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Proc-Type: 2001,MIC-CLEAR
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<SEC-DOCUMENT>0000930413-07-007648.txt : 20070924
<SEC-HEADER>0000930413-07-007648.hdr.sgml : 20070924
<ACCEPTANCE-DATETIME>20070924125033
ACCESSION NUMBER:		0000930413-07-007648
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20070731
FILED AS OF DATE:		20070924
DATE AS OF CHANGE:		20070924
EFFECTIVENESS DATE:		20070924

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK LTD DURATION INCOME TRUST
		CENTRAL INDEX KEY:			0001233681
		IRS NUMBER:				200096695
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21349
		FILM NUMBER:		071131021

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		888-825-227

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK LIMITED DURATION INCOME TRUST
		DATE OF NAME CHANGE:	20030611

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK MANAGED DURATION INCOME TRUST
		DATE OF NAME CHANGE:	20030529

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK MANAGED DURATION TRUST
		DATE OF NAME CHANGE:	20030516
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>c50345_nq.htm
<TEXT>

<HTML>
<HEAD>
   <TITLE>c50345_nq.htm -- Converted by SEC Publisher, created by BCL Technologies Inc., for SEC Filing</TITLE>
</HEAD>

<BODY bgcolor="#ffffff">


<P align="center">
<FONT face="serif">UNITED STATES </FONT><BR>
<FONT face="serif"> SECURITIES AND EXCHANGE COMMISSION</FONT><BR>
<FONT face="serif">Washington, D.C. 20549 </FONT></P>
<P align="center">
<B><FONT face="serif">FORM N-Q </FONT></B></P>
<P align="center">
<B><FONT face="serif">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED </FONT></B><BR>
<B><FONT face="serif">MANAGEMENT INVESTMENT COMPANY </FONT></B></P>
<P align="left">
<FONT size=2 face="serif">Investment Company Act file number 811-21349 </FONT><BR>
<BR>
<FONT size=2 face="serif">Name of Fund: BlackRock Limited Duration Income Trust </FONT><BR>
<BR>
<FONT size=2 face="serif">Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809 </FONT><BR>
<BR>
<FONT size=2 face="serif">Name and address of agent for service: Robert S. Kapito, President, BlackRock Limited Duration Income </FONT><BR>
<FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust, 40 East 52</FONT><SUP><FONT size=2 face="serif">nd</FONT></SUP><FONT size=2 face="serif"> Street, New York, NY 10022. </FONT><BR>
<BR>
<FONT size=2 face="serif">Registrant&#146;s telephone number, including area code: (888) 825-2257 </FONT><BR>
<BR>
<FONT size=2 face="serif">Date of fiscal year end: 10/31/2007 </FONT><BR>
<BR>
<FONT size=2 face="serif">Date of reporting period: 05/01/2007 &#150; 07/31/2007 </FONT><BR>
<BR>
</P>



<hr noshade align="center" width="100%" size=4>
<P STYLE="page-break-before:always"></P>
<PAGE>

<P align="left"><FONT size=2 face="serif">Item 1 &#150; Schedule of Investments </FONT></P><b></b>


<P align=left><B><FONT face=serif>PORTFOLIO OF INVESTMENTS (unaudited) </FONT></B><BR>
<B><FONT face=serif>JULY 31, 2007</FONT></B><BR>
<B><FONT face=serif>BlackRock Limited Duration Income Trust (BLW)</FONT></B><B><FONT face=serif color=#ff0000> </FONT></B><BR>
<B><FONT face=serif size=2>(Percentages shown are based on Net Assets) </FONT></B></P>
<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap>
      <div align="center"><B><FONT size=2 face="serif">Principal</FONT></B>
      </div></TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap>
      <div align="center"><B><FONT size=2 face="serif">Amount</FONT></B>
      </div></TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp;
      </div></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=left nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp;
      </div></TD>
	<TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp;
      </div></TD>
  </TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">LONG-TERM INVESTMENTS&#151;139.1%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Corporate Bonds&#151;52.9%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Aerospace &amp; Defense&#151;1.4%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>
<FONT size=2 face="serif">&#36;</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,560</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AAR Corp., Ser. A2, 8.39%, 5/15/11</FONT>&nbsp;
	</TD>
	<TD><FONT size=2 face="serif">&#36;</FONT>
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,575,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">745</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bombardier, Inc., 8.00%, 11/15/14 (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">737,550</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,236</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DI Finance/DynCorp Intl., Ser. B, 9.50%, 2/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,340,720</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DRS Technologies, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">330</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;6.875%, 11/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">316,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">310</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.625%, 2/01/18</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">297,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">755</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sequa Corp., 9.00%, 8/01/09</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">785,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">570</FONT></TD>
	<TD align=left nowrap><FONT size=2 face="serif"></FONT><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">TransDigm, Inc., 7.75%, 7/15/14</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">558,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Aerospace &amp; Defense</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">9,612,070</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Automotive&#151;2.3%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">850</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Accuride Corp., 8.50%, 2/01/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">807,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AutoNation, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">690</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.00%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">645,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">690</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.36%, 4/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">641,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">7,500</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DaimlerChrysler NA Holding Corp., 4.05%, 6/04/08</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">7,391,587</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Ford Capital BV, 9.50%, 6/01/10 (Netherlands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">490,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,575</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lear Corp., Ser. B, 8.75%, 12/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,456,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Metaldyne Corp., 11.00%, 11/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">980,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sonic Automotive, Inc., Ser. B, 8.625%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">3,473,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Automotive</FONT>&nbsp; </TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">15,886,562</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Basic Materials&#151;4.4%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,480</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Abitibi-Consolidated, Inc., 6.00%, 6/20/13 (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,169,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,200</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AK Steel Corp., 7.75%, 6/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,178,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,100</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Pacific Corp., 9.00%, 2/01/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,089,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">670</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bowater, Inc., 8.36%, 3/15/10</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">633,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">120</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Chemtura Corp., 6.875%, 6/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">110,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CPG Intl. I, Inc., 10.50%, 7/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">727,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Domtar, Inc. (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">300</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.125%, 8/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">279,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">140</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.875%, 10/15/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">137,550</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Freeport-McMoRan Copper &amp; Gold, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,585</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.375%, 4/01/17</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,814,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.564%, 4/01/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">772,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Huntsman LLC,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,950</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.625%, 10/15/10</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,071,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">310</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;12.00%, 7/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">341,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Ineos Group Holdings Plc (United Kingdom)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,490</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.875%, 2/07/16 (EUR)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,781,177</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,885</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.50%, 2/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,639,775</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,225</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Innophos, Inc., 8.875%, 8/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,236,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">980</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Key Plastics LLC/Key Plastics Finance Corp., 11.75%, 3/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">931,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lyondell Chemical Co.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.00%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">802,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">560</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.50%, 6/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">604,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NewPage Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">810</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.00%, 5/01/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">826,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2,3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.606%, 5/01/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,605,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">300</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;12.00%, 5/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">312,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,690</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nova Chemicals Corp., 8.484%, 11/15/13 (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,622,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">730</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Terra Capital, Inc., Ser. B, 7.00%, 2/01/17</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">689,850</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">60</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Verso Paper Holdings LLC/Verson Paper, Inc., 11.375%, 8/01/16</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">61,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Basic Materials</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">29,437,227</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Building &amp; Development&#151;0.9%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DR Horton, Inc., 5.875%, 7/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,749,572</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Goodman Global Holding Co., Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.875%, 12/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">269</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.36%, 6/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">266,310</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">890</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nortek, Inc., 8.50%, 9/01/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">765,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">270</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">North American Energy Partners, Inc., 8.75%, 12/01/11 (Canada)</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">271,350</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=center nowrap>&nbsp;
	</TD>
	<TD align=center nowrap>&nbsp;</TD>
	<TD align=center nowrap>&nbsp;</TD>
	<TD align=center nowrap><div align="left"><FONT size=2 face="serif">Total Building &amp; Development</FONT>&nbsp;</div></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">6,052,632</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Commercial Services&#151;0.2%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">350</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">FTI Consulting, Inc., 7.75%, 10/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">343,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">875</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Quebecor World, Inc., 9.75%, 1/15/15 (Canada)</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">840,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Commercial Services</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,183,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Consumer Products&#151;5.5%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,085</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Ames True Temper, Inc., 9.36%, 1/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,064,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">130</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 7.86%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">124,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,390</FONT><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Dollar General Corp., 10.625%, 7/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,230,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">General Nutrition Centers, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,250</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.796%, 3/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,092,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,880</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.75%, 3/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,776,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Group 1 Automotive, Inc., 8.25%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,025,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,400</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">JC Penney Co., Inc., 8.00%, 3/01/10</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,649,916</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,505</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lazy Days RV Center, Inc., 11.75%, 5/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,459,850</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Michaels Stores, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,210</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.00%, 11/01/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,143,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,800</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1,3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.375%, 11/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,702,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">73</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Neiman-Marcus Group, Inc., 9.00%, 10/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">76,103</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">600</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Quiksilver, Inc., 6.875%, 4/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">531,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Reynolds American, Inc., 7.625%, 6/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,032,266</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rite Aid Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,320</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.50%, 3/01/17</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,046,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.125%, 5/01/10</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,975,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,790</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1,3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sally Holdings LLC, 10.50%, 11/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,691,550</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,175</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">United Rentals NA, Inc., 7.00%, 2/15/14</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,213,062</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Consumer Products</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">36,833,747</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Containers &amp; Packaging&#151;1.0%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Berry Plastics Holding Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,210</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.875%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,161,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">835</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.235%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">801,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">885</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Crown Americas LLC/Crown Americas Capital Corp., 7.75%, 11/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">871,725</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">585</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Graham Packaging Co., Inc., 8.50%, 10/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">546,975</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,370</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1,2</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Impress Holdings BV, 8.485%, 9/15/13 (Netherlands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,370,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,020</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Pregis Corp., 12.375%, 10/15/13</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,242,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Containers &amp; Packaging</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">6,994,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Ecological Services &amp; Equipment&#151;0.6%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Casella Waste Systems, Inc., 9.75%, 2/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,020,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,065</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Waste Services, Inc., 9.50%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,095,975</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Ecological Services &amp; Equipment</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">4,115,975</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Energy&#151;5.1%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,500</FONT><SUP></SUP>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">1,3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AES Corp., 8.75%, 5/15/13</FONT>&nbsp;
	</TD>
	<TD><div style="border-bottom:0px solid #000000">&nbsp;</div>
	</TD>
	<TD align=right nowrap><div style="border-bottom:0px solid #000000"> <font size=2 face="serif">5,788,750</font>&nbsp; </div></TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">550</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Berry Petroleum Co., 8.25%, 11/01/16</FONT>&nbsp;
	</TD>
	<TD><div style="border-bottom:0px solid #000000">&nbsp;</div></TD>
	<TD align=right nowrap><div style="border-bottom:0px solid #000000"> <font size=2 face="serif">530,750</font>&nbsp; </div></TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,210</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Chaparral Energy, Inc., 8.50%, 12/01/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,085,975</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Chesapeake Energy Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">650</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;6.375%, 6/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">610,187</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">100</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;6.875%, 11/15/20</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">93,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.50%, 9/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,025,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Compagnie Generale de Geophysique-Veritas (France)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">255</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.50%, 5/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">248,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">420</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.75%, 5/15/17</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">409,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" >
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=right nowrap><FONT size=2 face="serif">925</FONT></TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap><FONT size=2 face="serif">Compton Petroleum Finance Corp.,
    7.625%, 12/01/13 (Canada)</FONT>&nbsp; </TD>
  <TD>&nbsp;</TD>
  <TD align=right nowrap><FONT size=2 face="serif">864,875</FONT>&nbsp; </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">1 </FONT></P>

<HR noshade align="center" width="100%" size=4>
<PAGE><P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>

<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap>
      <div align="center"><B><FONT size=2 face="serif">Principal</FONT></B>
      </div></TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap>
      <div align="center"><B><FONT size=2 face="serif">Amount</FONT></B>
      </div></TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp;
      </div></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=left nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp;
      </div></TD>
	<TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;">
      <div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp;
      </div></TD>
  </TR>
<TR valign="bottom">
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=left nowrap><B><FONT size=2 face="serif">Energy&#151;(cont&#146;d)</FONT></B>&nbsp; </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,640</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">East Cameron Gas Co., 11.25%, 7/09/19 (Cayman Islands)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,574,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">590</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Edison Mission Energy, 7.50%, 6/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">569,350</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">400</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">El Paso Natural Gas Co., 8.875%, 6/15/32</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">462,952</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">159</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Elwood Energy LLC, 8.159%, 7/05/26</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">159,848</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Encore Acquisition Co.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">250</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;6.00%, 7/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">215,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">200</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.25%, 12/01/17</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">180,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">495</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Exco Resources, Inc., 7.25%, 1/15/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">491,288</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">380</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Grant Prideco, Inc., Ser. B, 6.125%, 8/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">353,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">895</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">KCS Energy, Inc., 7.125%, 4/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">877,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,324</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Midwest Generation LLC, Ser. B, 8.56%, 1/02/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,464,804</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">625</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mirant Americas Generation LLC, 8.30%, 5/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">612,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NRG Energy, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">210</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.25%, 2/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">202,650</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,185</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.375%, 2/01/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,143,525</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,990</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1,3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">OPTI, Inc., 8.25%, 12/15/14 (Canada)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,990,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">580</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Orion Power Holdings, Inc., 12.00%, 5/01/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">629,300</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,515</FONT></TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sabine Pass LNG LP, 7.50%, 11/30/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,439,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,240</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">SemGroup LP, 8.75%, 11/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,221,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,890</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1,2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Stone Energy Corp., 9.11%, 7/15/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,885,275</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">725</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Targa Resources, Inc., 8.50%, 11/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">803,783</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,550</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Whiting Petroleum Corp., 7.25%, 5/01/12-5/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,450,850</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Energy</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">34,383,462</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Entertainment &amp; Leisure&#151;0.7%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">505</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AMC Entertainment, Inc., 11.00%, 2/01/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">521,413</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">370</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cinemark, Inc., Zero Coupon, 3/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">333,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,430</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Greektown Holdings LLC, 10.75%, 12/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,465,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,920</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Harrah's Operating Co., Inc., 5.75%, 10/01/17</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,363,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,255</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Travelport LLC, 9.875%, 9/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,273,825</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">100</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 6.625%, 12/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">92,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Entertainment &amp; Leisure</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">5,049,938</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Financial Institutions&#151;5.8%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Real Estate Partners LP/American Real Estate Finance Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,480</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.125%, 2/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,391,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,860</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.125%, 6/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,625,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">790</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1,2</FONT></SUP></TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">BMS Holdings, Inc., 12.40%, 2/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">782,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Ford Motor Credit Co. LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,800</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.375%, 2/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,616,678</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,665</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.80%, 6/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,585,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">940</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.11%, 1/13/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">897,552</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">60</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.81%, 4/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">62,064</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,735</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">General Motors Acceptance Corp., 6.875%, 8/28/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,515,746</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,716</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">iPayment Investors LP, 11.625%, 7/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,716,478</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">950</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">iPayment, Inc., 9.75%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">907,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">900</FONT></TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">K&amp;F Acquisition, Inc., 7.75%, 11/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">967,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,430</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Momentive Performance Materials, Inc., 10.125%, 12/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,318,525</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rainbow National Services LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">925</FONT></TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.75%, 9/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">948,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,835</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.375%, 9/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,270,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,025</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Standard Aero Holdings, Inc., 8.25%, 9/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,076,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,780</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">4</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Structured Asset Receivable Trust, 1.649%, 1/21/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,776,764</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">220</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Universal City Florida Holding Co. I/II, 10.106%, 5/01/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">221,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,780</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wimar Opco LLC/Wimar Opco Finance Corp., 9.625%, 12/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,335,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Financial Institutions</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">39,013,532</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,000</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Norcross Safety Products LLC/Norcross Capital Corp., 9.875%, 8/15/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,135,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,805</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Tenet Healthcare Corp., 6.50%, 6/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,507,175</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,948</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Viant Holdings, Inc., 10.125%, 7/15/17</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,771,120</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
      <p>&nbsp;
    </p></TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Health Care</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">7,413,295</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Industrials&#151;1.6%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,700</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AGY Holding Corp., 11.00%, 11/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,751,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">650</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Hexcel Corp., 6.75%, 2/01/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">617,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">905</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Park-Ohio Industries, Inc., 8.375%, 11/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">841,650</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">RBS Global, Inc./Rexnord Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.50%, 8/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,930,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,430</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.75%, 8/01/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,430,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,125</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sunstate Equipment Co. LLC, 10.50%, 4/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,062,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,092</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Trimas Corp., 9.875%, 6/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,086,540</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap><p>&nbsp;
    </p></TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><p><FONT size=2 face="serif">Total Industrials</FONT></p></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">10,719,190</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Media&#151;9.3%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Affinion Group, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,975</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.125%, 10/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,984,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">850</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.50%, 10/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">854,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">420</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Media Operations, Inc., Ser. B, 10.25%, 5/01/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">382,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,500</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CBD Media, Inc., 8.625%, 6/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,491,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,395</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CCH I Holdings LLC/CCH I Holdings Capital Corp., 11.00%, 10/01/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,395,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,425</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CMP Susquehanna Corp., 9.875%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,255,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">800</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cablevision Systems Corp., Ser. B, 9.82%, 4/01/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">804,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">520</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CanWest MediaWorks, Inc., 8.00%, 9/15/12 (Canada)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">499,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Charter Communications Holdings II LLC/Charter Communications Holdings II Capital Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,25</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.25%, 9/15/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,294,463</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">865</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=center nowrap>
      <div align="left"><FONT size=2 face="serif">&nbsp; &nbsp;Ser. B, 10.25%, 9/15/10</FONT>&nbsp;
      </div></TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">877,975</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">6,685</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Comcast Cable Communications, Inc., 6.875%, 6/15/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">6,847,392</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,650</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Dex Media West LLC/Dex Media Finance Co., Ser. B, 9.875%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,732,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DirecTV Holdings LLC/DirecTV Financing Co., 8.375%, 3/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">507,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">EchoStar DBS Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">2,800</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;5.75%, 10/01/08</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,779,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,330</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.00%, 10/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,276,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">200</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.125%, 2/01/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">189,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1,2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ION Media Networks, Inc., 8.61%, 1/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,980,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,525</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Idearc, Inc., 8.00%, 11/15/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,392,438</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,105</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Network Communications, Inc., 10.75%, 12/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,105,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">2,790</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nexstar Finance, Inc., 7.00%, 1/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,706,300</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nielsen Finance LLC/Nielsen Finance Co.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,400</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Zero Coupon, 8/01/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">917,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,340</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.00%, 8/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,383,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,900</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Primedia, Inc., 8.00%, 5/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,997,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,465</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">RH Donnelley Corp., Ser. A-3, 8.875%, 1/15/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,369,712</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Salem Communications Corp., 7.75%, 12/15/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">460</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sinclair Broadcast Group, Inc., 4.875%, 7/15/18</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">429,525</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">185</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sirius Satellite Radio, Inc., 9.625%, 8/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">176,675</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,500</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">TL Acquisitions, Inc., 10.50%, 1/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,140,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,465</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Univision Communications, Inc., 9.75%, 3/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,333,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,390</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Vertis, Inc., 9.75%, 4/01/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,384,025</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,442</FONT>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Young Broadcasting, Inc., 10.00%, 3/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">4,042,220</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Media</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">62,527,475</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#ffffff">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Real Estate&#151;0.3%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#e6e6e6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rouse Co., 5.375%, 11/26/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,839,638</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">2</FONT></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Principal</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Amount</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
  <TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Technology&#151;3.3%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Amkor Technology, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,063</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.75%, 5/15/13</FONT>&nbsp;
	</TD>
	<TD><FONT size=2 face="serif">&#36;</FONT>
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,882,487</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">600</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.25%, 6/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">576,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,965</FONT></TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Celestica, Inc., 7.625%, 7/01/13 (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,768,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Freescale Semiconductor, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">5,460</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.125%, 12/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,818,450</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">600</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1,2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.235%, 12/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">550,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">430</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Hynix Semiconductor, Inc., 9.875%, 7/01/12 (South Korea)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">479,450</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,700</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NXP BV/NXP Funding LLC, 9.50%, 10/15/15 (Netherlands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,342,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sanmina-SCI Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">125</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;6.75%, 3/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">110,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,710</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.125%, 3/01/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,513,350</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,340</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sensata Technologies, 8.00%, 5/01/14 (Netherlands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,232,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">SunGard Data Systems, Inc.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">590</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.125%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">592,950</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,600</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.25%, 8/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,600,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,765</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Superior Essex Communications LLC/Essex Group, Inc., 9.00%, 4/15/12</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">3,727,350</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Technology</FONT>

	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">22,194,087</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Telecommunications&#151;8.1%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,420</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cincinnati Bell, Inc., 7.25%, 7/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,398,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,830</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cricket Communications, Inc., 9.375%, 11/01/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,804,838</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,000</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Deutsche Telekom Intl. Finance BV, 8.00%, 6/15/10 (Netherlands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,341,045</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Digicel Group Ltd. (Bermuda)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,120</FONT></TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.875%, 1/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,030,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,797</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.125%, 1/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,573,257</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">860</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Hawaiian Telcom Communications, Inc., Ser. B, 10.86%, 5/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">842,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,495</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Intelsat Corp., 9.00%, 6/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,501,238</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Intelsat Ltd. (Bermuda)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">415</FONT></TD>
	<TD align="left"><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.886%, 1/15/15</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">417,075</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,800</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.25%, 6/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,836,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">630</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.25%, 6/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">658,350</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,815</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;11.409%, 6/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,927,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,470</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Intelsat Subsidiary Holding Co. Ltd., 8.625%, 1/15/15 (Bermuda)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,473,675</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,850</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nordic Telephone Co. Holdings A.p.S., 8.875%, 5/01/16 (Denmark)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,811,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nortel Networks Ltd. (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">465</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;10.125%, 7/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">481,275</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,220</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1,2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.61%, 7/15/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,247,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,517</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">PanAmSat Corp., 9.00%, 8/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,538,981</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,231</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1,2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ProtoStar I Ltd., 12.50%, 10/15/12 (Bermuda)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,489,172</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,728</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">2</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Qwest Communications Intl., Inc., 8.86%, 2/15/09</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,734,820</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Qwest Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;7.875%, 9/01/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,015,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">2,500</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">2,3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.61%, 6/15/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,587,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,675</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;9.125%, 3/15/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,812,094</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,595</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">West Corp., 11.00%, 10/15/16</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,577,025</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wind Acquisition Finance S.A., 10.75%, 12/01/15 (Luxembourg)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,545,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Windstream Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,340</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.125%, 8/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,366,325</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,310</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;8.625%, 8/01/16</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,326,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Telecommunications</FONT>&nbsp;</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">54,337,795</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Transportation&#151;1.3%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">520</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Airlines, Inc., Ser. 99-1, 7.324%, 4/15/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">514,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">490</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Britannia Bulk Plc, 11.00%, 12/01/11 (United Kingdom)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">490,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,715</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CHC Helicopter Corp., 7.375%, 5/01/14 (Canada)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,594,950</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">111</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Horizon Lines LLC, 9.00%, 11/01/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">117,938</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,150</FONT></TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Navios Maritime Holdings, Inc., 9.50%, 12/15/14 (Marshall Islands)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,182,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,650</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">3</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Overseas Shipholding Group, Inc., 8.75%, 12/01/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,732,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,850</FONT><SUP></SUP>
	</TD>
	<TD align="left"><SUP><FONT size=2 face="serif">1</FONT></SUP>
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">St. Acquisition Corp., 12.50%, 5/15/17</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,023,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Transportation</FONT>

	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">8,655,938</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Total Corporate Bonds</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">356,249,663</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Bank Loans&#151;58.0%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Aerospace &amp; Defense&#151;0.5%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">968</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Arinc, Inc., Loan B, LIBOR + 2.00%, 3/10/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">966,290</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,755</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DI Finance/DynCorp Intl., Loan B, LIBOR + 2.25%, 2/11/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,704,213</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">491</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wesco Aircraft Hardware Corp., First Lien Loan, LIBOR + 2.25%, 9/29/13</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">466,292</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Aerospace &amp; Defense</FONT></TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">3,136,795</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Automotive&#151;2.1%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Goodyear Tire &amp; Rubber Co., Third Lien Loan, LIBOR + 3.50%, 3/01/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,930,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">639</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">IAP Worldwide Services, Inc., First Lien Loan, LIBOR + 4.25%, 12/30/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">573,505</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,493</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Keystone Automotive Industries, Inc., Loan B, LIBOR + 3.50%, 1/12/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,388,025</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">447</FONT>
	</TD>
	<TD align="left"><sup><font size="2">5</font></sup>
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lear Corp., First Lien Loan, LIBOR + 2.50%, 4/25/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">438,230</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mark IV Industries, Inc., First Lien Loan, LIBOR + 2.50%, 6/21/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">953,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Metaldyne Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">98</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR, 1/11/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">96,115</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">667</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR, 1/15/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">653,585</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">498</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Motorsport Aftermarket Group, Inc., LIBOR + 2.50%, 11/30/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">497,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Navistar Intl. Corp.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,750</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 3.25%, 1/19/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,612,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;0.50%, 1/19/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">950,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">972</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rent-A-Center, Inc., Loan B, LIBOR + 1.75%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">948,711</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Reynolds &amp; Reynolds Co.,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,948</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.00%, 10/26/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,880,220</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,250</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 5.50%, 10/26/13</FONT>&nbsp;
	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,237,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Automotive</FONT>

	</TD>
	<TD style="border-bottom:1px solid #000000;">&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">14,159,591</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Basic Materials&#151;2.7%</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Appleton Papers, Inc., Loan B, LIBOR + 1.75%, 6/05/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">956,667</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">BOC Edwards, LIBOR + 2.00%, 5/31/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">935,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Brenntag Holdings, Loan B6, LIBOR + 2.25%, 9/15/14 (EUR)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">677,234</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cognis Group, LIBOR, 11/17/13 (EUR)</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,322,260</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">817</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Compass Minerals Group, Inc., LIBOR + 1.50%, 12/22/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">788,472</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ISP Chemco LLC, Loan B, LIBOR + 1.75%, 6/04/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,431,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Ineos Group Holdings Plc,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap><FONT size=2 face="serif">1,241</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan A4, LIBOR + 2.25%, 12/16/12</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,201,036</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,733</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B2, LIBOR + 2.25%, 12/16/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,670,130</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,733</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C2, LIBOR + 2.75%, 12/23/14</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,670,130</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Invista BV,</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,287</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B1, LIBOR + 1.50%, 4/29/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,231,989</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">682</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B2, LIBOR + 1.50%, 4/29/11</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">653,046</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,200</FONT>
	</TD>
	<TD align="left">&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">John Maneely Co., Loan B, LIBOR + 3.25%, 12/08/13</FONT>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,066,478</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">3 </FONT></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Principal</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Amount</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
  <TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<B><FONT size=2 face="serif">(000</FONT></B>
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">)</FONT></B>&nbsp;
	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Description</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">Value</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Basic Materials&#151;(cont&#146;d)</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,562</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nalco Co., Loan B, LIBOR + 1.75%, 11/04/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,517,828</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">489</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">PQ Corp., TBD, 2/28/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">483,862</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">980</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rockwood Specialties Group, Inc., Loan E, LIBOR + 1.75%, 12/13/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">951,009</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,611</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">SP Newsprint, Loan B, LIBOR + 2.75%, 1/09/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,546,667</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Basic Materials</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">18,103,558</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Building &amp; Development&#151;2.4%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">297</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Armstrong World Industries, Inc., LIBOR + 1.75%, 10/02/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">286,122</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,241</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Beacon Roofing Supply, Inc., Loan B, LIBOR + 2.00%, 9/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,203,406</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Brand Energy &amp; Infrastructure Services, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">499</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan B, LIBOR + 2.25%, 2/07/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">467,163</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">498</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 6.00%, 2/07/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">484,821</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,488</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Building Materials Holding Corp., LIBOR + 2.75%, 3/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,288,514</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Custom Building Products, Inc., Second Lien Loan, LIBOR + 5.00%, 4/29/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,425,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Edge-Star Partners, First Lien Loan, 4.00%, 11/18/07</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Euramax Intl., Inc., Second Lien Loan, LIBOR + 8.00%, 6/29/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">242,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Hanley Wood LLC, LIBOR + 2.25%, 8/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,380,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lafarge Roofing Holdings, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">725</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B1, LIBOR + 2.13%, 2/28/14 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">968,389</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">296</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B2, LIBOR + 2.13%, 2/28/14 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">395,538</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">278</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B4, LIBOR, 2/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">272,502</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">673</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C1, LIBOR, 2/28/15 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">903,417</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">346</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C2, LIBOR, 2/28/15 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">464,732</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">285</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C4, LIBOR, 2/28/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">280,480</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">495</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nacco Industries, Inc., 0.25%, 3/21/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">494,381</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">486</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nortek, Inc., Loan B, PRIME + 1.25%, 8/27/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">461,938</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">850</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Rhodes Ranch, First Lien Loan, LIBOR + 3.25%, 11/21/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">830,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,875</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">United Subcontractors, Inc., First Lien Loan, LIBOR + 3.00%, 12/27/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,823,520</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Building &amp; Development</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">16,173,298</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Conglomerates&#151;1.4%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Atlantis Plastics, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">978</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 4.00%, 9/22/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">971,635</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 9.00%, 3/22/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">232,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">893</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Blount Intl., Loan B, LIBOR + 1.75%, 8/09/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">882,519</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,951</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Colfax Corp., Loan B, LIBOR + 2.25%, 5/30/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,962,974</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Invensys Plc,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan A, LIBOR + 2.00%, 12/15/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990,417</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.13%, 12/15/11 (GBP)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,018,406</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">596</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Jarden Corp., LIBOR + 1.75%, 1/24/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">579,504</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,122</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sensus Metering Systems, Inc., Loan B1, LIBOR + 2.00%, 12/17/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,110,522</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">722</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">St. John Knits Intl., Inc., Loan B, LIBOR + 3.00%, 3/21/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">722,091</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Conglomerates</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">9,470,568</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Consumer Products&#151;9.1%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Aearo Technologies, Inc., Second Lien Loan, LIBOR + 5.50%, 9/24/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">967,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">988</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">24 Hour Fitness Worldwide, Inc., Loan B, LIBOR + 2.50%, 6/08/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">972,688</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Advance Food Co.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">222</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 1.75%, 3/16/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">210,556</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">776</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 1.75%, 3/16/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">735,102</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Safety Razor Co., Second Lien Loan, LIBOR + 6.25%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">735,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ARAMARK Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">178</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, 0.50%, 1/26/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">166,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,527</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 1/26/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,366,612</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">449</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Arby's Restaurant Group, Inc., Loan B, LIBOR + 2.25%, 7/25/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">434,283</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">418</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bare Escentuals Beauty, Inc., First Lien Loan, LIBOR + 2.25%, 2/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">411,274</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Berkline Bench Craft,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">96</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">6</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, PRIME + 2.75%, 11/03/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">56,920</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,005</FONT><SUP></SUP>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">6</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, PRIME + 7.00%, 5/11/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">100,505</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,247</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Brickman Group Ltd., LIBOR + 2.00%, 1/23/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,228,172</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,290</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Burger King Corp., Loan B1, LIBOR + 1.50%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,244,833</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,024</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Burlington Coat Factory Warehouse Corp., Loan B, LIBOR + 2.25%, 5/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">943,861</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,093</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Central Garden &amp; Pet Co., Loan B, LIBOR + 1.50%, 9/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,070,795</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cenveo Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,857</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR + 1.75%, 6/21/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,857,414</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">62</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 1.75%, 6/21/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">61,914</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">490</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Chiquita Brands Intl., Inc., Loan C, LIBOR + 3.00%, 6/28/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">478,056</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Claire's Stores, Inc., Loan B, LIBOR + 2.75%, 5/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,155,834</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">994</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Coinmach Corp., Loan B1, 1.25%, 12/19/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">979,038</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,215</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cracker Barrel, Loan B, LIBOR + 1.50%, 4/27/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,116,650</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Culligan International Co., Second Lien Loan, LIBOR, 4/24/13 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,052,225</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DS Waters Holdings, Inc., Loan B, LIBOR, 3/07/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">492,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">998</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">David's Bridal, Inc., LIBOR + 2.00%, 1/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">943,261</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Dole Food Co., Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">468</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, LIBOR, 4/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">439,702</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,041</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.00%, 4/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">976,963</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,468</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR + 2.00%, 4/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,256,544</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,938</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Eight O'Clock Coffee, First Lien Loan, LIBOR + 2.75%, 11/14/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,938,433</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">709</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">FTD, Inc., LIBOR + 2.00%, 7/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">698,821</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">471</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Foamex Intl. Inc., First Lien Loan, LIBOR + 2.25%, 2/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">455,686</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">350</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Gold Toe, Second Lien Loan, LIBOR + 6.00%, 4/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">350,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">JRD Holdings, Inc., LIBOR, 5/11/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,860,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">791</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Language Line, Inc., Loan B1, LIBOR + 3.25%, 6/11/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">774,071</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT></TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">6</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Le-Natures, Inc., Loan B, LIBOR + 4.00%, 3/01/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">603,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,420</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Michael Foods, Inc., Loan B1, LIBOR + 2.00%, 11/21/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,363,840</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,440</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Neiman-Marcus Group, Inc., LIBOR + 1.75%, 4/06/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,373,141</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,374</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">New Page, Loan B, LIBOR + 2.25%, 5/02/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,348,555</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">OSI Food Co.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">75</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR, 6/14/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">71,466</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">925</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 6/14/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">879,034</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">OSI Group LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,458</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.00%, 9/02/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,385,813</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,459</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 9/02/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,385,813</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Orchard Supply Hardware Stores Corp., Loan B2, LIBOR + 2.45%, 12/09/07</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,470,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Oriental Trading Co., LIBOR + 2.25%, 7/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">940,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">398</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">PETCO Animal Supplies, Inc., LIBOR + 2.50%, 10/26/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">378,266</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,167</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Pantry, Inc. (The), Loan B, LIBOR, 5/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,076,250</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">4</FONT></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Principal</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Amount</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
  <TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Consumer Products&#151;(cont&#146;d)</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">591</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Pierre Foods, Inc., Loan B, LIBOR + 2.25%, 6/30/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">582,379</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Pivotal Promontory LLC, Second Lien Loan, LIBOR + 6.50%, 8/31/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">675,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,358</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Prestige Brands Holdings, Inc., Loan B, PRIME + 1.25%, 4/06/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,320,939</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,980</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Quiznos Corp., First Lien Loan, LIBOR + 2.25%, 5/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,886,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Riverdeep Interactive Learning, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">402</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 6.70%, 12/21/07</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">401,435</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">997</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR, 12/21/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">961,335</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,650</FONT>
	</TD>
	<TD align=left nowrap><sup><font size="2">5</font></sup>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ServiceMaster Co. (The), LIBOR + 4.50%, 6/19/08</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,248,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sturm Foods, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,372</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.50%, 1/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,316,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 7.00%, 5/26/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">475,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">621</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">6</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Synventive Acquisition, Inc., LIBOR + 14.00%, 1/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">279,656</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">771</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>

	<TD align=left nowrap>
<FONT size=2 face="serif">Tupperware Corp., LIBOR + 1.50%, 12/05/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">748,557</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">355</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Warnaco, Inc., Loan B, PRIME + 0.50%, 1/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">354,861</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wastequip, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">290</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, 1.00%, 2/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">287,855</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">689</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 2/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">683,656</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">21</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 2/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">20,989</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Consumer Products</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">61,051,503</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Containers &amp; Packaging&#151;2.1%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bluegrass Container Co. LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">342</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.25%, 6/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">332,452</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,143</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 6/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,111,091</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 5.00%, 12/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,472,813</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Consolidated Container Co. LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">998</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR, 3/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">947,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR, 9/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">660,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,462</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Georgia-Pacific Corp., First Lien Loan, LIBOR + 1.75%, 12/20/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,314,309</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,988</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Graham Packaging Co. LP, Loan B, LIBOR + 2.25%, 10/07/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,725,656</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">568</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Smurfit-Stone Container Enterprises, Inc., 0.50%, 11/01/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">551,877</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,935</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Solo Cup, Inc., LIBOR + 3.50%, 2/27/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,878,562</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap><p>&nbsp;
    </p></TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><p><FONT size=2 face="serif">Total Containers &amp; Packaging</FONT></p></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">13,994,385</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Ecological Services &amp; Equipment&#151;0.1%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Envirosolutions, Inc., LIBOR + 3.50%, 7/07/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">501,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">105</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sensus Metering Systems, Inc., Loan B2, LIBOR + 2.00%, 12/17/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">104,434</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap><p>&nbsp;
    </p></TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><p><FONT size=2 face="serif">Total Ecological Services &amp; Equipment</FONT></p></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">605,684</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Energy&#151;3.9%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">429</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">AES Corp., LIBOR + 1.75%, 4/30/08</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">417,857</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Big West Oil LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">550</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR, 5/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">528,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">450</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;PRIME + 1.25%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">432,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Coffeyville Resources LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">243</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, 0.50%, 12/29/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">229,409</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan D, PRIME + 2.00%, 12/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,179,360</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Coleto Creek Power,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">127</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, LIBOR + 2.75%, 6/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">124,841</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,854</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.75%, 6/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,816,808</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Dresser, Inc., Loan B, LIBOR + 2.50%, 5/04/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,443,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ElectricInvest Holding Co. Ltd.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">596</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 3.75%, 12/21/12 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">815,358</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,100</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 3.75%, 12/21/12 (GBP)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,234,909</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Flint, LIBOR, 11/09/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,951,666</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Generac Power Systems, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.50%, 11/09/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">901,725</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 6.00%, 5/10/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">400,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,477</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Key Energy Services, Inc., Loan C, LIBOR + 2.50%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,440,562</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">MACH Gen LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">70</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, 0.50%, 2/22/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">67,887</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">676</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.00%, 2/22/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">652,957</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">494</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">MEG Energy Corp., Loan B, LIBOR + 2.00%, 4/03/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">482,229</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">498</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">McJunkin Corp., Loan B, LIBOR + 2.25%, 1/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">492,525</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Northeast Energy,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">159</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, LIBOR + 2.50%, 11/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">154,474</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,335</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.50%, 11/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,300,553</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 4.50%, 5/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">243,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">83</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Regency Gas, First Lien Loan, LIBOR + 2.50%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">82,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Safenet, Inc., Loan B, LIBOR, 4/12/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,880,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">SandRidge Energy, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR, 4/01/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,496,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 4/01/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,496,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">TPF Generation Holdings LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">47</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;0.50%, 12/15/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">45,564</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">151</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, LIBOR + 2.10%, 12/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">145,349</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">795</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 12/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">768,029</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,481</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Trinidad Energy Services Income Trust, LIBOR + 2.50%, 5/13/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,466,437</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Western Refining,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">196</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 1.75%, 5/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">187,098</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">804</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 1.75%, 5/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">765,402</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wolf Hollow I LP,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">100</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.25%, 6/22/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">95,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">472</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 6/22/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">448,077</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">400</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Synthetic Letter of Credit, LIBOR + 2.25%, 6/22/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">380,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>&nbsp;
</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Energy</FONT>

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">26,566,576</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Entertainment &amp; Leisure&#151;4.0%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Alpha III,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">5</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B1, LIBOR, 12/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,447,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">5</FONT></SUP>

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan D, LIBOR, 6/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">992,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,196</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CCM Merger, Inc., Loan B, LIBOR + 2.00%, 7/13/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,052,273</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,117</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cinemark, Inc., Loan B, LIBOR + 1.75%, 10/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,074,226</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Discovery Channel, Loan B, LIBOR + 2.00%, 5/14/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">970,833</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Edge Las Vegas, First Lien Loan, LIBOR + 3.50%, 6/01/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">938</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Fairmont Hotels &amp; Resorts, Inc., Loan B, LIBOR + 3.25%, 5/12/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">942,598</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,985</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Greektown Holdings LLC, Loan B, LIBOR + 2.50%, 12/03/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,935,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Green Valley Ranch Gaming LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">481</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.00%, 2/16/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">465,550</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 3.25%, 8/16/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">951,667</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">493</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Hit Entertainment Ltd., LIBOR + 2.00%, 3/20/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">474,031</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Las Vegas Sands LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">700</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 0.75%, 5/23/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">666,945</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,300</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 1.50%, 5/23/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,191,389</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,938</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Metro-Goldwyn-Mayer Studios, Inc., Loan B, LIBOR + 3.25%, 4/08/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,639,004</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">981</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Penn National Gaming, Inc., Loan B, LIBOR + 1.75%, 10/03/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">958,659</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">5</FONT></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Principal</FONT></B> </div></TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Amount</FONT></B> </div></TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
  <TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Entertainment &amp; Leisure&#151;(cont&#146;d)</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,693</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Travelport LLC, LIBOR + 2.50%, 3/22/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,387,622</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Travelport, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">29</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, LIBOR + 2.50%, 8/23/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">28,236</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">145</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.50%, 8/23/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">140,722</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">495</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wembley, Inc., First Lien Loan, LIBOR + 2.50%, 8/23/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">494,958</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">450</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Yellowstone Mountain Club, LIBOR + 2.38%, 9/30/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">437,495</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Entertainment &amp; Leisure</FONT>&nbsp; </TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">26,751,583</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Financial Institutions&#151;3.6%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">984</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Advantage Sales &amp; Marketing, Inc., LIBOR + 2.00%, 3/29/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">938,291</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,493</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Alix Partners, LIBOR + 2.25%, 10/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,470,112</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">908</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Arias Acquisitions, Inc., LIBOR + 5.50%, 7/26/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">812,916</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">929</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">BNY Convergex Group LLC, First Lien Loan, LIBOR + 3.00%, 10/02/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">903,809</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">993</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bankruptcy Management, LIBOR + 2.75%, 7/28/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">982,575</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">938</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Billing Services Group, LIBOR + 2.50%, 5/11/12 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,282,641</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">432</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CCC Information Services Group, Inc., Loan B, LIBOR + 2.50%, 2/10/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">417,636</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,241</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Charter Mac, Loan B, LIBOR + 2.50%, 8/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,153,781</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">744</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Conseco, Inc., LIBOR + 2.00%, 10/10/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">710,878</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,000</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">5</FONT></SUP>

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Enclave, Loan B, LIBOR, 3/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,828,340</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">GS Holdings Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">53</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 1.75%, 5/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">51,532</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">83</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 1.75%, 5/13/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">83,580</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">545</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 1.75%, 5/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">534,005</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">J.G. Wentworth LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.25%, 4/04/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,720,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 5.00%, 10/04/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">980,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">385</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Jostens, Inc., Loan C, LIBOR + 2.00%, 12/21/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">386,648</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">965</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lucite Intl. Finance Plc, LIBOR + 9.00%, 7/07/13 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,313,782</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,532</FONT>
	</TD>
	<TD align=left nowrap><SUP><FONT size=2 face="serif">5</FONT></SUP>

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NASDAQ Stock Market, Inc., TBD, 4/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,478,257</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">858</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Professional Service, Inc., Loan B, LIBOR + 2.75%, 10/31/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">840,656</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">497</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Renfro Corp., Delayed Draw Loan, LIBOR + 3.25%, 10/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">479,755</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,114</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sedgewick Claims Management Services, Inc., Loan B, LIBOR + 2.25%, 1/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,080,129</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Standard Aero Holdings, Inc., TBD, 8/24/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">970,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">419</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Universal American Financial Corp., LIBOR + 2.25%, 3/31/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">420,320</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">743</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Vertellus, First Lien Loan, LIBOR + 3.25%, 3/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">705,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Financial Institutions</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">24,545,018</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Health Care&#151;2.9%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">861</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CCS Medical, Loan B, LIBOR + 3.25%, 9/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">805,867</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cardinal Health, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;0.50%, 4/10/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,395,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR, 4/15/14 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,544,759</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Community Health Systems, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">217</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, 0.25%, 7/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">206,041</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,283</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 7/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,123,334</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Emdeon Business Services, LLC, Second Lien Loan, LIBOR, 5/16/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">241,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">666</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Eye Care Centers of America, Inc., LIBOR + 2.50%, 2/16/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">649,397</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,995</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Health Management Associates, Inc., LIBOR + 1.75%, 2/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,934,595</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,146</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">HealthSouth Corp., Loan B, LIBOR + 2.50%, 3/10/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,111,025</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">424</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Multiplan, Inc., LIBOR + 2.50%, 4/12/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">406,789</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">492</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">National Renal Institutes, Inc., Loan B, LIBOR + 2.25%, 3/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">462,385</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Quintiles Transnational Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">988</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.00%, 3/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">935,656</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 4.00%, 3/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">242,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">977</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Select Medical Corp., Loan B, LIBOR + 2.00%, 2/24/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">948,571</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">983</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Vanguard Health Holding Co. II LLC, LIBOR + 2.25%, 9/23/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">938,412</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Warner Chilcott Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,787</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 1/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,725,697</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">517</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR + 2.00%, 1/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">498,791</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">64</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 1/18/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">61,829</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">24</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">TBD, 1/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">23,026</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">970</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">WellCare Holdings LLC, LIBOR + 2.50%, 5/13/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">970,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Health Care</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">19,225,549</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Industrials&#151;2.7%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">993</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Acosta, Inc., LIBOR + 2.25%, 7/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">953,627</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">985</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bolthouse Farms, Inc., First Lien Loan, LIBOR + 2.25%, 12/16/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">965,300</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Bucyrus International, Inc., LIBOR, 5/04/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">980,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Buhrmann U.S., Inc., Loan D1, LIBOR + 1.75%, 12/23/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,667,045</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,725</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Drummond Co., Inc., LIBOR + 1.50%, 2/14/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,681,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Harland Clarke Holdings Corp., Loan B, LIBOR + 2.50%, 6/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,399,376</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Jason, Inc., LIBOR + 2.50%, 4/30/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,462,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Kion Group,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR, 3/15/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">242,708</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR, 3/15/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">243,958</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Lincoln Industrial Corp., Second Lien Loan, LIBOR, 12/18/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,503,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mivisa Envases S.A.U., Loan B1, LIBOR, 5/03/15 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,331,809</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,488</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Oshkosh Truck Corp., Loan B, LIBOR + 1.75%, 12/06/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,391,109</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Standard Steel LLC,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">21</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, 1.00%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">20,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">413</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.50%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">396,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">63</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 7/15/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">60,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,257</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Thermo Fluids, Inc., Loan B, LIBOR + 3.00%, 6/27/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,181,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Trimas Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">94</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit, 0.50%, 8/02/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">92,813</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">403</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.75%, 8/02/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">399,171</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">469</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">United Rentals NA, Inc., LIBOR + 2.00%, 2/14/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">458,679</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Industrials</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">18,431,420</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Media&#151;12.0%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Affinion Group, Inc., LIBOR + 6.25%, 3/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">472,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Lawyers Media, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,698</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, 0.75%, 3/05/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,686,513</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 5.75%, 3/07/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,990,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Atlantic Broadband Finance LLC, Loan B2, LIBOR + 2.25%, 8/10/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">960,939</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Audio Visual Services Corp., Second Lien Loan, LIBOR + 5.50%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">716</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CMP Susquehanna Corp., Loan B, LIBOR + 2.00%, 5/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">689,322</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="serif">6</FONT></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B><B><FONT size=2 face="sans-serif"> </FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Principal</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap><div align="center"><B><FONT size=2 face="serif">Amount</FONT></B> </div></TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
  <TD colspan="2" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Media&#151;(cont&#146;d)</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,950</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cablevision Systems Corp., LIBOR + 1.75%, 3/29/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>
      <div align="left"><FONT size=2 face="serif">&#36;</FONT>
      </div></TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,781,418</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">6,484</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cequel Communications II LLC, First Lien Loan, LIBOR + 2.00%, 11/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">6,154,700</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">6,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Charter Communications Holdings LLC, LIBOR + 2.63%, 4/28/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,697,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Dex Media West LLC/Dex Media Finance Co.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">696</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B1, 0.38%, 3/09/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">672,415</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,769</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B2, LIBOR + 1.50%, 3/09/10</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,680,618</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,314</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">DirecTV Holdings LLC, Loan B, LIBOR + 1.50%, 4/13/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,275,357</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Gatehouse Media Operating, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">592</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 2.00%, 8/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">559,618</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 8/28/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">945,833</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Gray Television, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">700</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, LIBOR + 1.50%, 12/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">662,815</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,300</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 9/18/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,230,937</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,985</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Idearc, Inc., Loan B, LIBOR + 2.00%, 11/17/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,842,535</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Knology, First Lien Loan, LIBOR + 2.25%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">492,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,990</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mediacom Broadband LLC, Loan D1, LIBOR + 1.75%, 1/31/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,906,846</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,965</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mediacom Illinois LLC, Loan C, LIBOR + 1.75%, 1/31/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,891,433</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,912</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Mission Broadcasting, Inc., Loan B, LIBOR + 1.75%, 10/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,854,506</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">388</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Multicultural Radio Broadcasting, Inc., LIBOR + 2.75%, 12/18/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">387,030</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NTL Investment Holding Ltd.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">968</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B2, TBD, 9/03/12 (GBP)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,922,398</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">484</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B4, LIBOR + 2.00%, 9/03/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">476,316</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR + 2.75%, 3/03/13 (GBP)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,014,807</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">National CineMedia, Inc., Loan B, LIBOR + 1.75%, 2/13/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">966,071</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">New Wave Communications,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">941</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan A, LIBOR + 3.25%, 6/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">931,095</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">237</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan Z, LIBOR + 3.25%, 6/20/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">234,630</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">63</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 6/20/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">62,370</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,811</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nexstar Finance, Inc., Loan B, LIBOR + 1.75%, 10/01/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,756,640</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,474</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Nielsen Finance LLC/Nielsen Finance Co., Loan B, LIBOR + 2.25%, 8/09/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,372,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Penton Media, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,122</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.25%, 2/01/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,089,223</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR + 5.00%, 2/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">965,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Persona Communications, Inc., Second Lien Loan, LIBOR + 6.00%, 4/12/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">993,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ProSieben (EUR),</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 6/30/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">643,031</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 6/30/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">646,451</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 12/31/16</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,279,220</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Puerto Rico Cable Acquisition Co., Second Lien Loan, LIBOR + 6.25%, 1/26/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">735,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">RCN Corp., TBD, 5/24/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">970,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,310</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">RH Donnelley, Inc., Loan D2, LIBOR + 1.50%, 6/30/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,183,247</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Univision Communications, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">362</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, TBD, 9/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">333,106</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,638</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.25%, 9/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">5,181,644</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR, 3/29/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">970,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">UPC Broadband Holding BV,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,413</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan M1, LIBOR, 12/31/14 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,875,572</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan N1, LIBOR, 12/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,368,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,928</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">WMG Acquisition Corp., LIBOR + 2.00%, 2/28/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,876,755</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Yell Group Plc,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 2/10/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;
	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">982,031</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.00%, 2/27/13 (EUR)</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,017,044</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Media</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">80,671,236</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Real Estate&#151;0.3%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">270</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Kyle Acquisition Group LLC, Loan B, LIBOR + 3.50%, 7/20/08</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">262,756</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">489</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Masonite Intl. Corp., LIBOR + 2.00% , 4/05/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">451,624</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Realogy Corp., LIBOR + 3.00%, 10/10/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">1,406,785</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Real Estate</FONT></TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">2,121,165</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Technology&#151;2.2%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">739</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Affiliated Computer Services, Inc., Loan B, LIBOR + 2.00%, 3/20/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">714,741</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">973</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">ClientLogic Corp., LIBOR + 2.50%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">944,256</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">CoCreate Software, Inc., LIBOR, 5/30/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,002,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">372</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Coinstar, Inc., LIBOR + 2.25%, 7/07/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">372,452</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Electrical Components Intl. Holdings Co., Second Lien Loan, LIBOR + 6.50%, 5/01/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">470,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Intergraph Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">439</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, LIBOR + 2.25%, 5/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">423,853</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">750</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Second Lien Loan, LIBOR, 11/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">727,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">992</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Marvell Technology Group Ltd., Loan B, LIBOR + 2.50%, 11/09/09</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">952,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">696</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">RedPrairie Corp., Loan B, LIBOR + 3.00%, 7/31/12</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">667,905</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">San Juan Cable, LIBOR + 6.50%, 10/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,430,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,950</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Sensata Technologies BV, Loan B, LIBOR + 1.75%, 4/27/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,879,791</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Specialized Technology Resources, Inc., First Lien Loan, LIBOR, 6/18/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">990,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,450</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">SunGard Data Systems, Inc., Loan B, LIBOR + 2.00%, 2/11/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,348,608</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">950</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Verifone, Inc., LIBOR + 1.75%, 10/31/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">931,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Wire Rope Corp.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">827</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.25%, 2/08/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">809,970</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">171</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;TBD, 1/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">168,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;
	</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap>&nbsp;</TD>
	<TD align=left nowrap><FONT size=2 face="serif">Total Technology</FONT>&nbsp; </TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;

	</TD>
	<TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="serif">14,833,026</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<B><FONT size=2 face="serif">Telecommunications&#151;3.6%</FONT></B>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,995</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Cellular Corp., Loan B, LIBOR + 2.00%, 3/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,968,816</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,250</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">American Cellular Wireless LLC, TBD, 3/15/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,239,063</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Cellular South, Inc.,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, 1.00%, 5/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">482,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR, 5/29/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,447,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,481</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Consolidated Communications, Inc., Loan D, LIBOR + 1.75%, 10/14/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,451,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">500</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Country Road Communications LLC, Second Lien Loan, LIBOR + 7.75%, 7/15/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">505,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Eircom Group Plc (EUR),</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan B, LIBOR + 2.38%, 9/30/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,670,823</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR + 2.75%, 9/30/15</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,651,647</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">4,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Insight Midwest Holdings LLC, Loan B, 0.25%, 4/06/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">3,858,888</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,000</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">Iowa Telecommunications Services, Inc., Loan B, LIBOR + 1.75%, 11/23/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,956,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NG Wireless,</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">140</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;Delayed Draw Loan, TBD 7/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">138,971</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">610</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">&nbsp; &nbsp;First Lien Loan, PRIME + 1.75%, 7/31/14</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">603,529</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,704</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">NTELOS, Inc., First Lien Loan, LIBOR + 2.25%, 8/24/11</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">1,653,058</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,985</FONT>
	</TD>
	<TD align=left nowrap>&nbsp;

	</TD>
	<TD>&nbsp;
	</TD>
	<TD align=left nowrap>
<FONT size=2 face="serif">West Corp., Loan B2, LIBOR + 2.38%, 10/24/13</FONT>&nbsp;
	</TD>
	<TD align=right nowrap>&nbsp;

	</TD>
	<TD align=right nowrap>
<FONT size=2 face="serif">2,853,179</FONT>&nbsp;
	</TD>
</TR>
</TABLE>
<BR>
<P align="center">
<font size="2" face="serif">7</font></P>

<HR noshade align="center" width="100%" size=4>



<P STYLE="page-break-before:always"><PAGE> </P>
<P align="left"> <B><FONT face="serif">BlackRock Limited Duration Income Trust
      (BLW) (continued)</FONT></B><B><FONT face="serif"> </FONT></B><B><FONT size=2 face="sans-serif"><br>
  (</FONT></B><B><FONT size=2 face="serif">Percentages shown are based on Net
  Assets)</FONT></B></P>
<br>

<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
  <TR valign="bottom">
    <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Principal<br>
      Amount      <br>
      (000</FONT></B><B><FONT size=2 face="serif">)</FONT></B>&nbsp; </div></TD>
    <TD style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Description</FONT></B>&nbsp; </div></TD>
    <TD colspan="3" align=right nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Value</FONT></B>&nbsp; </div></TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Telecommunications&#151;(cont&#146;d)</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap><FONT size=2 face="serif">&#36;</FONT>&nbsp; </TD>
    <TD align=right nowrap><FONT size=2 face="serif">832</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Wind
        Acquisition Finance S.A., Loan A2, LIBOR + 2.00%, 12/31/10 (EUR)</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">&#36;</FONT> </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">1,116,419</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp; </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Telecommunications</FONT></TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">24,597,268</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Transportation&#151;2.4%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Dockwise Transport
        N.V.,</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,489</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;Loan B1, LIBOR
        + 2.38%, 4/20/15</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,479,454</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,489</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;Loan C, LIBOR +
        2.88%, 4/20/16</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,486,898</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Hawker Beechraft
        Acquisition Co.,</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">920</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;LIBOR + 2.00%,
        3/26/14</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">870,248</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">78</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;Letter of Credit,
        0.50%, 3/26/14</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">73,821</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,750</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">RailAmerica, Inc.,
        Loan B, LIBOR + 2.25%, 8/14/08</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,723,750</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">644</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Sirva Worldwide,
        Inc., LIBOR + 7.25%, 12/01/10</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">513,184</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">3,977</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Swift
        Transportation Co., Inc., LIBOR + 3.00%, 5/10/14</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">3,509,477</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">3,000</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">U.S. Airways, Loan
        B, LIBOR + 2.50%, 3/24/14</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">2,850,000</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">2,250</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">United
        Air Lines, Inc., Loan B, LIBOR + 2.00%, 2/01/14</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">2,137,097</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,756</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Vanguard
        Car Rental Holdings, Inc., Loan B, LIBOR + 3.00%, 6/14/13</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">1,736,492</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp; </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Transportation</FONT></TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">16,380,421</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Bank Loans</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">390,818,644</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Mortgage Pass-Through
          Securities&#151;21.4%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Federal National
        Mortgage Assoc.,</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">8,804</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;5.50%, 12/01/28-11/01/33</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">8,542,097</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">17,000</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;7.25%, 1/15/10</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">17,886,006</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">121,000</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;TBA, 5.00%, 8/20/22</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">117,294,375</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Mortgage
        Pass-Through Securities</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">143,722,478</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Interest Only
          Asset-Backed Securities&#151;0.3%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Sterling COOFS
        Trust,</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">26,466</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=center nowrap><div align="left"><FONT size=2 face="serif">&nbsp; &nbsp;Ser.
        1, 2.365%, 4/15/29</FONT>&nbsp; </div></TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,174,422</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">21,856</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">2</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=center nowrap><div align="left"><FONT size=2 face="serif">&nbsp; &nbsp;Ser.
        2, 2.081%, 3/30/30</FONT>&nbsp; </div></TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">587,384</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Interest
        Only Asset-Backed Securities</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">1,761,806</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">U.S. Government
          and Agency Securities&#151;4.1%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">U.S. Treasury Notes,</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">20,425</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;3.375%, 12/15/08-9/15/09</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">20,050,401</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">6,000</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP> </TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;3.875%, 5/15/09</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">5,925,468</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">1,815</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP> </TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">&nbsp; &nbsp;4.25%, 8/15/15</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">1,752,893</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total U.S. Government
        and Agency Securities</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">27,728,762</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Foreign Government
          Bonds&#151;2.4%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">238</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Bolivarian Republic
        of Venezuela, 6.133%, 12/18/07</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">238,028</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">4,871</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP> </TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Peru
        Government International Bond, 8.375%, 5/03/16</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">5,577,295</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">5,000</FONT> </TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Republic of Colombia,
        9.75%, 4/23/09</FONT>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">5,342,500</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">5,093</FONT> </TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">3</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Turkey, 7.00%,
        9/26/16</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">5,112,099</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Total Foreign Government
        Bonds</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">16,269,922</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Trust Preferred
          Stock&#151;0.0%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">125,000</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Superior Essex
        Holding Corp., Ser. A, 9.50%</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">100,000</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD colspan="3" align=left nowrap style="border-top:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">Units</FONT></B> </div></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><B><FONT size=2 face="serif">(000)</FONT></B> </div></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Warrants&#151;0.0%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">10</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">5,7</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Reliant
        Resources, Inc., expires 8/25/08, strike price &#36;0.001, 1 share for
        1 warrant</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">206,456</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD colspan="3" align=left nowrap style="border-bottom:1px solid #000000; border-top:1px solid #000000;"><B><FONT size=2 face="serif">Shares</FONT></B> </TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Common Stocks&#151;0.0%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=right nowrap><FONT size=2 face="serif">7,579</FONT></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">7</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Critical Care Systems
        Intl., Inc.</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">47,369</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">Total Long-Term
          Investments</FONT></B>&nbsp; <br>
          <FONT size=2 face="serif">(cost &#36;964,613,210)</FONT></TD>
    <TD align=right nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap> <B><FONT size=2 face="serif">SHORT-TERM
    INVESTMENT&#151;0.2%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">936,905,100</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD align=left nowrap>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><B><FONT size=2 face="serif">U.S. Government and Agency
    Discount Notes&#151;0.2%</FONT></B>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD align=left nowrap><FONT size=2 face="serif">&#36;</FONT>&nbsp; </TD>
    <TD align=left nowrap><div align="right"><FONT size=2 face="serif">1,200</FONT></div></TD>
    <TD align=left nowrap><SUP><FONT size=2 face="serif">8</FONT></SUP></TD>
    <TD>&nbsp;</TD>
    <TD align=left nowrap><FONT size=2 face="serif">Federal Home Loan
    Bank Disc. Notes, 5.091%, 8/01/07 (cost &#36;1,200,000)</FONT>&nbsp; </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><div align="left"><FONT size=2 face="serif">&#36;</FONT> </div></TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">1,200,000</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
  <TR valign="bottom">
    <TD colspan="5" align=left nowrap><B><FONT size=2 face="serif">Total
    Investments</FONT></B><B><FONT size=2 face="sans-serif">&#151;</FONT></B><B><FONT size=2 face="serif">139.3% </FONT></B><FONT size=2 face="serif">(cost &#36;965,813,210</FONT><SUP><FONT size=2 face="serif">9</FONT></SUP><FONT size=2 face="serif">)</FONT>&nbsp; </TD>
    <TD align=right nowrap><div align="left"><FONT size=2 face="serif">&#36;</FONT> </div></TD>
    <TD align=right nowrap><FONT size=2 face="serif">938,105,100</FONT> </TD>
    <TD align=left nowrap>&nbsp;</TD>
  </TR>
  <TR valign="bottom" bgcolor="#E6E6E6">
    <TD colspan="8" align=left nowrap><FONT size=2 face="serif">Liabilities
        in excess of other assets (including &#36;116,575,937 in payable for
    dollar rolls and &#36;148,324,940<br>
in reverse repurchase agreements payable)&#151;(39.3)%</FONT>&nbsp; <FONT size=2 face="serif">(264,540,038</FONT> <FONT size=2 face="serif">)</FONT>&nbsp; </TD>
  </TR>
  <TR valign="bottom">
    <TD colspan="5" align=left nowrap><B><FONT size=2 face="serif">Net Assets&#151;100%</FONT></B> </TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><div align="left"><FONT size=2 face="serif">&#36;</FONT> </div></TD>
    <TD align=right nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">673,565,062</FONT> </TD>
    <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
</TABLE>
<br>
<div style="border-bottom:1px solid #000000; width:100px">&nbsp;</div>

<table width="100%" border="0" cellspacing="0">
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">1</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><P align="left"> <SUP></SUP><FONT size=2 face="serif">Security
          is not registered under the Securities Act of 1933. These securities
          may be resold in transactions in accordance with Rule 144A under that
          Act, to qualified institutional buyers. As of July 31, 2007, the Trust
          held 14.3% of its net assets, with a current market value of &#36;96,399,085,
    in securities restricted as to resale. </FONT></P></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">2</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><SUP></SUP><FONT size=2 face="serif">Variable
    rate security. Rate shown is interest rate as of July 31, 2007. </FONT></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">3</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><SUP></SUP><FONT size=2 face="serif">Entire
        or partial principal amount pledged as collateral for reverse repurchase
    agreements. </FONT></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">4</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><SUP></SUP><FONT size=2 face="serif">Illiquid
        security. As of July 31, 2007, the Trust held 0.7% of its net assets,
        with a current market value of &#36;4,776,764, in these securities. </FONT></td>
  </tr>
  <tr valign=top>
    <td><sup><font size="2">5</font></sup></td>
    <td>&nbsp;</td>
    <td><font size="2">Security is fair valued.</font></td>
  </tr>
  <tr valign=top>
    <td><sup><font size="2">6</font></sup></td>
    <td>&nbsp;</td>
    <td><font size="2">Issuer
      is in default and/or bankruptcy.</font></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">7
	</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><FONT size=2 face="serif">Non-income
    producing security. </FONT></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">8</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><P align="left"> <FONT size=2 face="serif">Rate
    shown is the yield to maturity as of the date of purchase. </FONT></P></td>
  </tr>
  <tr valign=top>
    <td><SUP><FONT size=2 face="serif">9</FONT></SUP></td>
    <td>&nbsp;</td>
    <td><FONT size=2 face="serif">Cost
        for federal income tax purposes is &#36;966,014,495. The net unrealized
        depreciation on a tax basis is &#36;27,909,395, consisting of &#36;6,557,901
    gross unrealized appreciation and &#36;34,467,296 gross unrealized depreciation. </FONT></td>
  </tr>
  <tr valign=top>
    <td>&nbsp;</td>
    <td>&nbsp;</td>
    <td>&nbsp;</td>
  </tr>
  <tr valign=top>
    <td>&nbsp;</td>
    <td>&nbsp;</td>
    <td><FONT size=2 face="serif">For Trust compliance purposes, the Trust's
        sector and industry classifications refer to any one or more of the Standard
        Industry Codes as defined by the SEC. This definition may not apply for
        purposes of this report, which may combine sector and industry sub-classifications
    for reporting ease. </FONT></td>
  </tr>
</table>
<br>

<TABLE border=0 align=center width=30% cellspacing=0 cellpadding=0>
<TR valign="bottom">
  <TD colspan="3" align=left nowrap style="border-top:1px solid #000000;">&nbsp;</TD>
</TR>
<TR valign="bottom">
	<TD colspan="3" align=left nowrap>
      <div align="center"><B><FONT size=2 face="serif">KEY TO ABBREVIATIONS</FONT></B>&nbsp;
      </div></TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">COOFS</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">Certificates and Confirmations of Originator Fees</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">EUR</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">Euro</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">GBP</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">British Pound</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">LIBOR</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">London Interbank Offered Rate</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">PRIME</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">Prime Rate</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">TBA</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">To Be Announced</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
	<TD align=right width=21% nowrap>
<FONT size=2 face="serif">TBD</FONT>&nbsp;
	</TD>
	<TD align=left width=1% nowrap>
<FONT size=2 face="serif">&#151;</FONT>&nbsp;
	</TD>
	<TD align=left width=78% nowrap>
<FONT size=2 face="serif">To Be Determined</FONT>&nbsp;
	</TD>
  </TR>
<TR valign="bottom">
  <TD colspan="3" align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  </TR>
</TABLE>
<BR>
<P align="center">
<font size="2" face="serif">8</font></P>



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<P STYLE="page-break-before:always"></P>
<PAGE>



<TABLE width=100% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap><b><FONT size=2 face="serif">Item 2 &#150;</FONT></b></TD>
  <TD colspan="3" align=left><b><FONT size=2 face="serif">Controls and Procedures </FONT></b></TD>
</TR>
<TR valign="bottom">
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD width=6% align=left valign="top" nowrap>
<FONT size=2 face="serif">2
<FONT size=2 face="serif">(a) &#150;</FONT>&nbsp; </FONT>
  </TD>
  <TD colspan="3" align=left>
<FONT size=2 face="serif">The registrant&#146;s principal executive and principal financial officers or persons performing similar functions have concluded that the registrant&#146;s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;)) 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 and Exchange Act of 1934, as amended.</FONT>&nbsp;
  </TD>
</TR>
<TR>
  <TD colspan=4 align="left" valign="top">&nbsp;

  </TD>
</TR>
<TR valign="bottom">
  <TD width=6% align=left valign="top" nowrap>
<FONT size=2 face="serif">2
<FONT size=2 face="serif">(b) &#150;</FONT>&nbsp; </FONT>
  </TD>
  <TD colspan="3" align=left>
<FONT size=2 face="serif">There were no changes in the registrant&#146;s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant&#146;s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting.</FONT>&nbsp;
  </TD>
</TR>
<TR valign="bottom">
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap><b><FONT size=2 face="serif">Item 3 &#150;</FONT></b></TD>
  <TD colspan="3" align=left><b><FONT size=2 face="serif">Exhibits </FONT></b></TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="3" align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="3" align=left><font size=2 face="serif">Certifications &#150; Attached hereto </font> <font size=2 face="serif">Pursuant
      to the requirements of the Securities Exchange Act of 1934 and the Investment
      Company Act of 1940, the registrant has duly caused this report to be signed
    on its behalf by the undersigned, thereunto duly authorized.</font></TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="3" align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="3" align=left><font size=2 face="serif">BlackRock Limited Duration Income
    Trust</font></TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="3" align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD width="4%" align=left><font size=2 face="serif">By:</font></TD>
  <TD width="31%" align=left style="border-bottom:1px solid #000000;"><font size=2 face="serif">/s/ Donald C. Burke</font></TD>
  <TD width="59%" align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">Donald C. Burke,</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">Treasurer of</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">BlackRock Limited Duration Income
    Trust</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="2" align=left><font size=2 face="serif">Date: September 20, 2007</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD colspan="2" align=left><font size=2 face="serif">Pursuant to the requirements of the
      Securities Exchange Act of 1934 and the Investment Company Act of 1940,
      this report has been signed below by the following persons on behalf of
    the registrant and in the capacities and on the dates indicated.</font></TD>
  </TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">By:</font></TD>
  <TD align=left style="border-bottom:1px solid #000000;"><font size=2 face="serif">/s/ Robert S. Kapito</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">Robert S. Kapito,</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">President (principal executive officer)
    of</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">BlackRock Limited Duration Income
    Trust</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="2" align=left><font size=2 face="serif">Date: September 20, 2007</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">By:</font></TD>
  <TD align=left style="border-bottom:1px solid #000000;"><font size=2 face="serif">/s/ Donald C. Burke</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">Donald C. Burke,</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">Treasurer (principal financial officer)
    of</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left><font size=2 face="serif">BlackRock Limited Duration Income
    Trust</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
  <TD align=left>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left valign="bottom" nowrap>&nbsp;</TD>
  <TD colspan="2" align=left><font size=2 face="serif">Date: September 20, 2007</font></TD>
  <TD align=left>&nbsp;</TD>
</TR>
</TABLE>

<br>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>c50345_ex-99cert.htm
<TEXT>

<HTML>
<HEAD>
   <TITLE>c50345_ex-99cert.htm -- Converted by SEC Publisher, created by BCL Technologies Inc., for SEC Filing</TITLE>
</HEAD>

<BODY bgcolor="#ffffff">


<P align="left">
<B><FONT size=2 face="serif">EX-99. CERT </FONT></B><br>
<B><FONT size=2 face="serif">CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF </FONT></B><BR>
<B><FONT size=2 face="serif">THE SARBANES-OXLEY ACT OF 2002 </FONT></B></P>
<div style="border-top:1px solid #000000"></div>

<P align="left">
<FONT size=2 face="serif">I, Robert S. Kapito, President (principal executive officer) of BlackRock Limited Duration Income Trust, certify that: </FONT></P>
<P align="left">
<FONT size=2 face="serif">1.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;I have reviewed this report on Form N-Q of BlackRock Limited Duration Income Trust; </FONT></P>
<P align="left">
<FONT size=2 face="serif">2.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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;</FONT></P>
<P align="left">
<FONT size=2 face="serif">3.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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; </FONT></P>
<P align="left">
<FONT size=2 face="serif">4.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant&#146;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: </FONT></P>

<div style="margin-left:43px"><P align="left">
<FONT size=2 face="serif">a)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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; </FONT></P>

<P align="left">
<FONT size=2 face="serif">b)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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; </FONT></P>

<P align="left">
<FONT size=2 face="serif">c)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">evaluated the effectiveness of the registrant&#146;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 </FONT></P>

<P align="left">
<FONT size=2 face="serif">d)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">disclosed in this report any change in the registrant&#146;s internal control over financial reporting that occurred during the registrant&#146;s
most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </FONT></P></div>

<P align="left">
<FONT size=2 face="serif">5.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the
registrant&#146;s board of directors (or persons performing the equivalent functions): </FONT></P>

<div style="margin-left:43px"><P align="left">
<FONT size=2 face="serif">a)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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&#146;s ability to record, process, summarize, and report financial information; and </FONT></P>

<P align="left">
<FONT size=2 face="serif">b)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s internal control
over financial reporting. </FONT></P>
</div>

<P align="left">
<FONT size=2 face="serif">Date: September 20, 2007</FONT></P>

<TABLE border=0 width=30% cellspacing=0 cellpadding=0>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000"><FONT size=2 face="serif">/s/ Robert S. Kapito</FONT></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">Robert S. Kapito,</FONT>&nbsp;
  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">President (principal executive officer) of</FONT>&nbsp;
  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">BlackRock Limited Duration Income Trust</FONT>&nbsp;
  </TD>
</TR>
</TABLE>
<BR>

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<P STYLE="page-break-before:always"></P><PAGE>

<P align="left">
<B><FONT size=2 face="serif">EX-99. CERT <br>
</FONT></B><B><FONT size=2 face="serif">CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF <br>
THE SARBANES-OXLEY ACT OF 2002 </FONT></B></P>
<div style="border-top:1px solid #000000"></div>

<P align="left">
<FONT size=2 face="serif">I, Donald C. Burke, Treasurer (principal financial officer) of BlackRock Limited Duration Income Trust, certify that: </FONT></P>
<P align="left">
<FONT size=2 face="serif">1. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;I have reviewed this report on Form N-Q of BlackRock Limited Duration Income Trust; </FONT></P>

<P align="left">
<FONT size=2 face="serif">2.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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;</FONT></P>
<P align="left">
<FONT size=2 face="serif">3.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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; </FONT></P>
<P align="left">
<FONT size=2 face="serif">4.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant&#146;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: </FONT></P>

<div style="margin-left:43px"><P align="left">
<FONT size=2 face="serif">a)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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; </FONT></P>

<P align="left">
<FONT size=2 face="serif">b)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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; </FONT></P>

<P align="left">
<FONT size=2 face="serif">c)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">evaluated the effectiveness of the registrant&#146;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 </FONT></P>

<P align="left">
<FONT size=2 face="serif">d)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">disclosed in this report any change in the registrant&#146;s internal control over financial reporting that occurred during the registrant&#146;s
most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </FONT></P></div>

<P align="left">
<FONT size=2 face="serif">5.</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant&#146;s other certifying officer(s) and I have disclosed to the registrant&#146;s auditors and the audit committee of the
registrant&#146;s board of directors (or persons performing the equivalent functions): </FONT></P>

<div style="margin-left:43px"><P align="left">
<FONT size=2 face="serif">a)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">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&#146;s ability to record, process, summarize, and report financial information; and </FONT></P>

<P align="left">
<FONT size=2 face="serif">b)</FONT><FONT size=2 face="sans-serif"> </FONT><FONT size=2 face="serif">any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&#146;s internal control
over financial reporting. </FONT></P></div>

<P align="left">
<FONT size=2 face="serif">Date: September 20, 2007</FONT></P>
<TABLE width=30% border=0 cellpadding=0 cellspacing=0>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000"><FONT size=2 face="serif">/s/ Donald C. Burke</FONT></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">Donald C. Burke,</FONT>&nbsp;
  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">Treasurer (principal financial officer) of</FONT>&nbsp;
  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="serif">BlackRock Limited Duration Income Trust</FONT>&nbsp;
  </TD>
</TR>
</TABLE>
<BR>

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