/15/43 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,255</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-align: right; text-indent: -0.1in">4,396,849</td>
    <TD STYLE="font: 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., 6.25%, 10/02/43</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">2,506</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-align: right; text-indent: -0.1in">2,913,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Automobiles (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">Jaguar Land Rover Automotive PLC, 4.13%, 12/15/18 (b)</td>
    <TD 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">1,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,533,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">8,843,824</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Banks&nbsp;&mdash; 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">Barclays Bank PLC, 7.63%, 11/21/22</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">3,500</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-align: right; text-indent: -0.1in">3,863,125</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">CIT Group, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 (b)</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">796</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">843,760</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 5/15/20</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">3,300</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">3,506,250</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">Depfa ACS Bank, 5.13%, 3/16/37 (b)</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">7,925</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-align: right; text-indent: -0.1in">9,672,304</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSBC Bank Brasil SA - Banco Multiplo, 4.00%, 5/11/16 (b)</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">2,800</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-align: right; text-indent: -0.1in">2,872,800</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">HSBC Bank PLC, 3.10%, 5/24/16 (b)</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">1,395</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-align: right; text-indent: -0.1in">1,445,959</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">HSBC Holdings PLC:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/14/24 (d)</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">2,020</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">2,099,097</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.10%, 1/14/42</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">610</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">800,249</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Rabobank Nederland (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.88%, 2/08/22</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">2,780</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">2,964,926</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">3.95%, 11/09/22</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">3,000</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">3,058,593</td>
    <TD STYLE="font: 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., 3.50%, 3/08/22 (d)</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">2,780</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-align: right; text-indent: -0.1in">2,902,598</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">34,029,661</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Building Products&nbsp;&mdash; 0.1%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cemex SAB de CV, 5.88%, 3/25/19 (b)</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">400</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-align: right; text-indent: -0.1in">404,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Capital Markets&nbsp;&mdash; 3.9%</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">CDP Financial, Inc., 5.60%, 11/25/39 (b)(d)</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">5,890</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-align: right; text-indent: -0.1in">7,524,776</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Group AG, 7.50% (a)(b)(e)</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">3,000</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-align: right; text-indent: -0.1in">3,172,500</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">The Goldman Sachs Group, Inc. (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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</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">2,435</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">2,745,740</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 7/27/21</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">6,340</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">7,149,637</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 1/24/22</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">3,615</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,185,772</td>
    <TD STYLE="font: 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:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/24/15</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">810</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">827,696</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/28/17 (d)</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">3,855</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,324,262</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Murray Street Investment Trust I, 4.65%, 3/09/17 (d)(f)</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">1,645</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-align: right; text-indent: -0.1in">1,755,330</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">31,685,713</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Chemicals&nbsp;&mdash; 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">Axalta Coating Systems US Holdings, Inc./Axalta Coating Systems Dutch Holding BV, 7.38%, 5/01/21 (b)</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">302</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-align: right; text-indent: -0.1in">326,160</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">Axiall Corp., 4.88%, 5/15/23</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">304</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-align: right; text-indent: -0.1in">294,120</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; 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">The Dow Chemical Co., 4.13%, 11/15/21</td>
    <TD 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">700</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">747,544</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">Huntsman International LLC, 4.88%, 11/15/20</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">595</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-align: right; text-indent: -0.1in">605,412</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Methanex Corp., 3.25%, 12/15/19</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,148</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-align: right; text-indent: -0.1in">4,186,104</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-indent: -0.1in">PetroLogistics LP/PetroLogistics Finance Corp., 6.25%, 4/01/20</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">322</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-align: right; text-indent: -0.1in">350,175</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">Rockwood Specialties Group, Inc., 4.63%, 10/15/20</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">3,600</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-align: right; text-indent: -0.1in">3,762,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">10,271,515</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Commercial Services &amp; Supplies&nbsp;&mdash; 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">ADS Waste Holdings, Inc., 8.25%, 10/01/20</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">491</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-align: right; text-indent: -0.1in">515,550</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">Aviation Capital Group Corp. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 1/31/18</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">1,300</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">1,352,941</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 10/15/20</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">1,800</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">2,075,290</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">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (b)</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">325</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-align: right; text-indent: -0.1in">325,000</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">Mobile Mini, Inc., 7.88%, 12/01/20</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">1,640</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-align: right; text-indent: -0.1in">1,754,800</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">The ADT Corp., 4.88%, 7/15/42</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">1,078</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-align: right; text-indent: -0.1in">892,045</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">United Rentals North America, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/15/18</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">388</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">405,460</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 5/15/20</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">770</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">831,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 4/15/22</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">907</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">1,002,235</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">9,154,921</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Communications Equipment&nbsp;&mdash; 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">ADC Telecommunications, Inc., 3.50%, 7/15/15 (g)</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">8,670</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-align: right; text-indent: -0.1in">8,735,025</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">Zayo Group LLC/Zayo Capital, Inc., 8.13%, 1/01/20</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">954</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-align: right; text-indent: -0.1in">1,018,395</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">9,753,420</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Construction &amp; Engineering&nbsp;&mdash; 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">ABB Finance USA, Inc., 4.38%, 5/08/42</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">386</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-align: right; text-indent: -0.1in">408,727</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">BlueLine Rental Finance Corp., 7.00%, 2/01/19 (b)</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">192</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-align: right; text-indent: -0.1in">199,200</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">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (b)</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">400</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-align: right; text-indent: -0.1in">403,260</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">1,011,187</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Construction Materials&nbsp;&mdash; 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">Allegion US Holding Co., Inc., 5.75%, 10/01/21</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">894</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-align: right; text-indent: -0.1in">938,700</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">HD Supply, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 4/15/19</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">3,769</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,095,018</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">3,088</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">3,257,840</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; 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">Lafarge SA, 7.13%, 7/15/36</td>
    <TD 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">270</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">315,900</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">8,607,458</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Consumer Finance&nbsp;&mdash; 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">Discover Financial Services, 3.85%, 11/21/22</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">500</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-align: right; text-indent: -0.1in">508,108</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ford Motor Credit Co. LLC:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 8/15/17</td>
    <TD 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">280</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">314,868</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 1/15/20</td>
    <TD 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">2,530</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">3,166,368</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 9/20/22</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">1,600</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">1,693,098</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">SLM Corp., 6.25%, 1/25/16</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">1,312</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-align: right; text-indent: -0.1in">1,371,040</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">7,053,482</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Containers &amp; Packaging&nbsp;&mdash; 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">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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">182</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-align: right; text-indent: -0.1in">191,327</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sealed Air Corp. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 12/01/20</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">1,100</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">1,210,000</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">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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">450</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">506,250</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">Smurfit Kappa Acquisitions, 4.88%, 9/15/18 (b)</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">820</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-align: right; text-indent: -0.1in">842,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">2,750,127</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 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">APX Group, Inc., 6.38%, 12/01/19</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">535</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-align: right; text-indent: -0.1in">512,263</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">Service Corp. International, 4.50%, 11/15/20</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">1,240</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-align: right; text-indent: -0.1in">1,215,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">1,727,463</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 8.3%</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">Aircastle Ltd., 6.25%, 12/01/19</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">1,413</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-align: right; text-indent: -0.1in">1,515,442</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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%, 2/15/17</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">3,000</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">3,153,750</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">6.25%, 12/01/17</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">320</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">346,000</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">8.00%, 3/15/20</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">900</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">1,066,500</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">8.00%, 11/01/31</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">600</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">754,500</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">Bank of America Corp.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/01/20 (d)</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</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">2,522,309</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.30%, 1/11/23 (d)</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">10,000</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">10,007,710</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series X, 6.25% (a)(e)</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">3,570</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">3,549,919</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Capital One Financial Corp., 4.75%, 7/15/21</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">1,935</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-align: right; text-indent: -0.1in">2,142,453</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Agricole SA, 6.63% (a)(b)(e)</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">1,400</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-align: right; text-indent: -0.1in">1,375,500</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">FMR LLC, 4.95%, 2/01/33 (b)(d)</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">2,300</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-align: right; text-indent: -0.1in">2,549,596</td>
    <TD STYLE="font: 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 Electric Capital Corp.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 3/15/32</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">2,500</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">3,352,230</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">6.15%, 8/07/37 (d)</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">2,150</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">2,733,824</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">6.88%, 1/10/39</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">135</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">187,130</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">General Motors Financial Co., Inc., 4.25%, 5/15/23</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">807</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-align: right; text-indent: -0.1in">825,069</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">IntercontinentalExchange Group, Inc., 4.00%, 10/15/23</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">470</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-align: right; text-indent: -0.1in">496,440</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Diversified Financial Services (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Intesa Sanpaolo SpA, 5.02%, 6/26/24 (b)</td>
    <TD 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">2,290</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,281,880</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">Jefferies Finance LLC/JFIN Co-Issuer Corp., 7.38%, 4/01/20 (b)</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">2,500</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-align: right; text-indent: -0.1in">2,412,500</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">JPMorgan Chase &amp; Co. (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.70%, 1/20/15</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">3,425</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">3,441,104</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.30%, 4/23/19</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">3,375</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">3,935,942</td>
    <TD STYLE="font: 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 Bank NA, 6.00%, 10/01/17</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">1,600</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-align: right; text-indent: -0.1in">1,792,786</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Moody's Corp., 4.50%, 9/01/22</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">1,800</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-align: right; text-indent: -0.1in">1,933,239</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Northern Trust Corp., 3.95%, 10/30/25 (d)</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">8,000</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-align: right; text-indent: -0.1in">8,380,344</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">Reynolds Group Issuer, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 4/15/19</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">400</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">414,250</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">7.88%, 8/15/19</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">1,120</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">1,192,800</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">5.75%, 10/15/20</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">2,000</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">2,057,500</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">6.88%, 2/15/21</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">1,935</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">2,043,844</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">66,464,561</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 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">CenturyLink, Inc., Series V, 5.63%, 4/01/20</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">800</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-align: right; text-indent: -0.1in">844,000</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">Level 3 Financing, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 7/01/19</td>
    <TD 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">1,369</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">1,457,985</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 7/15/20</td>
    <TD 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">1,230</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">1,337,625</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">Telecom Italia Capital SA, 6.00%, 9/30/34</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">1,550</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-align: right; text-indent: -0.1in">1,553,875</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">Verizon Communications, Inc. (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 11/01/21</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">1,000</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">1,029,798</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.40%, 2/15/38</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">6,879</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">8,555,027</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.55%, 9/15/43</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">6,751</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">8,719,909</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Windstream Corp.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 11/01/17</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">200</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">220,625</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">7.75%, 10/15/20</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">100</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">104,950</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">6.38%, 8/01/23</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">20</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">19,300</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">23,843,094</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Electric Utilities&nbsp;&mdash; 5.7%</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">The Cleveland Electric Illuminating Co.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 11/15/18</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">242</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">302,251</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 12/15/36</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">434</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">505,403</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">CMS Energy Corp., 5.05%, 3/15/22</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">1,832</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-align: right; text-indent: -0.1in">2,045,034</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ComEd Financing III, 6.35%, 3/15/33</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">300</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-align: right; text-indent: -0.1in">306,750</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">Duke Energy Carolinas LLC:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.10%, 6/01/37</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">640</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">822,843</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 1/15/38 (d)</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">1,675</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">2,178,180</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 12/15/41 (d)</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">750</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">778,442</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Duke Energy Florida, Inc., 6.40%, 6/15/38 (d)</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">770</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-align: right; text-indent: -0.1in">1,043,783</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; 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">E.ON International Finance BV, 6.65%, 4/30/38 (b)(d)</td>
    <TD 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">3,100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,048,293</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Electricite de France SA, 5.60%, 1/27/40 (b)(d)</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">2,800</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-align: right; text-indent: -0.1in">3,309,916</td>
    <TD STYLE="font: 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 Power Corp., 6.35%, 9/15/37 (d)</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">2,775</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-align: right; text-indent: -0.1in">3,754,664</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Georgia Power Co., 3.00%, 4/15/16</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">800</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-align: right; text-indent: -0.1in">825,002</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">Jersey Central Power &amp; Light Co., 7.35%, 2/01/19</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">490</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-align: right; text-indent: -0.1in">582,881</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">MidAmerican Energy Holdings Co., 6.50%, 9/15/37 (d)</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">5,515</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-align: right; text-indent: -0.1in">7,228,643</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ohio Power Co., Series D, 6.60%, 3/01/33</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">3,000</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-align: right; text-indent: -0.1in">3,889,929</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">PacifiCorp, 6.25%, 10/15/37</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">1,225</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-align: right; text-indent: -0.1in">1,609,291</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Public Service Co. of Colorado, Series 17, 6.25%, 9/01/37 (d)</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">2,550</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-align: right; text-indent: -0.1in">3,427,623</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Southern California Edison Co.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/01/36</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">1,300</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">1,630,399</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 5.95%, 2/01/38 (d)</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">2,175</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">2,812,007</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Virginia Electric and Power Co., Series A, 6.00%, 5/15/37 (d)</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">3,920</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-align: right; text-indent: -0.1in">5,027,357</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">46,128,691</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Energy Equipment &amp; Services&nbsp;&mdash; 2.3%</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">Calfrac Holdings LP, 7.50%, 12/01/20 (b)</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">940</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-align: right; text-indent: -0.1in">846,000</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">Ensco PLC:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/15/16</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">320</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">328,935</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.70%, 3/15/21 (d)</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">3,490</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">3,663,167</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">EOG Resources, Inc., 2.63%, 3/15/23 (d)</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">3,800</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-align: right; text-indent: -0.1in">3,670,618</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">Genesis Energy LP/Genesis Energy Finance Corp., 5.75%, 2/15/21</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">142</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-align: right; text-indent: -0.1in">140,580</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">GrafTech International Ltd., 6.38%, 11/15/20</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">1,160</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-align: right; text-indent: -0.1in">1,078,800</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">MEG Energy Corp., 6.50%, 3/15/21 (b)</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">560</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-align: right; text-indent: -0.1in">515,200</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">Noble Holding International Ltd., 5.25%, 3/15/42</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">700</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-align: right; text-indent: -0.1in">614,257</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 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">2,507</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">2,387,917</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/15/21 (d)</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">2,483</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,327,812</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Seadrill Ltd., 6.13%, 9/15/17 (b)</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">3,180</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-align: right; text-indent: -0.1in">2,949,450</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">18,522,736</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Food &amp; Staples Retailing&nbsp;&mdash; 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">Rite Aid Corp., 6.75%, 6/15/21</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">558</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-align: right; text-indent: -0.1in">584,505</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Food Products&nbsp;&mdash; 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">Barry Callebaut Services NV, 5.50%, 6/15/23 (b)</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">1,293</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-align: right; text-indent: -0.1in">1,372,481</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kraft Foods Group, Inc., 5.00%, 6/04/42</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">1,994</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-align: right; text-indent: -0.1in">2,155,809</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Food Products (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Smithfield Foods, Inc., 5.88%, 8/01/21 (b)</td>
    <TD 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">338</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">358,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">3,886,570</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&mdash; 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">Boston Scientific Corp., 6.25%, 11/15/15</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">2,511</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-align: right; text-indent: -0.1in">2,637,213</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">Teleflex, Inc., 6.88%, 6/01/19</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">770</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-align: right; text-indent: -0.1in">806,575</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">3,443,788</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 4.1%</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">Aviv Healthcare Properties LP/Aviv Healthcare Capital Corp., 7.75%, 2/15/19</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">710</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-align: right; text-indent: -0.1in">745,500</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">CHS/Community Health Systems, Inc., 5.13%, 8/15/18</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">800</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-align: right; text-indent: -0.1in">823,000</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">ConvaTec Healthcare E SA, 7.38%, 12/15/17 (b)</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">988</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-align: right; text-indent: -0.1in">1,279,206</td>
    <TD STYLE="font: 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 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</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-align: right; text-indent: -0.1in">303,518</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">HCA, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">264</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">262,977</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,322</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,781,212</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 5/01/23</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">2,322</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">2,336,512</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 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">1,609</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">1,741,743</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">1,244</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">1,323,305</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">766</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">752,595</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 10/01/21</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">3,530</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">3,450,575</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 4/01/22</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">2,317</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">2,589,247</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UnitedHealth Group, Inc., 2.88%, 3/15/22 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</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-align: right; text-indent: -0.1in">4,018,060</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WellPoint, Inc., 4.65%, 1/15/43 (d)</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">8,000</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-align: right; text-indent: -0.1in">8,204,672</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">32,612,122</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 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">Caesars Entertainment Resort Properties LLC/Caesars Entertainment Resort Property, 8.00%, 10/01/20 (b)</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">2,120</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-align: right; text-indent: -0.1in">2,077,600</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">Six Flags Entertainment Corp., 5.25%, 1/15/21 (b)</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">1,724</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-align: right; text-indent: -0.1in">1,728,310</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 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">3,393</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">5,458,282</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">1,230</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">1,912,011</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series M, 7.40%, 3/28/24</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">3,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,866,410</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">Series N, 6.46%, 3/30/32</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">2,390</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">3,393,549</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">19,436,162</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Household Durables&nbsp;&mdash; 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">Beazer Homes USA, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">580</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">607,550</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Household Durables (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Beazer Homes USA, Inc.&nbsp;(concluded):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">166</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">167,245</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">Standard Pacific Corp., 10.75%, 9/15/16</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">2,100</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-align: right; text-indent: -0.1in">2,404,500</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">Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (b)</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">746</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-align: right; text-indent: -0.1in">749,730</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">Tri Pointe Holdings, Inc. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">430</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">425,700</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%, 6/15/24</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">290</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">295,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">4,650,525</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Household Products&nbsp;&mdash; 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">Spectrum Brands, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">400</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">423,000</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">6.63%, 11/15/22</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">550</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">585,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">1,008,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&mdash; 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">Calpine Corp. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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</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">274</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">292,495</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/24</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">194</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">206,125</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">NRG REMA LLC, Series C, 9.68%, 7/02/26</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">1,537</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-align: right; text-indent: -0.1in">1,659,960</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">2,158,580</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Industrial Conglomerates&nbsp;&mdash; 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">Smiths Group PLC, 3.63%, 10/12/22 (b)</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">360</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-align: right; text-indent: -0.1in">360,018</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Insurance&nbsp;&mdash; 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">A-S Co-Issuer Subsidiary, Inc./A-S Merger Sub LLC, 7.88%, 12/15/20 (b)</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">1,221</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-align: right; text-indent: -0.1in">1,260,683</td>
    <TD STYLE="font: 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., 5.45%, 5/18/17 (d)</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">1,600</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-align: right; text-indent: -0.1in">1,757,174</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AXA SA, 5.25%, 4/16/40 (a)</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">500</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-align: right; text-indent: -0.1in">705,069</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">Five Corners Funding Trust, 4.42%, 11/15/23 (b)</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">2,050</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-align: right; text-indent: -0.1in">2,193,043</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hartford Financial Services Group, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">690</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">788,205</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">5.13%, 4/15/22</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">1,860</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">2,094,066</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">Liberty Mutual Group, Inc., 6.50%, 5/01/42 (b)</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">2,000</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-align: right; text-indent: -0.1in">2,428,254</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lincoln National Corp., 6.25%, 2/15/20</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">1,260</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-align: right; text-indent: -0.1in">1,479,159</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Manulife Financial Corp., 3.40%, 9/17/15 (d)</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">3,255</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-align: right; text-indent: -0.1in">3,326,786</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MetLife, Inc., 6.40%, 12/15/66 (d)</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">7,000</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-align: right; text-indent: -0.1in">7,783,125</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">Montpelier Re Holdings Ltd., 4.70%, 10/15/22</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">900</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-align: right; text-indent: -0.1in">931,526</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Insurance (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">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (b)</td>
    <TD 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">680</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">727,600</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">Muenchener Rueckversicherungs AG, 6.00%, 5/26/41 (a)</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">400</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-align: right; text-indent: -0.1in">601,551</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">Prudential Financial, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 9/17/15</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">1,220</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">1,262,316</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 (d)</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">550</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">666,954</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 6/21/20 (d)</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">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">568,458</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 11/15/20 (d)</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">850</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">931,044</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">5.90%, 3/17/36 (d)</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">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">596,839</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 12/14/36 (d)</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">1,625</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">1,911,206</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">32,013,058</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Internet Software &amp; Services&nbsp;&mdash; 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">Equinix, Inc., 4.88%, 4/01/20</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">173</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-align: right; text-indent: -0.1in">173,433</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">VeriSign, Inc., 4.63%, 5/01/23</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">690</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-align: right; text-indent: -0.1in">677,925</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">851,358</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">IT Services&nbsp;&mdash; 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">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (b)</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">420</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-align: right; text-indent: -0.1in">468,300</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">First Data Corp. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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</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">980</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">1,031,450</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">8.88%, 8/15/20</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">1,000</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">1,075,000</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">6.75%, 11/01/20</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">2,384</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">2,538,960</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">5,113,710</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Life Sciences Tools &amp; Services&nbsp;&mdash; 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">Agilent Technologies, Inc., 3.20%, 10/01/22</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">500</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-align: right; text-indent: -0.1in">486,654</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Marine&nbsp;&mdash; 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">Nakilat, Inc., Series A, 6.07%, 12/31/33 (b)(d)</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">2,150</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-align: right; text-indent: -0.1in">2,453,688</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Media&nbsp;&mdash; 5.7%</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">AMC Networks, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">640</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">696,000</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 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">686</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">677,425</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cinemark USA, Inc., 5.13%, 12/15/22</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">350</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-align: right; text-indent: -0.1in">343,000</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">Clear Channel Worldwide Holdings, Inc., Series B, 6.50%, 11/15/22</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,980</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-align: right; text-indent: -0.1in">5,184,655</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22 (d)</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">2,600</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-align: right; text-indent: -0.1in">3,746,288</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">Comcast Corp., 6.45%, 3/15/37 (d)</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</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-align: right; text-indent: -0.1in">1,028,002</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">Cox Communications, Inc. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.95%, 6/01/38</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">1,000</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">1,264,740</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/01/39</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">3,475</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,985,954</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/01/41</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">520</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">612,863</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; 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">DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.&nbsp;(concluded):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.15%, 3/15/42</td>
    <TD 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">1,400</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,439,722</td>
    <TD STYLE="font: 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 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">666</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-align: right; text-indent: -0.1in">689,310</td>
    <TD STYLE="font: 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., 9.00%, 12/15/19</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">611</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-align: right; text-indent: -0.1in">600,308</td>
    <TD STYLE="font: 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 (b)</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">1,000</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-align: right; text-indent: -0.1in">997,500</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">Intelsat Jackson Holdings SA, 5.50%, 8/01/23</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">700</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-align: right; text-indent: -0.1in">689,500</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">The Interpublic Group of Cos., Inc., 3.75%, 2/15/23</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">2,000</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-align: right; text-indent: -0.1in">1,993,796</td>
    <TD STYLE="font: 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 (b)</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">218</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-align: right; text-indent: -0.1in">232,170</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">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (b)</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">637</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-align: right; text-indent: -0.1in">659,295</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">NBCUniversal Media LLC (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.15%, 4/30/20</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">3,957</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,535,684</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 4/01/21</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">2,030</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">2,242,823</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">News America, Inc., 7.63%, 11/30/28</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">385</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-align: right; text-indent: -0.1in">510,231</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Omnicom Group, Inc., 3.63%, 5/01/22 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,710</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-align: right; text-indent: -0.1in">4,843,816</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">Sirius XM Radio, Inc., 4.25%, 5/15/20 (b)</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">893</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-align: right; text-indent: -0.1in">886,303</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">TCI Communications, Inc., 7.88%, 2/15/26 (d)</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">610</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-align: right; text-indent: -0.1in">853,927</td>
    <TD STYLE="font: 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, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.70%, 1/15/21</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">1,350</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">1,483,376</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.10%, 7/15/40</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">830</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">995,163</td>
    <TD STYLE="font: 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, 5.50%, 1/15/23 (b)</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">505</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-align: right; text-indent: -0.1in">525,200</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">Univision Communications, Inc., 5.13%, 5/15/23 (b)</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">2,306</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-align: right; text-indent: -0.1in">2,415,535</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">Virgin Media Secured Finance PLC, 5.38%, 4/15/21 (b)</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</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-align: right; text-indent: -0.1in">814,688</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">45,947,274</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 3.5%</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">Alcoa, Inc., 5.40%, 4/15/21</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">2,900</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-align: right; text-indent: -0.1in">3,145,775</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">ArcelorMittal:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/05/15</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">347</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">353,506</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 6/01/18</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">770</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">816,200</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">Commercial Metals Co., 4.88%, 5/15/23</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">1,095</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-align: right; text-indent: -0.1in">1,062,150</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">Corp. Nacional del Cobre de Chile, 3.00%, 7/17/22 (b)(d)</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">3,131</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-align: right; text-indent: -0.1in">3,037,753</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">Freeport-McMoRan Copper &amp; Gold, Inc., 5.45%, 3/15/43</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">900</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-align: right; text-indent: -0.1in">903,950</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Metals &amp; Mining (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Newcrest Finance Property Ltd., 4.45%, 11/15/21 (b)</td>
    <TD 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">950</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">901,218</td>
    <TD STYLE="font: 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 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">8,225</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-align: right; text-indent: -0.1in">8,924,125</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">Teck Resources, Ltd., 5.38%, 10/01/15 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,709</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-align: right; text-indent: -0.1in">4,873,551</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">Wise Metals Group LLC/Wise Alloys Finance Corp., 8.75%, 12/15/18 (b)</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">1,200</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-align: right; text-indent: -0.1in">1,284,000</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">Xstrata Canada Corp., 6.20%, 6/15/35</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">2,800</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-align: right; text-indent: -0.1in">3,014,609</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">28,316,837</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Multiline Retail&nbsp;&mdash; 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">Dufry Finance SCA, 5.50%, 10/15/20 (b)</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">2,520</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-align: right; text-indent: -0.1in">2,652,552</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 8.8%</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">Access Midstream Partners LP/ACMP Finance Corp., 6.13%, 7/15/22</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">800</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-align: right; text-indent: -0.1in">848,000</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">Anadarko Petroleum Corp., 5.95%, 9/15/16</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">3,832</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-align: right; text-indent: -0.1in">4,139,139</td>
    <TD STYLE="font: 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., 5.38%, 11/01/21</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">306</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-align: right; text-indent: -0.1in">302,175</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">Athlon Holdings LP/Athlon Finance Corp., 7.38%, 4/15/21</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">207</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-align: right; text-indent: -0.1in">236,756</td>
    <TD STYLE="font: 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., 6.75%, 4/15/21</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">198</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-align: right; text-indent: -0.1in">188,100</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">Burlington Resources Finance Co., 7.40%, 12/01/31</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">1,825</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-align: right; text-indent: -0.1in">2,591,485</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">Cenovus Energy, Inc., 6.75%, 11/15/39</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">1,500</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-align: right; text-indent: -0.1in">1,879,674</td>
    <TD STYLE="font: 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., 5.75%, 3/15/23</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">1,230</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-align: right; text-indent: -0.1in">1,303,800</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">ConocoPhillips Canada Funding Co., 5.95%, 10/15/36 (d)</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">685</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-align: right; text-indent: -0.1in">858,925</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">Continental Resources, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 9/15/22</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">3,200</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">3,295,904</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 4/15/23</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">227</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">231,505</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 6.13%, 3/01/22</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">110</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-align: right; text-indent: -0.1in">109,450</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">Denbury Resources, Inc., 4.63%, 7/15/23</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">627</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-align: right; text-indent: -0.1in">526,680</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">El Paso LLC, 7.80%, 8/01/31</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">90</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-align: right; text-indent: -0.1in">112,790</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">El Paso Natural Gas Co., 8.38%, 6/15/32</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">550</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-align: right; text-indent: -0.1in">728,781</td>
    <TD STYLE="font: 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 Partners LP, 7.50%, 7/01/38</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">1,000</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-align: right; text-indent: -0.1in">1,231,999</td>
    <TD STYLE="font: 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 Products Operating LLC, 6.13%, 10/15/39</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">1,400</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-align: right; text-indent: -0.1in">1,678,212</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">KeySpan Gas East Corp., 5.82%, 4/01/41 (b)</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">1,010</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-align: right; text-indent: -0.1in">1,274,844</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kinder Morgan Energy Partners LP:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 9/01/39 (d)</td>
    <TD 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">6,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,688,674</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.55%, 9/15/40</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">220</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">246,409</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/01/41</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">310</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">341,042</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kinder Morgan, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 (b)</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">340</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">372,725</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">4.30%, 6/01/25</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">2,485</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">2,500,678</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">Kodiak Oil &amp; Gas Corp., 5.50%, 2/01/22</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">212</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-align: right; text-indent: -0.1in">206,700</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">Linn Energy LLC/Linn Energy Finance Corp., 6.25%, 11/01/19</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">474</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-align: right; text-indent: -0.1in">423,934</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Marathon Petroleum Corp., 6.50%, 3/01/41</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">2,049</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-align: right; text-indent: -0.1in">2,421,731</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 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">106</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">111,300</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">4.50%, 7/15/23</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">35</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">34,125</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">Memorial Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21</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">424</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-align: right; text-indent: -0.1in">381,600</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">MidAmerican Energy Co., 5.80%, 10/15/36</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">1,500</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-align: right; text-indent: -0.1in">1,914,963</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">MidAmerican Energy Holdings Co., 5.95%, 5/15/37 (d)</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">1,750</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-align: right; text-indent: -0.1in">2,178,629</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Nexen, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.40%, 5/15/37</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">400</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">500,213</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/30/39 (d)</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">1,670</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">2,330,203</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">Pacific Drilling SA, 5.38%, 6/01/20 (b)</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">738</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-align: right; text-indent: -0.1in">583,020</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">PBF Holding Co. LLC/PBF Finance Corp., 8.25%, 2/15/20</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</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-align: right; text-indent: -0.1in">98,700</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">PDC Energy, Inc., 7.75%, 10/15/22</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">520</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-align: right; text-indent: -0.1in">523,250</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">Pemex Project Funding Master Trust, 6.63%, 6/15/35</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</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-align: right; text-indent: -0.1in">4,680,000</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">Pioneer Natural Resources Co., 3.95%, 7/15/22</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">700</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-align: right; text-indent: -0.1in">706,973</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Premier Oil PLC, 5.00%, 6/09/18</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">3,800</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-align: right; text-indent: -0.1in">3,933,000</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">Range Resources Corp.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">213</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">223,650</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">5.00%, 8/15/22</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">53</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">54,722</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">125</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">124,297</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">Regency Energy Partners LP/Regency Energy Finance Corp., 4.50%, 11/01/23</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">498</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-align: right; text-indent: -0.1in">468,120</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">RKI Exploration &amp; Production LLC/RKI Finance Corp., 8.50%, 8/01/21 (b)</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">236</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-align: right; text-indent: -0.1in">224,200</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">Rosetta Resources, Inc., 5.63%, 5/01/21</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">596</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-align: right; text-indent: -0.1in">569,180</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Sabine Pass Liquefaction LLC:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/01/21</td>
    <TD 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">3,578</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,658,505</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">6.25%, 3/15/22</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">796</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">843,760</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">937</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">955,740</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">SandRidge Energy, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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</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">39,840</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">7.50%, 2/15/23</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">620</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">477,400</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">Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 7.50%, 7/01/21</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">774</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-align: right; text-indent: -0.1in">835,920</td>
    <TD STYLE="font: 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 (b)</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">357</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-align: right; text-indent: -0.1in">346,736</td>
    <TD STYLE="font: 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 Gas Partners LP, 5.38%, 6/01/21</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">1,425</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-align: right; text-indent: -0.1in">1,590,967</td>
    <TD STYLE="font: 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., 5.00%, 3/15/19</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">1,642</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-align: right; text-indent: -0.1in">1,596,845</td>
    <TD STYLE="font: 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 Williams Cos., Inc., Series A, 7.50%, 1/15/31</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">5,000</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-align: right; text-indent: -0.1in">5,662,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">70,388,220</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Paper &amp; Forest Products&nbsp;&mdash; 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">International Paper Co.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/15/21</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">150</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">187,390</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/15/22</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">840</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">918,430</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">6.00%, 11/15/41</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">870</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">995,637</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">2,101,457</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Pharmaceuticals&nbsp;&mdash; 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">Forest Laboratories, Inc. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/01/19</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">456</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">485,089</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/15/21</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">758</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">824,700</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">Grifols Worldwide Operations Ltd., 5.25%, 4/01/22 (b)</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">200</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-align: right; text-indent: -0.1in">206,000</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">Jaguar Holding Co. II/Jaguar Merger Sub, Inc., 9.50%, 12/01/19 (b)</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">1,040</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-align: right; text-indent: -0.1in">1,118,000</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">Valeant Pharmaceuticals International, Inc. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/18</td>
    <TD 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">2,643</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">2,824,706</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/20</td>
    <TD 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">1,150</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">1,193,137</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">5.63%, 12/01/21</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">754</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">761,540</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">7,413,172</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 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">ARC Properties Operating Partnership LP/Clark Acquisition LLC, 4.60%, 2/06/24</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">1,830</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-align: right; text-indent: -0.1in">1,738,540</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">Felcor Lodging LP, 5.63%, 3/01/23</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">494</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-align: right; text-indent: -0.1in">492,765</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Simon Property Group LP, 4.75%, 3/15/42</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">1,670</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-align: right; text-indent: -0.1in">1,814,310</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ventas Realty LP/Ventas Capital Corp., 4.75%, 6/01/21</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">550</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-align: right; text-indent: -0.1in">600,081</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Real Estate Investment Trusts (REITs) (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">Vornado Realty LP, 5.00%, 1/15/22</td>
    <TD 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">2,375</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,616,112</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">7,261,808</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 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">Lennar Corp., 4.75%, 11/15/22</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">880</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-align: right; text-indent: -0.1in">851,400</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">Northwest Florida Timber Finance LLC, 4.75%, 3/04/29 (b)(d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,600</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-align: right; text-indent: -0.1in">4,640,480</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">Realogy Corp., 7.63%, 1/15/20 (b)(d)</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">1,993</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-align: right; text-indent: -0.1in">2,162,405</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">7,654,285</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Road &amp; Rail&nbsp;&mdash; 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">Burlington Northern Santa Fe LLC, 5.75%, 5/01/40</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">1,890</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-align: right; text-indent: -0.1in">2,284,942</td>
    <TD STYLE="font: 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 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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 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 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">473</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">468,270</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/20</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">460</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">464,600</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 1/15/21</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">2,070</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">2,183,850</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">5,401,662</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 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">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (b)</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">940</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-align: right; text-indent: -0.1in">994,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Software&nbsp;&mdash; 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">Nuance Communications, Inc., 5.38%, 8/15/20 (b)</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">2,170</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-align: right; text-indent: -0.1in">2,186,275</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">Oracle Corp., 5.38%, 7/15/40</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">1,575</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-align: right; text-indent: -0.1in">1,848,875</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">4,035,150</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Specialty Retail&nbsp;&mdash; 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">The Home Depot, Inc., 5.88%, 12/16/36 (d)</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">1,660</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-align: right; text-indent: -0.1in">2,125,389</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">QVC, Inc., 7.38%, 10/15/20 (b)</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">1,950</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-align: right; text-indent: -0.1in">2,054,813</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">4,180,202</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 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">PVH Corp., 4.50%, 12/15/22</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">977</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-align: right; text-indent: -0.1in">972,115</td>
    <TD STYLE="font: 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 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">806</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-align: right; text-indent: -0.1in">787,865</td>
    <TD STYLE="font: 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 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">657</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-align: right; text-indent: -0.1in">681,638</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">2,441,618</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Tobacco&nbsp;&mdash; 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">Altria Group, Inc.:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.95%, 11/10/38</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">516</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">884,447</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">10.20%, 2/06/39</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">894</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">1,544,013</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 1/31/44 (d)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,030</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,494,538</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Lorillard Tobacco Co., 7.00%, 8/04/41</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">1,000</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-align: right; text-indent: -0.1in">1,246,413</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Corporate Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Tobacco (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 American, Inc., 4.75%, 11/01/42</td>
    <TD 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">2,100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,034,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">10,203,481</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Wireless Telecommunication Services&nbsp;&mdash; 2.3%</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">America Movil SAB de CV, 2.38%, 9/08/16</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">1,595</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-align: right; text-indent: -0.1in">1,628,910</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">Crown Castle International Corp., 5.25%, 1/15/23</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">930</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-align: right; text-indent: -0.1in">946,275</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">Crown Castle Towers LLC, 6.11%, 1/15/20 (b)</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">3,155</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-align: right; text-indent: -0.1in">3,660,639</td>
    <TD STYLE="font: 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., 8.25%, 9/30/20 (b)</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">865</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-align: right; text-indent: -0.1in">886,625</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">Digicel Ltd., 6.00%, 4/15/21 (b)</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">1,550</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-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">Rogers Communications, Inc., 7.50%, 8/15/38 (d)</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">2,325</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-align: right; text-indent: -0.1in">3,179,482</td>
    <TD STYLE="font: 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 Tower Trust, 5.10%, 4/15/42 (b)</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">720</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-align: right; text-indent: -0.1in">762,031</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Softbank Corp., 4.50%, 4/15/20 (b)</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">550</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-align: right; text-indent: -0.1in">548,625</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">Sprint Capital Corp., 8.75%, 3/15/32</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">350</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-align: right; text-indent: -0.1in">367,937</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">Sprint Communications, Inc. (b):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 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">1,060</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">1,226,950</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">7.00%, 3/01/20</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">1,760</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">1,937,100</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">Sprint Corp., 7.88%, 9/15/23</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">1,891</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-align: right; text-indent: -0.1in">1,980,822</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">18,644,396</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Corporate Bonds</b> &mdash; <b>78.9%</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">634,542,916</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Foreign Agency Obligations</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Brazilian Government International Bond, 5.00%, 1/27/45</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">5,724</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-align: right; text-indent: -0.1in">5,666,760</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">Cyprus Government International Bond, 4.63%, 2/03/20</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">1,210</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-align: right; text-indent: -0.1in">1,461,092</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Iceland Government International Bond, 5.88%, 5/11/22</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">3,555</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-align: right; text-indent: -0.1in">4,001,512</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Italian Republic, 5.38%, 6/15/33</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">925</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-align: right; text-indent: -0.1in">1,096,872</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">Portugal Government International Bond, 5.13%, 10/15/24</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">1,250</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-align: right; text-indent: -0.1in">1,305,153</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Slovenia Government International Bond, 5.85%, 5/10/23 (b)</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">864</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-align: right; text-indent: -0.1in">982,705</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Foreign Agency Obligations</b> &mdash; <b>1.8%</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">14,514,094</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Municipal Bonds</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">City of Detroit Michigan, GO, Taxable Capital Improvement, Limited Tax, Series A-2, 8.00%, 4/01/15 (h)(i)</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">3,050</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-align: right; text-indent: -0.1in">854,305</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Municipal Bonds</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">City of New York New York Municipal Water Finance Authority, Refunding RB, 2nd General Resolution:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 EE, 5.50%, 6/15/43</td>
    <TD 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">930</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,089,560</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">Series GG, Build America Bonds, 5.72%, 6/15/42</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">1,390</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">1,798,632</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">Water &amp; Sewer System, Fiscal 2011, Series EE, 5.38%, 6/15/43</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">770</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">897,666</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">East Bay Municipal Utility District, RB, Build America Bonds, 5.87%, 6/01/40</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">1,900</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-align: right; text-indent: -0.1in">2,494,890</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">Indianapolis Local Public Improvement Bond Bank, RB, Build America Bonds, 6.12%, 1/15/40</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">2,535</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-align: right; text-indent: -0.1in">3,295,272</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Metropolitan Transportation Authority, RB, Build America Bonds, Series C, 7.34%, 11/15/39</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">1,295</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-align: right; text-indent: -0.1in">1,963,324</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Municipal Electric Authority of Georgia Plant Vogtle Units 3 &amp; 4, Refunding RB, Build America Bonds, Series A, 7.06%, 4/01/57</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">2,000</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-align: right; text-indent: -0.1in">2,405,860</td>
    <TD STYLE="font: 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 York State Dormitory Authority, RB, Build America Bonds:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/15/39</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">1,100</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">1,352,956</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.60%, 3/15/40</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">1,900</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">2,390,238</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Port Authority of New York &amp; New Jersey, RB, 159th Series, 6.04%, 12/01/29</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">780</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-align: right; text-indent: -0.1in">998,143</td>
    <TD STYLE="font: 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 of California, GO, Build America Bonds, Various Purpose:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.55%, 4/01/39</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">280</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">423,822</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/01/40</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">1,720</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">2,595,273</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">State of Illinois, GO, Pension, 5.10%, 6/01/33</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">2,000</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-align: right; text-indent: -0.1in">1,959,940</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">University of California, RB, Build America Bonds, 5.95%, 5/15/45</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">885</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-align: right; text-indent: -0.1in">1,119,012</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Municipal Bonds</b> &mdash; <b>3.2%</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">25,638,893</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; 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="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Collateralized Mortgage Obligations&nbsp;&mdash; 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">Banc of America Funding Corp., Series 2007-2, Class 1A2, 6.00%, 3/25/37</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">1,288</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-align: right; text-indent: -0.1in">1,103,721</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Non-Agency Mortgage-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Collateralized Mortgage Obligations (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">Collateralized Mortgage Obligation Trust, Series 40, Class R, 580.50%, 4/01/18</td>
    <TD 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">13</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Countrywide Alternative Loan Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2005-64CB, Class 1A15, 5.50%, 12/25/35</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">2,067</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">1,955,363</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-OA21, Class A1, 0.35%, 3/20/47 (a)</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">1,379</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">1,089,170</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">Countrywide Home Loan Mortgage Pass-Through Trust, Series 2006-OA5, Class 2A1, 0.36%, 4/25/46 (a)</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">548</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-align: right; text-indent: -0.1in">442,949</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Mortgage Capital Certificates, Series 2011-2R, Class 2A1, 2.61%, 7/27/36 (a)(b)</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">1,862</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-align: right; text-indent: -0.1in">1,882,645</td>
    <TD STYLE="font: 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 Mortgage Corp. Loan Trust, Series 2005-AR3, Class 5A1, 5.07%, 6/19/35 (a)</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">1,101</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-align: right; text-indent: -0.1in">1,100,125</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">GSR Mortgage Loan Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-4F, Class 1A1, 5.00%, 5/25/36</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">244</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">237,149</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2007-4F, Class 3A1, 6.00%, 7/25/37</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">413</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">374,880</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">Homebanc Mortgage Trust, Series 2006-2, Class A1, 0.34%, 12/25/36 (a)</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">899</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-align: right; text-indent: -0.1in">774,192</td>
    <TD STYLE="font: 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 Mortgage Trust, Series 2006-S3, Class 1A12, 6.50%, 8/25/36</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">151</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-align: right; text-indent: -0.1in">125,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Merrill Lynch Mortgage Investors, Inc., Series 2006-A3, Class 3A1, 2.72%, 5/25/36 (a)</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">1,052</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-align: right; text-indent: -0.1in">854,120</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">Residential Funding Securities LLC, Series 2003-RM2, Class AI5, 8.50%, 5/25/33</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">472</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-align: right; text-indent: -0.1in">492,603</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WaMu Mortgage Pass-Through Certificates, Series 2007-OA4, Class 1A, 0.88%, 5/25/47 (a)</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">302</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-align: right; text-indent: -0.1in">258,019</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">10,690,024</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Commercial Mortgage-Backed Securities&nbsp;&mdash; 11.3%</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">Banc of America Merrill Lynch Commercial Mortgage Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-6, Class A2, 5.31%, 10/10/45</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">147</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">147,535</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">Series 2007-1, Class A4, 5.45%, 1/15/49</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">946</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">1,019,342</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-2, Class A4, 5.78%, 4/10/49 (a)</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">1,500</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">1,620,097</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Non-Agency Mortgage-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Commercial Mortgage-Backed Securities (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">Bear Stearns Commercial Mortgage Securities, Series 2005-PWR9, Class A4A, 4.87%, 9/11/42</td>
    <TD 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">1,281</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,303,024</td>
    <TD STYLE="font: 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 Commercial Mortgage Trust, Series 2013-GC15, Class B, 5.28%, 9/10/46 (a)</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">7,183</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-align: right; text-indent: -0.1in">8,035,658</td>
    <TD STYLE="font: 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/Deutsche Bank Commercial Mortgage Trust, Series 2006-CD3, Class AM, 5.65%, 10/15/48</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">2,193</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-align: right; text-indent: -0.1in">2,360,071</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Commercial Mortgage Loan Trust, Series 2008-LS1, Class A4B, 6.24%, 12/10/49 (a)</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">1,414</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-align: right; text-indent: -0.1in">1,536,270</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Commercial Mortgage Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-C7, Class AM, 5.97%, 6/10/46 (a)</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">3,500</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">3,719,072</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2013-CR11, Class B, 5.33%, 10/10/46 (a)</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">7,000</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">7,891,828</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-LC6, Class B, 3.74%, 1/10/46</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">1,390</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">1,421,269</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2013-LC6, Class D, 4.43%, 1/10/46 (a)(b)</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">1,670</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">1,600,311</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Commercial Mortgage Trust:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-C3, Class AM, 6.00%, 6/15/38 (a)</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">2,000</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">2,124,382</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2006-C5, Class AM, 5.34%, 12/15/39</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">3,500</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">3,737,289</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2010-RR2, Class 2A, 6.10%, 9/15/39 (a)(b)</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">1,541</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">1,650,466</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C3, Class AJ, 4.77%, 7/15/37</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">1,410</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-align: right; text-indent: -0.1in">1,427,060</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DBRR Trust, Series 2011-C32, Class A3A, 5.90%, 6/17/49 (a)(b)</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">730</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-align: right; text-indent: -0.1in">794,086</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class A4, 6.01%, 7/10/38 (a)</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">2,251</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-align: right; text-indent: -0.1in">2,367,687</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">GS Mortgage Securities Corp. II, Series 2013-GC10, Class B, 3.68%, 2/10/46 (b)</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">2,505</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-align: right; text-indent: -0.1in">2,547,743</td>
    <TD STYLE="font: 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, 4.41%, 11/05/30 (b)</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">5,900</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-align: right; text-indent: -0.1in">6,069,708</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">JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class D, 5.25%, 11/15/45 (a)(b)</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">1,600</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-align: right; text-indent: -0.1in">1,612,394</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Non-Agency Mortgage-Backed Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Commercial Mortgage-Backed Securities (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">JPMorgan Chase Commercial Mortgage Securities Corp., Series 2004-LN2, Class A2, 5.12%, 7/15/41</td>
    <TD 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">144</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">145,301</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">JPMorgan Chase Commercial Mortgage Securities Trust, Series 2006-CB14, Class AM, 5.62%, 12/12/44 (a)</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">660</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-align: right; text-indent: -0.1in">688,036</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LB-UBS Commercial Mortgage Trust (a):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2004-C8, Class C, 4.93%, 12/15/39</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">1,953</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">1,955,534</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2007-C6, Class A4, 5.86%, 7/15/40</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">9,780</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">10,362,871</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2007-C7, Class A3, 5.87%, 9/15/45</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">2,196</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">2,432,150</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">Morgan Stanley Capital I Trust, Series 2007-HQ11, Class A4, 5.45%, 2/12/44 (a)</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">8,000</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-align: right; text-indent: -0.1in">8,613,472</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RCMC LLC, Series 2012-CRE1, Class A, 5.62%, 11/15/44 (b)</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">959</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-align: right; text-indent: -0.1in">989,509</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Titan Europe PLC, Series 2007-1X, Class A, 0.81%, 1/20/17 (a)</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">3,215</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-align: right; text-indent: -0.1in">4,770,365</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">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 6.14%, 2/15/51 (a)</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">4,458</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-align: right; text-indent: -0.1in">4,788,451</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WF-RBS Commercial Mortgage Trust, Series 2012-C8:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 4.31%, 8/15/45</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">1,395</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">1,484,708</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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, 5.04%, 8/15/45 (a)</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">1,795</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">1,931,537</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">91,147,226</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Interest Only Collateralized Mortgage Obligations&nbsp;&mdash; 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">GSMPS Mortgage Loan Trust, Series 1998-5, 0.00%, 6/19/27 (a)(b)</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">1,405</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-align: right; text-indent: -0.1in">14</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Interest Only Commercial Mortgage-Backed Securities (a)(b) &mdash; 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">Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class XA, 2.01%, 8/15/45</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">30,948</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-align: right; text-indent: -0.1in">2,600,628</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">WF-RBS Commercial Mortgage Trust, Class XA:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-C8, 2.37%, 8/15/45</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,846</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">1,239,412</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-C9, 2.38%, 11/15/45</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">20,909</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">2,381,807</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">6,221,847</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Non-Agency Mortgage-Backed Securities</b> &mdash; <b>13.4%</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">108,059,111</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Capital Trusts</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Preferred Securities</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Banks&nbsp;&mdash; 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">BNP Paribas SA, 7.20% (a)(b)(e)</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">2,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,320,000</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">Nordea Bank AB, 6.13% (a)(b)(e)</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">2,960</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-align: right; text-indent: -0.1in">2,965,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Wachovia Capital Trust III, 5.57% (a)(e)</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">2,050</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-align: right; text-indent: -0.1in">1,983,375</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">Wells Fargo &amp; Co., Series S, 5.90% (a)(e)</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">1,590</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-align: right; text-indent: -0.1in">1,635,712</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">8,905,007</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Capital Markets&nbsp;&mdash; 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">The Bank of New York Mellon Corp., Series D, 4.50% (a)(d)(e)</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">8,400</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-align: right; text-indent: -0.1in">7,911,750</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">State Street Capital Trust IV, 1.23%, 6/01/77 (a)</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">140</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-align: right; text-indent: -0.1in">117,950</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">8,029,700</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 4.7%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Citigroup, Inc., (a)(e):</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;Series D, 5.35%</P></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">2,100</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-align: right; text-indent: -0.1in">1,953,000</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">&nbsp;&nbsp;&nbsp;Series M, 6.30%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</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-align: right; text-indent: -0.1in">3,974,000</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">Credit Agricole SA, 7.88% (a)(b)(e)</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">2,000</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-align: right; text-indent: -0.1in">2,076,508</td>
    <TD STYLE="font: 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 Electric Capital Corp., Series B, 6.25% (a)(e)</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">1,800</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-align: right; text-indent: -0.1in">1,975,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">JPMorgan Chase &amp; Co., (a)(e):</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;Series 1, 7.90%</P></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">7,000</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-align: right; text-indent: -0.1in">7,599,270</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;Series Q, 5.15%</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">3,000</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-align: right; text-indent: -0.1in">2,872,500</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">&nbsp;&nbsp;&nbsp;Series U, 6.13%</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">500</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-align: right; text-indent: -0.1in">505,625</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">&nbsp;&nbsp;&nbsp;Series V, 5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,000</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-align: right; text-indent: -0.1in">5,892,000</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">Macquarie Bank Ltd., 10.25%, 6/20/57 (a)</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">1,800</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-align: right; text-indent: -0.1in">2,035,350</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">Morgan Stanley, Series H, 5.45% (a)(e)</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">1,750</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-align: right; text-indent: -0.1in">1,763,125</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">Societe Generale SA, (a)(b)(e): 6.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,720</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-align: right; text-indent: -0.1in">5,400,824</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;7.88%</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">2,000</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-align: right; text-indent: -0.1in">2,009,500</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">38,057,202</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Electric Utilities&nbsp;&mdash; 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">Electricite de France SA, 5.25% (a)(b)(e)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,200</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-align: right; text-indent: -0.1in">4,352,250</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Insurance&nbsp;&mdash; 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">The Allstate Corp, 5.75%, 8/15/53 (a)</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">2,000</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-align: right; text-indent: -0.1in">2,110,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Capital Trusts</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Insurance (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 Allstate Corp, 6.50%, 5/15/57 (a)</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">4,100</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,530,500</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">American International Group, Inc., 8.18%, 5/15/58 (a)</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">1,940</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-align: right; text-indent: -0.1in">2,657,800</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">AXA SA, 6.46% (a)(b)(e)</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">2,050</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-align: right; text-indent: -0.1in">2,132,000</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">Genworth Holdings, Inc., 6.15%, 11/15/66 (a)</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">2,300</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-align: right; text-indent: -0.1in">1,523,750</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">Liberty Mutual Group, Inc., 7.00%, 3/15/37 (a)(b)</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">1,950</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-align: right; text-indent: -0.1in">2,008,500</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">Lincoln National Corp., 6.05%, 4/20/67 (a)</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">1,425</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-align: right; text-indent: -0.1in">1,439,250</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">Metlife Capital Trust IV, 7.88%, 12/15/67 (b)</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">1,285</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-align: right; text-indent: -0.1in">1,651,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Swiss Re Capital I LP, 6.85% (a)(b)(e)</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">2,120</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-align: right; text-indent: -0.1in">2,241,900</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">Voya Financial, Inc., 5.65%, 5/15/53 (a)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,500</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-align: right; text-indent: -0.1in">4,488,750</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">XL Group PLC, Series E, 6.50% (a)(e)</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">1,625</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-align: right; text-indent: -0.1in">1,568,125</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">26,351,800</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Capital Trusts</b> &mdash; <b>10.6%</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">85,695,959</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Preferred Stocks</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
Shares</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>

<tr>
    <td colspan="7" style="font-weight: bold">Banks&nbsp;&mdash; 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">US Bancorp, 6.00% (a)(e)</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">300,000</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-align: right; text-indent: -0.1in">8,268,000</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">Wells Fargo &amp; Co., 5.85% (a)(e)</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">75,000</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-align: right; text-indent: -0.1in">1,935,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">10,203,750</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Capital Markets&nbsp;&mdash; 0.3%</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The Goldman Sachs Group, Inc., Series J, 5.50% (a)(e)</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">92,000</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-align: right; text-indent: -0.1in">2,223,640</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">SCE Trust III, 5.75% (a)(e)</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">25,314</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-align: right; text-indent: -0.1in">683,478</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">2,907,118</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Thrifts &amp; Mortgage Finance&nbsp;&mdash; 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">Fannie Mae, Series S, 8.25% (a)(e)</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">10,000</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-align: right; text-indent: -0.1in">43,200</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Preferred Stocks</b> &mdash; <b>1.6%</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">13,154,068</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">Trust Preferred</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<br></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Banks&nbsp;&mdash; 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">Citigroup Capital XIII, 7.88%, 10/30/40</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">739,575</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-align: right; text-indent: -0.1in">782,942</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Preferred Securities</b> &mdash; <b>12.3%</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">99,632,969</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt"> (continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>(Percentages shown are based on Net Assets)</b></font></td></tr>
</table>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">U.S. Government Sponsored Agency Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Agency Obligations&nbsp;&mdash; 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">Fannie Mae (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 10/09/19 (j)</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">14,360</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,973,513</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/15/37</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">1,600</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">2,207,104</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-indent: -0.1in">Federal Home Loan Bank (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 12/09/22</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">1,375</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">1,656,695</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.37%, 9/09/24</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">2,175</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">2,664,647</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Resolution Funding Corp., 0.00%, 7/15/18 - 4/15/30 (j)</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">7,105</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,778,573</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">24,280,532</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Collateralized Mortgage Obligations&nbsp;&mdash; 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">Fannie Mae Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2005-5, Class PK, 5.00%, 8/25/21 - 12/25/34</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">485</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">521,679</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 G-49, Class S, 1,018.65%, 10/25/21 - 12/25/21 (a)</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">44</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">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">Series G-17, Class S, 1,127.06%, 3/25/21 - 6/25/21 (a)</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">43</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">1,523</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1991-46, Class S, 2,483.45%, 5/25/21 (a)</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">24</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">1,621</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Freddie Mac Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 19, Class R, 16,322.99%, 3/15/20 (a)</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</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">193</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 173, Class R, 9.00%, 11/15/21</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</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</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 173, Class RS, 9.37%, 11/15/21 (a)</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">&mdash;(k)</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</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1057, Class J, 1,064.90%, 3/15/21</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</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">232</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">525,889</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Commercial Mortgage-Backed Securities&nbsp;&mdash; 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">Freddie Mac Mortgage-Backed Securities (a):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Series 2013-K24, Class B,
3.62%, 11/25/45 (b)&nbsp;</P></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">3,500</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">3,491,880</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series K013, Class A2, 3.97%, 1/25/21</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">1,870</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">2,054,012</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">U.S. Government Sponsored Agency Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Commercial Mortgage-Backed Securities (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">Freddie Mac Mortgage-Backed Securities (a) (concluded):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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-K706, Class C, 4.16%, 11/25/44 (b)</td>
    <TD 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">335</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340,443</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">5,886,335</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Interest Only Collateralized Mortgage Obligations&nbsp;&mdash; 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">Fannie Mae Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1997-50, Class SI, 1.20%, 4/25/23 (a)</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">83</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">2,915</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2012-96, Class DI, 4.00%, 2/25/27</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">11,390</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">1,146,220</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-M9, Class X1, 4.21%, 12/25/17 (a)</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">24,244</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">2,375,873</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2012-47, Class NI, 4.50%, 4/25/42</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">8,923</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">1,464,660</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">Series 1990-123, Class M, 8.00%, 10/25/18 - 10/25/20</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</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">141</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 007, Class 2, 8.50%, 4/25/17</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</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">57</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 G92-05, Class H, 9.00%, 11/25/20 - 1/25/22 (a)</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">3,023</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,920</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 1991-139, Class PT, 9.50%, 8/25/21 - 10/25/21</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">53</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">593</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 G-12, Class S, 19.92%, 5/25/21 (a)</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">82</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">1,641</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1991-099, Class L, 930.00%, 8/25/21</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">23</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">258</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 G-10, Class S, 1,090.34%, 5/25/21 (a)</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">119</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">3,198</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Freddie Mac Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 K707, Class X1, 1.69%, 12/25/18 (a)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,932</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">269,822</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 0176, Class M, 1.91%, 7/15/21</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</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">136</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 K710, Class X1, 1.91%, 5/25/19 (a)</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">17,038</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">1,154,909</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2611, Class QI, 5.50%, 9/15/32</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">1,455</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">133,256</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">Series 1254, Class Z, 8.50%, 4/15/22</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">31</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">7,856</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 1148, Class E, 44.30%, 10/15/21 (a)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">33</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">629</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1043, Class H, 44.31%, 2/15/21 (a)</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">2,319</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,427</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 1054, Class I, 1,010.00%, 3/15/21 (a)</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">18</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">348</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&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: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">U.S. Government Sponsored Agency Securities</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; font-weight: bold">Interest Only Collateralized Mortgage Obligations (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">Freddie Mac Mortgage-Backed Securities&nbsp;(concluded):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 1056, Class KD, 1,084.50%, 3/15/21</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">13</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">180</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 0200, Class R, 197,892.11%, 12/15/22 (a)</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">&mdash;(k)</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">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">Ginnie Mae Mortgage-Backed Securities (a):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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 2009-78, Class SD, 6.05%, 9/20/32</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">9,206</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">1,702,455</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2009-116, Class KS, 6.32%, 12/16/39</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,348</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">618,400</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 2011-52, Class NS, 6.52%, 4/16/41</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">24,739</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,412,963</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">13,306,155</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Mortgage-Backed Securities&nbsp;&mdash; 7.3%</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">Fannie Mae Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/01/43 (d)</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">13,559</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">13,725,377</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 12/01/41 - 12/01/43 (d)</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">9,671</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">10,365,671</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">4.50%, 7/01/41 - 4/01/42 (d)</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">23,310</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">25,376,229</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/01/34</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">3,908</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,344,825</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">5.50%, 7/01/16 - 6/01/38 (d)</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">2,274</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">2,556,862</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 3/01/16 - 12/01/38 (d)</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">1,867</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">2,116,271</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">Freddie Mac Mortgage-Backed Securities, 6.00%, 3/1/15 - 12/1/18</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">206</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">214,739</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">Ginnie Mae Mortgage-Backed Securities:</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 8/15/33</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">62</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">69,661</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 7/15/24</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">&mdash;(k)</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">296</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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">58,769,931</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="font-weight: bold">Principal Only Collateralized Mortgage Obligations&nbsp;&mdash; 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">Fannie Mae Mortgage-Backed Securities, 0.00%, 2/25/23 - 6/25/23</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">24</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">23,405</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total U.S. Government Sponsored Agency Securities</b> &mdash; <b>12.8%</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">102,792,263</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="4" style="vertical-align: bottom; font-weight: bold">U.S. Treasury Obligations</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">U.S. Treasury Bonds (d):</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/15/31</td>
    <TD 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">375</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">516,445</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">4.25%, 5/15/39</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">3,045</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">3,820,525</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">4.38%, 5/15/40</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">7,600</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">9,761,843</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 2/15/41</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">3,251</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,428,727</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 5/15/41</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">1,605</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">2,073,084</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.00%, 5/15/42</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">5,460</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">5,567,922</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.13%, 2/15/43</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,680</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,870,855</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: 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%, 11/15/43</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">2,130</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">2,482,781</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.63%, 2/15/44</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,500</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">13,120,787</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.38%, 5/15/44</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">2,000</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">2,180,468</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom"><b>Total U.S. Treasury Obligations</b> &mdash; <b>6.1%</b></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">48,823,437</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Long-Term Investments</b><br>
<b>(Cost &mdash; $1,058,268,585) &mdash; 138.9%</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">1,117,575,502</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold">Short-Term Securities</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Shares</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.07% (l)(l)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,305,742</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,305,742</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom"><b>Total Short-Term Securities</b><br>
<b>(Cost &mdash; $4,305,742) &mdash; 0.5%</b></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">4,305,742</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Options Purchased</b><br>
<b>(Cost &mdash; $2,489,487) &mdash; 0.3%</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">2,191,284</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Investments Before Options Written</b><br>
<b>(Cost &mdash; $1,065,064,814*) &mdash; 139.7%</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">1,124,072,528</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr> <td colspan="8" style="vertical-align: bottom">&nbsp;</td></tr> <tr> <td colspan="8" style="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Options Written</b><br>
<b>(Premiums Received &mdash;</b> $<b>4,671,889) &mdash; (0.5)%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">(3,635,519)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Total Investments, Net of Options Written &mdash; 139.2%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,120,437,009</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Liabilities in Excess of Other Assets</b> &mdash; <b>(39.2)%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">(315,703,572)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-top: 2pt"><b>Net Assets</b> &mdash; <b>100.0%</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">$</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">804,733,437</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top; text-align: center">*</td>
    <td colspan="6" style="vertical-align: top">As of November 30, 2014, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:<br>
<br></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="5" 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; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,068,826,547</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized appreciation&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">71,929,927</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">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">(16,683,946)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Net unrealized appreciation&#9;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">55,245,981</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" 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: 2%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>
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<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">
        <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; width: 5%">(a)</td>
    <td style="vertical-align: bottom; width: 95%">Variable rate security. Rate shown is as of report date.</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 5%">(b)</td>
    <td style="vertical-align: bottom; width: 95%">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">(c)</td>
    <td style="vertical-align: bottom">When-issued security. Unsettled when-issued transactions were as follows:</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="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Appreciation</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Citigroup Global Markets, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,115,900</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,214,500</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">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Morgan Stanley &amp; Co. LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,968,200</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">&mdash;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 5%">(d)</td>
    <td style="vertical-align: bottom; width: 95%">All or a portion of security has been pledged as collateral in connection with outstanding reverse repurchase agreements.</td></tr>
<tr>
    <td style="vertical-align: top">(e)</td>
    <td style="vertical-align: bottom">Security is perpetual in nature and has no stated maturity date.</td></tr>
<tr>
    <td style="vertical-align: top">(f)</td>
    <td style="vertical-align: bottom">Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate shown is as of report date.</td></tr>
<tr>
    <td style="vertical-align: top">(g)</td>
    <td style="vertical-align: bottom">Convertible security.</td></tr>
<tr>
    <td style="vertical-align: top">(h)</td>
    <td style="vertical-align: bottom">Non-income producing security.</td></tr>
<tr>
    <td style="vertical-align: top">(i)</td>
    <td style="vertical-align: bottom">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</td></tr>
<tr>
    <td style="vertical-align: top">(j)</td>
    <td style="vertical-align: bottom">Zero-coupon bond.</td></tr>
<tr>
    <td style="vertical-align: top">(K)</td>
    <td style="vertical-align: bottom">Amount is less than $500.</td></tr>
<tr>
    <td style="vertical-align: top">(l)</td>
    <td style="vertical-align: bottom">Investments in issuers considered to be an affiliate of the Trust during the period ended November 30, 2014, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</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="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold">Affiliate</td>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Shares<br>
Held at<br>
August 31, 2014</td>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Net<br>
Activity</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>
November 30, 2014</td>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Income</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&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">BlackRock Liquidity Funds, TempFund, Institutional Class</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">742,474</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3,563,268</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">4,305,742</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">372</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 2%">&nbsp;</td>
    <td style="width: 26%">&nbsp;</td>
    <td style="width: 4%">&nbsp;</td>
    <td style="width: 15%">&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: 20%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td>
    <td style="width: 11%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 5%">(l)</td>
    <td style="vertical-align: bottom; width: 95%">Represents the current yield as of report date.</td></tr>
</table>

<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="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">ARC</td>
    <td colspan="2" style="vertical-align: bottom">Auction Rate Certificates</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">CLO</td>
    <td colspan="2" style="vertical-align: bottom">Collateralized Loan Obligation</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">EUR</td>
    <td colspan="2" style="vertical-align: bottom">Euro</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">GBP</td>
    <td colspan="2" style="vertical-align: bottom">British Pound</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">GO</td>
    <td colspan="2" style="vertical-align: bottom">General Obligation Bonds</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">LIBOR</td>
    <td colspan="2" style="vertical-align: bottom">London Interbank Offered Rate</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">RB</td>
    <td colspan="2" style="vertical-align: bottom">Revenue Bonds</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">USD</td>
    <td colspan="2" style="vertical-align: bottom">U.S. Dollar</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 6%">&nbsp;</td>
    <td style="width: 43%">&nbsp;</td>
    <td style="width: 49%">&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: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->



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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="width: 96%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 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 style="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; width: 8%">0.28%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 9%">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 9%">Open</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 1%">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 13%">3,373,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 5%">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 13%">3,380,687</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 2%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,369,000</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">2,375,170</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,348,000</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">1,351,511</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,289,000</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">2,294,962</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,355,000</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">1,358,529</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,416,000</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">1,419,688</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,073,000</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">1,075,882</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,233,000</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">1,236,412</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,805,000</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">3,815,529</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,410,000</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">1,413,902</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,139,000</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">1,142,152</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">827,000</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">829,288</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,853,000</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">1,858,128</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">496,000</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">497,615</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">RBC Capital Markets</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.18%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/13/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,464,000</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">1,465,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.15%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,000,000</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">2,000,989</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.22%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">6,100,000</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">6,104,373</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.32%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/13/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,610,000</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">1,612,877</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/13/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,172,000</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">1,174,225</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/13/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">633,000</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">634,202</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/13/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,880,000</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">3,888,665</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">534,000</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">535,187</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">556,000</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">557,050</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">354,000</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">354,669</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">272,000</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">272,514</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">979,000</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">980,904</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">468,000</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">468,832</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">294,000</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">294,555</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/14/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">738,000</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">739,312</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/20/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">697,813</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">698,039</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.11%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">6/11/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,524,588</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">3,526,789</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">(1.75%)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">6/25/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,102,710</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">1,094,187</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">6/26/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,981,250</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">2,985,830</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,535,488</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">2,536,310</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,172,000</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">2,172,165</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,069,000</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">1,070,431</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,823,000</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">1,825,440</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,172,000</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">2,174,907</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">968,000</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">969,295</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">963,000</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">964,289</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.33%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,884,000</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">1,886,521</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,300,000</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">2,303,171</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">490,000</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">490,676</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,203,000</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">1,204,708</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">834,000</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">835,184</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">853,000</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">854,211</td>
    <TD 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 Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,671,156</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">1,673,528</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 17 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="vertical-align: top; width: 95%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (continued):</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&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: bottom; width: 39%; font-weight: bold">Counterparty</td>
    <TD STYLE="vertical-align: bottom; width: 8%; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <TD STYLE="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; width: 5%; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,858,594</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,861,232</td>
    <TD 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 Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,510,500</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-align: right; text-indent: -0.1in">1,512,644</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,011,500</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-align: right; text-indent: -0.1in">2,014,355</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,747,463</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-align: right; text-indent: -0.1in">1,749,943</td>
    <TD 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 Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/7/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,373,625</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-align: right; text-indent: -0.1in">3,378,414</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.11%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">6,898,125</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-align: right; text-indent: -0.1in">6,899,236</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.16%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">7/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,147,538</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-align: right; text-indent: -0.1in">1,148,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,009,000</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-align: right; text-indent: -0.1in">1,009,206</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,290,000</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-align: right; text-indent: -0.1in">1,291,238</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">840,000</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-align: right; text-indent: -0.1in">840,823</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,009,000</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-align: right; text-indent: -0.1in">1,009,989</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/8/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,468,000</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-align: right; text-indent: -0.1in">1,469,439</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.55%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/16/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,198,750</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-align: right; text-indent: -0.1in">3,202,415</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BANK OF AMERICA SECURITIES LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.11%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">8,120,000</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-align: right; text-indent: -0.1in">8,120,819</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BANK OF AMERICA SECURITIES LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,306,000</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-align: right; text-indent: -0.1in">1,306,168</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BANK OF AMERICA SECURITIES LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">820,000</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-align: right; text-indent: -0.1in">820,105</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.08%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,022,000</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-align: right; text-indent: -0.1in">1,022,075</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">847,000</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-align: right; text-indent: -0.1in">847,128</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,986,000</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-align: right; text-indent: -0.1in">3,987,242</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,321,000</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-align: right; text-indent: -0.1in">1,321,412</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,751,000</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-align: right; text-indent: -0.1in">4,752,524</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.36%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,509,000</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-align: right; text-indent: -0.1in">1,509,498</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.36%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,407,000</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-align: right; text-indent: -0.1in">2,407,794</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.36%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/28/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">967,000</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-align: right; text-indent: -0.1in">967,319</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/29/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,228,000</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-align: right; text-indent: -0.1in">3,230,893</td>
    <TD 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 Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/29/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,087,000</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-align: right; text-indent: -0.1in">2,089,825</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/31/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,147,000</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-align: right; text-indent: -0.1in">2,147,647</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/31/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">821,000</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-align: right; text-indent: -0.1in">821,247</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10/31/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,904,000</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-align: right; text-indent: -0.1in">1,904,574</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">(3.00%)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">866,000</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-align: right; text-indent: -0.1in">865,848</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,032,000</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-align: right; text-indent: -0.1in">1,032,211</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,796,000</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-align: right; text-indent: -0.1in">4,796,979</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD 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-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,076,000</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-align: right; text-indent: -0.1in">1,076,253</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,030,000</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-align: right; text-indent: -0.1in">1,030,078</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,402,000</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-align: right; text-indent: -0.1in">2,402,182</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,750,000</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-align: right; text-indent: -0.1in">2,750,209</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">510,000</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-align: right; text-indent: -0.1in">510,039</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,160,000</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-align: right; text-indent: -0.1in">2,160,164</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">5,600,000</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-align: right; text-indent: -0.1in">5,600,425</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.13%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,248,000</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-align: right; text-indent: -0.1in">1,248,095</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">854,000</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-align: right; text-indent: -0.1in">854,070</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,353,000</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-align: right; text-indent: -0.1in">1,353,110</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">6,547,000</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-align: right; text-indent: -0.1in">6,547,535</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.14%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,358,000</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-align: right; text-indent: -0.1in">1,358,111</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,679,000</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-align: right; text-indent: -0.1in">2,679,547</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,564,000</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-align: right; text-indent: -0.1in">1,564,319</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,083,000</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-align: right; text-indent: -0.1in">4,083,834</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,131,000</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-align: right; text-indent: -0.1in">2,131,435</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,754,000</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-align: right; text-indent: -0.1in">1,754,358</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">857,000</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-align: right; text-indent: -0.1in">857,175</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="vertical-align: top; width: 95%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (concluded):</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Interest<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Trade<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Maturity<br>
Date<sup>1</sup></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Face Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <TD COLSPAN="2" 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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,769,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,769,974</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,211,000</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-align: right; text-indent: -0.1in">1,211,247</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,125,000</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-align: right; text-indent: -0.1in">1,125,230</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,137,000</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-align: right; text-indent: -0.1in">2,137,436</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,306,000</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-align: right; text-indent: -0.1in">2,306,471</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,147,000</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-align: right; text-indent: -0.1in">1,147,234</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,914,000</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-align: right; text-indent: -0.1in">2,914,595</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">488,000</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-align: right; text-indent: -0.1in">488,100</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,310,000</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-align: right; text-indent: -0.1in">1,310,267</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">BNP Paribas Securities Corp.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.35%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">2,818,000</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-align: right; text-indent: -0.1in">2,818,575</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,645,313</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-align: right; text-indent: -0.1in">1,645,696</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,961,094</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-align: right; text-indent: -0.1in">1,961,551</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,905,750</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-align: right; text-indent: -0.1in">1,906,195</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,811,250</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-align: right; text-indent: -0.1in">1,811,673</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,653,633</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-align: right; text-indent: -0.1in">1,654,018</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Credit Suisse Securities (USA) LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,810,688</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-align: right; text-indent: -0.1in">1,811,110</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">997,000</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-align: right; text-indent: -0.1in">997,244</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">850,000</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-align: right; text-indent: -0.1in">850,208</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,443,000</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-align: right; text-indent: -0.1in">1,443,353</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">Deutsche Bank Securities, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.42%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">848,000</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-align: right; text-indent: -0.1in">848,208</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">7,682,500</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-align: right; text-indent: -0.1in">7,684,293</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,169,900</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-align: right; text-indent: -0.1in">4,170,873</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,358,094</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-align: right; text-indent: -0.1in">4,359,110</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,691,341</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-align: right; text-indent: -0.1in">4,692,436</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">7,707,000</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-align: right; text-indent: -0.1in">7,708,798</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.40%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,289,500</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-align: right; text-indent: -0.1in">4,290,501</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,932,000</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-align: right; text-indent: -0.1in">3,932,780</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">176,000</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-align: right; text-indent: -0.1in">176,035</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,213,000</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-align: right; text-indent: -0.1in">1,213,241</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,206,000</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-align: right; text-indent: -0.1in">1,206,239</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,409,000</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-align: right; text-indent: -0.1in">1,409,279</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,584,000</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-align: right; text-indent: -0.1in">1,584,314</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,550,000</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-align: right; text-indent: -0.1in">1,550,307</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,447,000</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-align: right; text-indent: -0.1in">1,447,287</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">3,614,000</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-align: right; text-indent: -0.1in">3,614,717</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">4,265,000</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-align: right; text-indent: -0.1in">4,265,846</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,369,000</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-align: right; text-indent: -0.1in">1,369,271</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,360,000</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-align: right; text-indent: -0.1in">1,360,270</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">942,000</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-align: right; text-indent: -0.1in">942,187</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,212,000</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-align: right; text-indent: -0.1in">1,212,240</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,911,000</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-align: right; text-indent: -0.1in">1,911,379</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">UBS Securities LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.34%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/10/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Open</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-align: right; text-indent: -0.1in">1,520,000</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-align: right; text-indent: -0.1in">1,520,301</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">CIitigroup Global Markets, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.22%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/13/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/14/15</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-align: right; text-indent: -0.1in">34,850,000</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-align: right; text-indent: -0.1in">34,853,833</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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">RBC Capital Markets, LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">0.22%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/18/14</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/16/14</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; 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">8,696,000</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; 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">8,696,691</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td></tr>
<tr>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; border-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">325,844,159</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">326,028,354</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td></tr>
<tr>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><sup>1</sup></font></td>
    <td colspan="8" style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Certain agreements have no stated maturity and can be terminated by either party at any time.</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 4%">&nbsp;</td>
    <td style="width: 39%">&nbsp;</td>
    <td style="width: 8%">&nbsp;</td>
    <td style="width: 9%">&nbsp;</td>
    <td style="width: 9%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 13%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 13%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 19 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>
<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="width: 96%; font-weight: bold"><br>
<font style="font-weight: normal">Financial futures contracts outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>

<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-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">Contracts<br>
Purchased/<br>
Sold</td>
    <TD NOWRAP STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Issue</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Exchange</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Expiration</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 22pt">Notional<br>
Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Appreciation<br>
(Depreciation)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="15" 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">100</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">90 Day Euro Future</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">December<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">24,812,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(4,615</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(74)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2- Year U.S. treasury Note</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">16,216,406</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">(19,760</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(281)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5-Year U.S. Treasury Note</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">33,577,305</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">(110,762</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(184)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10-Year U.S. Treasury Note</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">23,376,625</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">(156,252</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">177</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Long U.S. Treasury Bond</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">25,244,625</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">343,280</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">482</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Ultra Long U.S. Treasury Bond</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">77,511,625</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">1,498,044</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(50)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">90 Day Euro Future</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">December<br>
2016</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">12,291,875</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">3,991</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(50)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">90 Day Euro Future</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Mercantile</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">December<br>
2017</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">12,208,750</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(4,986</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><b>Total</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">1,548,940</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: left">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD NOWRAP>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 2%; text-align: left; 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 style="vertical-align: bottom">
    <td style="width: 4%; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; border-bottom: Black 1pt solid; font-weight: bold"><font style="font-weight: normal">Forward foreign currency exchange contracts outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>

<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; text-align: center">Currency<br>
Purchased</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Currency<br>
Sold</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 22pt">Settlement<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Unrealized<br>
Appreciation</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,046,324</td>
    <td style="vertical-align: bottom; width: 2%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,603,891</td>
    <td style="vertical-align: bottom; width: 27%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A.</td>
    <TD STYLE="vertical-align: bottom; width: 11%; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-right: 22pt">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 1%">$</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">51,321</td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,040,327</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">1,599,190</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; padding-right: 22pt">1/21/15</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">51,170</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,298,617</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">6,459,000</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; padding-right: 22pt">1/21/15</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">212,845</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,257,161</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; 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">GBP</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,433,000</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-right: 22pt">1/21/15</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; 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">211,988</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td></tr>
<tr>
    <td 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; padding-right: 22pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">527,324</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="10" style="font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; font-weight: bold">&bull;</td>
    <td style="width: 98%; font-weight: bold"><font style="font-weight: normal">OTC interest rate swaptions purchased as of November 30, 2014 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 style="vertical-align: bottom">
    <TD colspan="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold">Description</td>
    <td style="vertical-align: bottom; font-weight: bold">Counterparty</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Put/<br>
Call</td>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold">Exercise<br>
Rate</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">Pay/Receive<br>
Exercise Rate</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">Floating Rate<br>
Index</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 22pt">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Market<br>
Value</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: 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-Year Interest Rate Swap</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">Call</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.00%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">15,000</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">14,765</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: 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-Year Interest Rate Swap</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">Call</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.30%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">15,000</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">110,195</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: 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-Year Interest Rate Swap</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">Call</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.30%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/17/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">50,000</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">1,030,322</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">30-Year Interest Rate Swap</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">Call</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.05%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/20/17</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,800</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">155,680</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5-Year Interest Rate Swap</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">Put</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.30%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/17/15</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">50,000</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">583,045</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">30-Year Interest Rate Swap</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">Put</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.05%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/20/17</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,500</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">94,140</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">4.50%</td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/22/18</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">12,000</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">203,137</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <td colspan="12" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">2,191,284</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr>
    <td style="width: 15px">&nbsp;</td>
    <td style="width: 100px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <td style="width: 58px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 61px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 54px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 52px">&nbsp;</td>
    <td style="width: 29px">&nbsp;</td>
    <TD STYLE="width: 58px; padding-right: 22pt">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <td style="width: 19px">&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 20 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: bottom; width: 2%; font-weight: bold">&bull;</td>
    <td style="vertical-align: bottom; width: 96%; font-weight: bold"><font style="font-weight: normal">OTC interest rate swaptions written as of November 30, 2014 were as follows:</font></td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&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: bottom; font-weight: bold">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; font-weight: bold; padding-right: 0.25in">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Put/<br>
Call</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">Exercise<br>
Rate</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">Pay/Receive<br>
Exercise Rate</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">Floating Rate<br>
Index</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 22pt">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Market<br>
Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.30%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/20/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">27,500</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(200,666)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.15%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">30,000</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">(88,738)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.80%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">5,200</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">(214,510)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs Bank USA</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.00%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/17/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">10,000</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">(18,367)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">1.90%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">4,000</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">(9,029)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Credit Suisse International</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">1.90%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">4,000</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">(9,029)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.50%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/22/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">24,000</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">(491,359)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.79%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/17/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">27,000</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">(1,003,161)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.50%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/17/16</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">12,000</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">(289,885)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Call</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.60%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/17/16</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">12,000</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">(339,291)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.80%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/20/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">27,500</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">(12,990)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.10%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/20/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,000</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">(90)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.10%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/20/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,000</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">(90)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.80%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/10/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">5,200</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)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs Bank USA</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.80%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2/17/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">10,000</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">(14,575)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.65%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/15/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,200</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">(419)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.65%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/15/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,000</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">(381)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.65%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/15/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,800</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">(343)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.90%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">4,000</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">(12,994)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Credit Suisse International</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.90%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/16/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">4,000</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">(12,993)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">3.50%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5/22/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">24,000</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">(18,892)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-right: 0.25in">10-Year Interest Rate Swap</td>
    <TD NOWRAP 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">Put</td>
    <TD STYLE="vertical-align: bottom; text-align: left">2.79%</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">11/17/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">27,000</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">(539,944)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 1px">&nbsp;</td>
    <TD NOWRAP STYLE="width: 100px; padding-right: 0.25in">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 67px">&nbsp;</td>
    <TD STYLE="width: 58px">&nbsp;</td>
    <TD STYLE="width: 10px">&nbsp;</td>
    <TD STYLE="width: 61px">&nbsp;</td>
    <TD STYLE="width: 10px">&nbsp;</td>
    <TD STYLE="width: 54px">&nbsp;</td>
    <TD STYLE="width: 10px">&nbsp;</td>
    <TD STYLE="width: 52px">&nbsp;</td>
    <TD STYLE="width: 29px">&nbsp;</td>
    <TD STYLE="width: 58px; padding-right: 22pt">&nbsp;</td>
    <TD STYLE="width: 10px">&nbsp;</td>
    <TD STYLE="width: 67px">&nbsp;</td>
    <TD STYLE="width: 19px">&nbsp;</td></tr>
</table>

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

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 2%; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt">&bull;</td>
    <TD STYLE="width: 98%; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 2pt"><font style="font-weight: normal">Over-the-counter interest rate swaptions written as of November 30, 2014 were as follows (concluded):</font></td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</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">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.60%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3/17/16</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; padding-right: 5pt">12,000</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(101,261)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</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">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.05%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/18/16</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; padding-right: 5pt">3,400</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">(16,346)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</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">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.05%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/18/16</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; padding-right: 5pt">3,200</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">(15,385)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs Bank USA</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.05%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/18/16</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; padding-right: 5pt">3,400</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">(16,346)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</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">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.05%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/25/16</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; padding-right: 5pt">10,000</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">(49,734)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&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="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10-Year Interest Rate Swap</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">BNP Paribas S.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.10%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">4/25/16</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; padding-right: 5pt">7,200</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">(33,172)</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">10-Year Interest Rate Swap</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; 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">6.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">Receive</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">3-month LIBOR</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">5/22/18</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; border-bottom: Black 1pt solid; padding-right: 5pt">24,000</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">(125,513)</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;(3,635,519)</font></td>
    <TD COLSPAN="2" 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: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 3%">&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: 8%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 0%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">Centrally cleared interest rate swaps outstanding as of November 30, 2014 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 STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Fixed<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Floating<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Clearinghouse</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Effective<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 22pt">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Unrealized<br>
Appreciation<br>
(Depreciation)</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">0.56%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">6/25/15</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">41,800</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(70,583</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.29%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;12/31/14<sup>2</sup></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">7/31/21</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">20,000</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">(422,923</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.65%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">6/30/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">9,550</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">317,425</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.59%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">7/22/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">4,600</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">127,579</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.62%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">7/24/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">3,600</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">108,158</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.42%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/26/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">500</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">5,254</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.45%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/26/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,200</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">15,912</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.45%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/26/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,200</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">15,967</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.42%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/28/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">500</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">5,093</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.37%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/28/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,400</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">8,441</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.37%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">11/28/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">1,600</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">8,692</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.31%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">12/02/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,200</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">321</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.31%<sup>1</sup></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; 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">Chicago Mercantile</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;N/A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">12/02/24</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 22pt">2,800</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">(69,402</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <td colspan="10" style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right; padding-right: 22pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">49,934</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: left">&nbsp;</td></tr>
<TR STYLE="font-size: 1pt">
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 11%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 9%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 23%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 10%; text-align: center; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 10%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 2%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 8%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 11%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 2%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 3%; font-size: 1pt">&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%; 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">Trust pays the fixed rate and receives the floating rate.</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">Forward Swap</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 61%; font: 8pt Arial, Helvetica, Sans-Serif; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif,sans-serif; color: Navy">Schedule of Investments</font><font style="font-family: Arial, Helvetica, Sans-Serif,sans-serif; color: navy"> <font style="font-size: 9pt">(continued)</font> </font></td>
    <TD STYLE="width: 39%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 8px solid; padding-top: 3pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>BlackRock Core Bond Trust (BHK)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>&nbsp;</b></font></td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">OTC credit default swaps &ndash; buy protection outstanding as of November 30, 2014 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 style="vertical-align: bottom">
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Issuer/Index</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Pay<br>
Fixed<br>
Rate</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<br>
Date</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Market<br>
Value</td>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Premiums<br>
Paid<br>
(Received)</td>
    <TD COLSPAN="2" STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Unrealized<br>
Depreciation</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Radian Group, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">5.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">6/20/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,800</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(69,923)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 6pt; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">18,066</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(87,989)</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">The New York Times Co.</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">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">12/20/16</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,600</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">(48,133)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 6pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">103,523</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">(151,657)</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Australia &amp; New Zealand Banking Group Ltd.</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">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">9/20/17</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1</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">(10)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 6pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">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">(19)</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Westpac Banking Corp.</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">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">9/20/17</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1</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">(10)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 6pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">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">(19)</td>
    </tr>
<tr>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD COLSPAN="11" STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt"><b>Total</b></td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">(118,076)</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 6pt">$</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; text-align: right">121,607</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">(239,684)</td>
    </tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt">&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: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-right: 22pt">&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></TR>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">OTC credit default swaps &ndash; sold protection outstanding as of November 30, 2014 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 style="vertical-align: bottom">
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left; vertical-align: top">Issuer/Index</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Receive<br>
Fixed<br>
Rate</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<br>
Date</td>
    <TD STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Credit Rating<SUP>1</SUP></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Notional<BR>
    Amount<BR> (000)<SUP>2</SUP></td>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Market<br>
Value</td>
    <TD COLSPAN="2" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Premiums<br>
Paid<br>
(Received)</td>
    <TD COLSPAN="2" STYLE="font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">Unrealized<br>
Appreciation</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="text-align: center; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Credit Suisse International</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">1,080</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,159</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(35,806)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><P STYLE="margin-top: 0; margin-bottom: 0">50,965</P></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">1,460</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">20,492</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">(44,262)</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">64,754</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="text-align: center; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs Bank USA</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">1,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">14,036</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">(29,506)</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">43,542</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="text-align: center; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Morgan Stanley Capital Services LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">550</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">7,720</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">(14,584)</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">22,304</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="text-align: center; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">&nbsp;</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Morgan Stanley Capital Services LLC</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">1,810</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">25,405</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">(53,811)</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">79,216</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">575</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">8,970</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">(18,772)</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">27,742</td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="text-align: left; padding-left: 0.1in; text-indent: -0.1in; vertical-align: top">MetLife, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/20/16</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">BBB</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">USD</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">595</td>
    <TD STYLE="vertical-align: bottom; padding-left: 10pt; 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">9,277</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">(17,829)</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">27,106</td>
    </tr>
<tr>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD COLSPAN="13" STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt"><b>Total</b></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; text-align: right; padding-left: 10pt">$</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">101,059</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; text-align: right">$</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">(214,570)</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">315,629</td>
    </tr>
<TR STYLE="font-size: 1pt">
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt; text-align: left; vertical-align: top">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt; padding-right: 3pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt; padding-left: 10pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="text-align: right; font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="text-align: right; font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    </tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center"><sup>1</sup></td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">Using S&amp;P&rsquo;s rating of the issuer.</font></td></tr>
<tr style="vertical-align: bottom">
    <td style="font-weight: bold; text-align: center"><sup>2</sup></td>
    <td style="font-weight: bold"><font style="font-weight: normal">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>
<tr style="vertical-align: bottom">
    <td style="font-weight: bold; text-align: center">&nbsp;</td>
    <td style="font-weight: bold">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td style="font-weight: bold; text-align: center">&bull;</td>
    <td style="font-weight: bold"><font style="font-weight: normal">OTC interest rate swaps outstanding as of November 30, 2014 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 style="vertical-align: bottom">
    <TD COLSPAN="29" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Fixed<BR> Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Floating<BR> Rate</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Counterparty</td>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Effective<br>
Date</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Market<br>
Value</td>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Premiums<br>
Paid<br>
(Received)</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Unrealized<br>
Appreciation</td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="29" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top; 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">0.00%<SUP>1</SUP></TD>
    <TD STYLE="vertical-align: top; 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">3-month LIBOR</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">JPMorgan Chase Bank N.A</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; border-bottom: Black 1pt solid">&nbsp;9/26/17<sup>2</sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; border-bottom: Black 1pt solid">9/26/19</TD>
    <TD STYLE="vertical-align: top; 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: top; 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">21,000</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; border-bottom: Black 1pt solid">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15,339</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; border-bottom: Black 1pt solid">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">15,339</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR STYLE="font-size: 1pt">
    <TD STYLE="font-size: 1pt">&nbsp;</td>
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    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&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%; 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">Fund pays the floating rate and receives the fixed rate.</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">Forward Swap</font></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: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td colspan="5">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: top; text-align: center">&bull;</td>
    <td colspan="3" style="vertical-align: bottom">For Trust compliance purposes, the Trust&rsquo;s sector classifications refer to any one or more of the sector sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment advisor. These definitions may not apply for purposes of this report, which may combine such sector sub-classifications for reporting ease.<br>
<br></td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Fair Value Measurements - Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting] purposes. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing in those securities. The three levels of the fair value hierarchy are as follows:</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="5">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 1 &mdash; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="5">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 2 &mdash; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="5">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 3 &mdash; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Trust's own assumptions used in determining the fair value of investments and derivative financial instruments)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="5">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="5">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Changes in valuation techniques may result in transfers into or out of an
        assigned level within the disclosure hierarchy. In accordance with the Trust policy, transfers between different levels of the
        fair value disclosure hierarchy are deemed to have occurred as of the beginning of the reporting period. For information about
        the Trust&rsquo;s policy regarding valuation of investments and derivative financial instruments, please refer to the Trust&rsquo;s
        most recent financial statements as contained in its annual report.</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><br>
        The following tables summarize the Trust's investments and derivative financial instruments categorized in the disclosure hierarchy
        as of November 30, 2014:<br>
        </P></td></tr>
<tr>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 96%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom">Investments:<sup> </sup></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="17" 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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">68,003,956</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">15,567,880</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right">83,571,836</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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">617,234,411</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">17,308,505</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">634,542,916</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">Foreign Agency Obligations<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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">14,514,094</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">14,514,094</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">Municipal 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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">25,638,893</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">25,638,893</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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">108,059,098</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">13</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">108,059,111</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">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">13,937,010</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">85,695,959</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">99,632,969</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">U.S. Government Sponsored Agency 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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">102,791,750</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">496</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">102,792,246</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">U.S. Treasury Obligations<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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">48,823,437</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">48,823,437</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">Short-Term Securities <sup>&nbsp;</sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">4,305,742</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">4,305,742</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">Options Purchased:<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">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</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">Interest rate contracts</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">2,191,284</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">2,191,284</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom"><b>Total</b></td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">$</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">18,242,752</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">1,072,952,882</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">32,876,894</td>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: Black 1pt solid">1,124,072,528</td>
    <TD NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right; border-top: 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: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
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    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 18%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</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: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->23<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="21" 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="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 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; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="21" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="20" style="vertical-align: bottom">Derivative Financial Instruments<sup> 1</sup></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="20" style="vertical-align: bottom"><b>Assets:</b><sup> </sup></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">315,629</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">315,629</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Foreign currency exchange contracts</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">527,324</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">527,324</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Interest rate contracts<sup> </sup></font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,845,315</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">628,181</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,473,496</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <td colspan="20" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit contracts</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(239,684</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(239,684</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Foreign currency exchange contracts</font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: 1.8pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Interest rate contracts<sup> </sup></font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(296,375</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(4,198,427</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(4,494,802</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; padding-bottom: 1pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</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="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,548,940</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(2,966,977</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(1,418,037</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="width: 21%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 5%; text-align: left; vertical-align: bottom">&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, which 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 November 30, 2014, such assets and/or liabilities are categorized within the disclosure hierarchy as follows:</font><br>
<sup>&nbsp;</sup>&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">961,637</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 3pt">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">961,637</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: 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">1,409,000</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; padding-right: 3pt">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,409,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash pledged as collateral for over-the-counter swaps<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,020,000</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; padding-right: 3pt">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,020,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash 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">386,000</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; padding-right: 3pt">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">386,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="17" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup>&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash Received as collateral for reverse repurchase agreements<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(741,000)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(741,000)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Foreign currency 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">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(3,824)</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">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(3,824)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Reverse repurchase agreements<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(326,028,354)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(326,028,354)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 1pt"><b>Total</b><sup> </sup></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">3,776,637</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">(326,773,178)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; border-top: Black 1pt solid">(322,996,541)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 20%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 9%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 15%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 18%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">There were no transfers between Level 1 and Level 2 during the
year ended November 30, 2014.</P>

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


<!-- Field: Page; Sequence: 25 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK CORE BOND TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->24<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">A reconciliation of Level 3 investments is 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:</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="3" STYLE="vertical-align: top; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: justify; padding-right: 20pt">&nbsp;</td>
    <td colspan="3" style="vertical-align: top; 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>Asset-Backed Securities</b></P></td>
    <td colspan="2" style="vertical-align: top; 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>Corporate</b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: center"><b>Bonds</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>Non-Agency Mortgage-Backed 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>U.S. Government Sponsored Agency Securities</b></font></td>
    <TD COLSPAN="4" STYLE="vertical-align: top; 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>&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 COLSPAN="3" STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: justify; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Assets:</b></font></td>
    <td colspan="3" style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <td colspan="5" style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Opening Balance, as of August 31, 2014</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">$</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,755,839</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</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">8,777,320</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; font: 8pt 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">&mdash;</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">$</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">15,533,159 </font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers into Level 3</font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</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">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash; </font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers out of Level 3<sup>1 </sup></font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(6,237,350)</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">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(6,237,350)</font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Accrued discounts/premiums</font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(836,297)</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">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(836,297)</font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net realized gain</font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</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">&mdash;</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash; </font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/depreciation<sup>2,3 </sup></font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(329,486)</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">(40,158)</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">$</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">13</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">$</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">496</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;(369,135)</font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Purchases</font></td>
    <td 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"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">16,215,174</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">8,571,343</font></td>
    <td colspan="3" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td colspan="2" style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;-</font></td>
    <td style="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">24,786,517 </font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Sales</font></td>
    <td style="vertical-align: top; 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">&mdash;</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">&mdash;</font></td>
    <td colspan="3" 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">&mdash;</font></td>
    <td colspan="2" 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">&mdash;</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td colspan="5" 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="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-right: 20pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0 0 0 9pt; text-indent: -9pt"><b>Closing Balance, as of </b></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0"><b>August 31, 2014</b></P></td>
    <td style="vertical-align: top; border-bottom: Black 1.5pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">$</P></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">15,567,880</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">$</P></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">17,308,505</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">13</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">496</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">$</P></td>
    <td colspan="3" style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">32,876,894</font></td>
    </tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-right: 20pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/depreciation on investments still held at November 30, 2014<sup>3</sup></font></td>
    <TD STYLE="text-align: left; border-bottom: Black 1.5pt solid; vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">$</P></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(329,486)</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</P></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(40,158)</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</font></td>
    <td colspan="2" style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">13</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">496</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0; text-align: right">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</P></td>
    <td colspan="3" style="vertical-align: bottom; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(369,135)</font></td>
    </tr>
<TR STYLE="font-size: 2pt">
    <TD STYLE="width: 20px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 198px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 1px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 6px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 74px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 12px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 72px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 12px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 53px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 7px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 54px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 12px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 34px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 1px; font-size: 2pt">&nbsp;</td>
    <TD STYLE="width: 36px; font-size: 2pt">&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: 2%; 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: 98%; 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 unobservable inputs in determining the value of certain investments. As of November 30, 2014, the Trust used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $6,237,350 transferred from Level 3 to Level 2 in the disclosure hierarchy.</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">Included in the related net change in unrealized appreciation/depreciation in the Statements of Operations.</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">Any difference between Net change in unrealized appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments held as of November 30, 2014 is generally due to investments no longer held or categorized as Level 3 at period end.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0 0 2pt">&nbsp;</P>

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

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

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

<!-- Field: Page; Sequence: 26 -->
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    <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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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &ndash; Controls and Procedures</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 6.5%; text-align: left">2(a) &ndash; &#9;</TD><TD>The registrant's principal executive and principal
financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures
(as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &Prime;1940 Act&Prime;)) are effective
as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures required by
Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 6.5%; text-align: left">2(b) &ndash; &#9;</TD><TD>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>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 3 &ndash; Exhibits</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD>Certifications &ndash; Attached hereto</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>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.</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>BlackRock Core Bond Trust</TD></TR>
</TABLE>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Core Bond Trust</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD>Date: January 22, 2015</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>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.</TD></TR>
</TABLE>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Core Bond Trust</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD>Date: January 22, 2015</TD></TR>
</TABLE>


<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ Neal J. Andrews</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Financial Officer (principal financial officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD>&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Core Bond Trust</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 11pt Times New Roman, Times, Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 6.5%">&nbsp;</TD>
    <TD>Date: January 22, 2015</TD></TR>
</TABLE>




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

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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e62250ex99cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
<HTML>
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<P STYLE="margin: 0"></P>

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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Core Bond Trust, 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 Core Bond Trust;</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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</P>



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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt; text-indent: -41.75pt">&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 Core Bond Trust</P>


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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Core Bond Trust, 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 Core Bond Trust;</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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; 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 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0"><U>/s/ 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="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Financial Officer (principal financial
officer) of<BR>
BlackRock Core Bond Trust</P>

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



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

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