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<SEC-DOCUMENT>0000930413-09-000496.txt : 20090128
<SEC-HEADER>0000930413-09-000496.hdr.sgml : 20090128
<ACCEPTANCE-DATETIME>20090128091317
ACCESSION NUMBER:		0000930413-09-000496
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20081130
FILED AS OF DATE:		20090128
DATE AS OF CHANGE:		20090128
EFFECTIVENESS DATE:		20090128

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:		09549879

	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>c56190_nq.htm
<TEXT>

<HTML>
<HEAD>
   <TITLE></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><BR>
<BR>
<B><FONT face="serif">FORM N-Q </FONT></B><BR>
<BR>
<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 (BLW) </FONT><BR>
<BR>
<FONT size=2 face="serif">Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809 </FONT></P>

<div style="margin-left:21px;text-indent:-21px">
<P align="left">
<FONT size=2 face="serif">Name and address of agent for service: Donald C. Burke, Chief Executive Officer, BlackRock Limited Duration Income Trust, 800 Scudders Mill Road, Plainsboro, NJ, 08536. Mailing address: P.O. Box 9011, Princeton, NJ,
08543-9011 </FONT></P>
</div>


<P align="left">
<FONT size=2 face="serif">Registrant&#146;s telephone number, including area code: (800) 882-0052, Option 4 </FONT><BR>
<BR>
<FONT size=2 face="serif">Date of fiscal year end: 08/31/2008 </FONT><BR>
<BR>
<FONT size=2 face="serif">Date of reporting period: 09/01/2008 &#150; 11/30/2008 </FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>
<P align="left">
<FONT size=2 face="serif">Item 1 &#150; Schedule of Investments </FONT></P>

<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Asset-Backed Securities</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sterling Bank Trust Series 2004-2 Class Note, 2.081%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3/30/30 (a)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">20,726</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6"><FONT size=2 face="sans-serif">&#36;</FONT></TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,204,698</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Sterling Coofs Trust Series 1, 2.362%, 4/15/29 (a)</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">16,267</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">1,092,974</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Asset-Backed Securities - 0.5%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,297,672</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Corporate Bonds</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Aerospace &amp; Defense - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">DRS Technologies, Inc., 6.875%, 11/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">330</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">327,525</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">DRS Technologies, Inc., 7.625%, 2/01/18</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">310</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">307,675</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Hexcel Corp., 6.75%, 2/01/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">300</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">228,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">863,200</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Air Freight &amp; Logistics - 0.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Park-Ohio Industries, Inc., 8.375%, 11/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">905</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">371,050</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Airlines - 0.1%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">American Airlines, Inc. Series 99-1, 7.324%, 4/15/11</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">520</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">457,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Auto Components - 0.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Allison Transmission, Inc., 11%, 11/01/15 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">135</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">66,150</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Allison Transmission, Inc., 11.25%, 11/01/15 (b)(c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">435</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">176,175</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Lear Corp., 8.75%, 12/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,065</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">228,975</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">471,300</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Automobiles - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Ford Capital BV, 9.50%, 6/01/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">180,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Building Products - 0.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">CPG International I, Inc., 10.50%, 7/01/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">750</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">420,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Momentive Performance Materials, Inc., 11.50%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,850</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">490,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">910,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Capital Markets - 0.8%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">E*Trade Financial Corp., 12.50%, 11/30/17 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,637,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Marsico Parent Co., LLC, 10.625%, 1/15/16 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,651</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,196,264</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Marsico Parent Holdco, LLC, 12.50%, 7/15/16 (b)(c)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,007</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">454,550</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Marsico Parent Superholdco, LLC, 14.50%, 1/15/18 (b)(c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">682</FONT>  </TD>
  <TD>&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="sans-serif">307,954</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,596,268</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Chemicals - 0.9%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">American Pacific Corp., 9%, 2/01/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,100</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">957,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ames True Temper, Inc., 8.753%, 1/15/12 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,085</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,084,200</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Innophos, Inc., 8.875%, 8/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,225</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,891,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Key Plastics LLC, 11.75%, 3/15/13 (b)(e)(f)(g)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">980</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">49,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Terra Capital, Inc. Series B, 7%, 2/01/17</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">115</FONT>  </TD>
  <TD>&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="sans-serif">83,088</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">4,064,538</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Commercial Services &amp; Supplies -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Casella Waste Systems, Inc., 9.75%, 2/01/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,740,000</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">1.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">DI Finance Series B, 9.50%, 2/15/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,538</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,157,300</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Waste Services, Inc., 9.50%, 4/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,065</FONT>  </TD>
  <TD>&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="sans-serif">1,569,400</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">5,466,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Communications Equipment - 0.1%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Nortel Networks Ltd., 9.003%, 7/15/11 (d)</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,970</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">640,250</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Containers &amp; Packaging - 0.7%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Berry Plastics Holding Corp., 5.871%, 9/15/14 (d)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">510</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">239,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Berry Plastics Holding Corp., 8.875%, 9/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">465</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">246,450</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Crown Americas LLC, 7.75%, 11/15/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">885</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">800,925</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Impress Holdings BV, 7.878%, 9/15/13 (b)(d)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,370</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">825,425</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Pregis Corp., 12.375%, 10/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,020</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,111,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">3,223,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Diversified Financial Services -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ford Motor Credit Co. LLC, 9.203%, 4/15/09 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">60</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">47,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">1.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Ford Motor Credit Co. LLC, 7.375%, 2/01/11</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,800</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,279,275</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ford Motor Credit Co. LLC, 7.569%, 1/13/12 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">565</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">248,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Ford Motor Credit Co. LLC, 7.80%, 6/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,665</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">718,129</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">GMAC LLC, 6.875%, 8/28/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,735</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">957,439</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">1</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Corporate Bonds</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Structured Asset Repackaged Trust, 4.919%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1/21/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,577</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;"><div align="left"><FONT size=2 face="sans-serif">&#36;</FONT></div></TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,752,399</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">5,003,092</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Diversified Telecommunication</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cincinnati Bell, Inc., 7.25%, 7/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,420</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,164,400</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Services - 3.5%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Deutsche Telekom International Finance BV, 8%, 6/15/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">5,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">5,025,940</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Qwest Communications International, Inc., 5.649%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2/15/09 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,364</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,350,360</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Qwest Communications International, Inc., 7.50%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">2/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">610</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">396,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Qwest Communications International, Inc., Series B,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7.50%, 2/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,985</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,940,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Qwest Corp., 5.246%, 6/15/13 (d)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,100,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Wind Acquisition Finance SA, 10.75%, 12/01/15 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,230,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Windstream Corp., 8.125%, 8/01/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,340</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,930,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Windstream Corp., 8.625%, 8/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,060</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">826,800</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">15,964,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Electric Utilities - 0.6%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Edison Mission Energy, 7.50%, 6/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">590</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">480,850</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Elwood Energy LLC, 8.159%, 7/05/26</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">149</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">108,755</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Midwest Generation LLC Series B, 8.56%, 1/02/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,676</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,381,226</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">2,970,831</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Electronic Equipment &amp;</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sanmina-SCI Corp., 6.75%, 3/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">315</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">157,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Instruments - 0.3%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sanmina-SCI Corp., 8.125%, 3/01/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,560</FONT>  </TD>
  <TD>&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="sans-serif">1,152,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,309,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Energy Equipment &amp; Services -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Compagnie Generale de Geophysique-Veritas,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">0.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7.50%, 5/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">255</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">165,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Compagnie Generale de Geophysique-Veritas,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7.75%, 5/15/17</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">420</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">257,775</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">North American Energy Partners, Inc., 8.75%, 12/01/11</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">270</FONT>  </TD>
  <TD>&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="sans-serif">202,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">626,025</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Food &amp; Staples Retailing - 0.3%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Rite Aid Corp., 7.50%, 3/01/17</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">2,355</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">1,342,350</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Gas Utilities - 0.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Targa Resources, Inc., 8.50%, 11/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">725</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">398,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Health Care Equipment &amp; Supplies</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Biomet, Inc., 10%, 10/15/17</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">450,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">- 1.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Biomet, Inc., 10.375%, 10/15/17 (c)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">395,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Biomet, Inc., 11.625%, 10/15/17</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">670</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">502,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">DJO Finance LLC, 10.875%, 11/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6,420</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,686,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">6,034,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Health Care Providers &amp; Services -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Tenet Healthcare Corp., 6.50%, 6/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,985</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,449,050</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">0.5%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Viant Holdings, Inc., 10.125%, 7/15/17 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,948</FONT>  </TD>
  <TD>&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="sans-serif">884,400</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,333,450</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Hotels, Restaurants &amp; Leisure -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">American Real Estate Partners LP, 8.125%, 6/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">5,860</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,992,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">1.5%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">American Real Estate Partners LP, 7.125%, 2/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,480</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">891,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Greektown Holdings, LLC, 10.75%, 12/01/13 (b)(f)(g)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,344</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">275,520</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Harrah's Operating Co., Inc., 10.75%, 2/01/16 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,695</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,267,138</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Harrah's Operating Co., Inc., 10.75%, 2/01/18 (b)(c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,790</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">159,957</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Tropicana Entertainment LLC, 9.625%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/15/14 (f)(g)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">375</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">13,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Wynn Las Vegas LLC, 6.625%, 12/01/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">100</FONT>  </TD>
  <TD>&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="sans-serif">70,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">6,670,315</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">2</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
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</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Corporate Bonds</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Household Durables - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Berkline/BenchCraft, LLC, 4.50%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">11/03/12 (c)(f)(g)(h)</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">200</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">0</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">IT Services - 1.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">First Data Corp., 9.875%, 9/24/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">270</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">155,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">iPayment, Inc., 9.75%, 5/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">950</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">646,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">iPayment Investors LP, 12.75%, 7/15/14 (b)(c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,205</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,129,089</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">SunGard Data Systems, Inc., 9.125%, 8/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">790</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">612,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">5,542,589</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Independent Power Producers &amp;&nbsp;&nbsp;&nbsp; </FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">The AES Corp., 8.75%, 5/15/13 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,803</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,466,640</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Energy Traders - 0.7%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">NRG Energy, Inc., 7.25%, 2/01/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">210</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">171,150</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NRG Energy, Inc., 7.375%, 2/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">595</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">483,438</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,121,228</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Industrial Conglomerates - 0.8%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sequa Corp., 11.75%, 12/01/15 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,210</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,412,400</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sequa Corp., 13.50%, 12/01/15 (b)(c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,972</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,119,459</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,531,859</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Machinery - 0.8%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">AGY Holding Corp., 11%, 11/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,700</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,020,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Accuride Corp., 8.50%, 2/01/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">850</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">306,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sunstate Equipment Co. LLC, 10.50%, 4/01/13 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,125</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,781,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Synventive Molding Solutions Sub-Series A, 14%, 1/14/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">673</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">282,546</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Terex Corp., 8%, 11/15/17</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">405</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">289,575</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,679,371</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Marine - 0.1%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Navios Maritime Holdings, Inc., 9.50%, 12/15/14</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">676</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">405,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Media - 5.8%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Affinion Group, Inc., 10.125%, 10/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,825</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,935,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">CMP Susquehanna Corp., 9.875%, 5/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,425</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">430,437</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cablevision Systems Corp. Series B, 8.334%, 4/01/09 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">800</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">782,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Charter Communications Holdings II, LLC, 10.25%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">9/15/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,555</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,296,662</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Charter Communications Holdings II, LLC, Series B,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10.25%, 9/15/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">865</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">410,875</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Comcast Cable Communications LLC, 6.875%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6/15/09</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">6,685</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">6,641,668</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">DirecTV Holdings LLC, 8.375%, 3/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">460,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">EchoStar DBS Corp., 7%, 10/01/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">200</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">150,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">EchoStar DBS Corp., 7.125%, 2/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">200</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">142,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Local Insight Regatta Holdings, Inc., 11%, 12/01/17</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,575</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">740,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Network Communications, Inc., 10.75%, 12/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,520</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">501,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Nielsen Finance LLC, 10%, 8/01/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,825</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,754,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">ProtoStar I Ltd., 10.50%, 10/15/12 (b)(d)(i)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,370</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,527,397</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">R.H. Donnelley Corp., 11.75%, 5/15/15 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">152</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">40,280</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Rainbow National Services LLC, 8.75%, 9/01/12 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">925</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">814,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Rainbow National Services LLC, 10.375%, 9/01/14 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,134</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,710,910</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Salem Communications Corp., 7.75%, 12/15/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,240,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sinclair Broadcast Group, Inc. Class A, 4.875%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7/15/18 (i)(j)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">460</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">246,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">TL Acquisitions, Inc., 10.50%, 1/15/15 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,355</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,891,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">26,715,004</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Metals &amp; Mining - 1.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">AK Steel Corp., 7.75%, 6/15/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,200</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,545,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Freeport-McMoRan Copper &amp; Gold, Inc., 7.084%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4/01/15 (d)</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,495</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">897,000</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">3</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Corporate Bonds</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Freeport-McMoRan Copper &amp; Gold, Inc., 8.375%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/01/17</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,495</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;"><div align="left"><FONT size=2 face="sans-serif">&#36;</FONT></div></TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif"> 2,481,450</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,923,950</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Multiline Retail - 0.9%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">JC Penny Corp. Inc., 8%, 3/01/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,400</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,983,778</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Neiman Marcus Group, Inc., 9%, 10/15/15 (c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">73</FONT>  </TD>
  <TD>&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="sans-serif">31,025</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,014,803</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Oil, Gas &amp; Consumable Fuels -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Berry Petroleum Co., 8.25%, 11/01/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">550</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">346,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">1.8%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Chaparral Energy, Inc., 8.50%, 12/01/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,210</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">447,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Chesapeake Energy Corp., 6.375%, 6/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">650</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">455,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Compton Petroleum Finance Corp., 7.625%, 12/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">700</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">287,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">EXCO Resources, Inc., 7.25%, 1/15/11</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">495</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">381,150</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Encore Acquisition Co., 6%, 7/15/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">165,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">OPTI Canada, Inc., 8.25%, 12/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,990</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">776,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Overseas Shipholding Group, Inc., 8.75%, 12/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,650</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,315,875</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sabine Pass LNG LP, 7.50%, 11/30/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,515</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,045,350</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">SandRidge Energy, Inc., 7.508%, 4/01/14 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,001,450</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">SandRidge Energy, Inc., 8.625%, 4/01/15 (c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">948,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Whiting Petroleum Corp., 7.25%, 5/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">160</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">121,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Whiting Petroleum Corp., 7.25%, 5/01/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,390</FONT>  </TD>
  <TD>&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="sans-serif">986,900</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">8,278,375</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Paper &amp; Forest Products - 0.4%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Bowater, Inc., 4.996%, 3/15/10 (d)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">670</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">221,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Domtar Corp., 7.875%, 10/15/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">140</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">114,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Domtar Corp., 7.125%, 8/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">300</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">204,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NewPage Corp., 9.443%, 5/01/12 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">787,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">NewPage Corp., 10%, 5/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">665</FONT>  </TD>
  <TD>&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="sans-serif">359,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,685,800</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Professional Services - 0.1%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">FTI Consulting, Inc., 7.75%, 10/01/16</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">350</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">301,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Real Estate Investment Trusts</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Rouse Co. LP, 5.375%, 11/26/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">440,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(REITs) - 0.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Software - 0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">BMS Holdings, Inc., 10.595%, 2/15/12 (b)(c)(d)</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">516</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">195,980</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Specialty Retail - 1.6%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">AutoNation, Inc., 6.753%, 4/15/13 (d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">365</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">231,775</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">AutoNation, Inc., 7%, 4/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">690</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">448,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">General Nutrition Centers, Inc., 7.584%, 3/15/14 (c)(d)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,282,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">General Nutrition Centers, Inc., 10.75%, 3/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,880</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,081,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Group 1 Automotive, Inc., 8.25%, 8/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,050,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Lazy Days' R.V. Center, Inc., 11.75%, 5/15/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,454</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">225,370</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sonic Automotive, Inc. Series B, 8.625%, 8/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,260,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">7,579,145</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Textiles, Apparel &amp; Luxury Goods -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Quiksilver, Inc., 6.875%, 4/15/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">575</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">212,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Tobacco - 0.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Reynolds American, Inc., 7.625%, 6/01/16</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,000</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">790,358</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Wireless Telecommunication</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cricket Communications, Inc., 9.375%, 11/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">270</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">214,312</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Services - 1.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Digicel Group Ltd., 8.875%, 1/15/15 (b)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,120</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">576,800</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Digicel Group Ltd., 9.125%, 1/15/15 (b)(c)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,467</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,245,835</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">MetroPCS Wireless, Inc., 9.25%, 11/01/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">360</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">295,200</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Nordic Telephone Co. Holdings ApS, 8.875%, 5/01/16 (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,850</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,791,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">5,123,397</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Corporate Bonds - 30.4%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">139,439,028</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">4</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
    <div align="center"><B><FONT size=2 face="sans-serif">Par</FONT></B>      </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Foreign Government Obligations</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B>      </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Colombia Government International Bond, 9.75%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/23/09</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">&#36;</FONT></div></TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif"> 5,125,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Peru Government International Bond, 8.375%, 5/03/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,871</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,980,598</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Turkey Government International Bond, 7%, 9/26/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">5,093</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,329,050</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap colspan=3 style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Foreign Government Obligations - 3.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">14,434,648</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD width="90%" align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;"><div align="left"><B><FONT size=2 face="sans-serif">U.S.
    Government Agency Mortgage-Backed Securities</FONT></B> </div></TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Fannie Mae Guaranteed Pass-Through Certificates:</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;    5.00%, 12/15/23 (k)</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">121,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">122,361,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="left"><FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;    5.50%, 12/01/28 - 11/01/33 (l)</FONT> </div></TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">7,567</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">7,712,004</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD colspan=5 align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total U.S. Government Agency Mortgage-Backed Securities - 28.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">130,073,254</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Aerospace &amp; Defense - 1.0%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Avio Holding SpA Term Loan B, 3.556%, 9/25/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">648,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Avio Holding SpA Term Loan C, 4.181%, 9/25/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">648,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Hawker Beechcraft Acquisition Co. LLC Letter of</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Credit, 5.762%, 3/26/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">255</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">133,890</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Hawker Beechcraft Acquisition Co. LLC Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.762%, 3/26/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,569</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,395,553</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">IAP Worldwide Services, Inc. First Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">9.063%, 12/31/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">585</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">360,079</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Wesco Aircraft Hardware Corp. First Lien Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3.69%, 9/25/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">486</FONT>  </TD>
  <TD>&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="sans-serif">372,792</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,558,314</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Airlines - 0.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap colspan=3 style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">US Airways Group, Inc. Term Loan, 5.719%, 3/23/14</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="sans-serif">2,220</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">1,022,310</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Auto Components - 0.8%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Allison Transmission, Inc. Term Loan, 4.38% - 5.57%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8/07/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,053</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,414,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Dana Holding Corp. Term Advance, 6.75% - 8.05%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">1/31/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">892</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">529,292</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Dayco Products LLC - (Mark IV Industries, Inc.)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Replacement B Term Loan, 7.65% - 8.48%, 6/01/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">854</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">238,996</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Metaldyne Co. LLC Initial Tranche B Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7.875%, 1/11/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">667</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">226,754</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Metaldyne Co. LLC Letter of Credit Deposit Funded</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Tranche, 8.313% - 9.22%, 1/11/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">98</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">33,346</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Ralleyparts LLC (Motorsport Aftermarket) Group</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Tranche B Term Loan, 6.26%, 11/03/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">491</FONT>  </TD>
  <TD>&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="sans-serif">270,188</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,713,176</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Beverages - 0.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Culligan International Co. Second Lien Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">9.184% - 9.711%, 5/25/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">343,036</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Le-Nature's, Inc. Term Loan B, 9.50%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/28/12 (f)(g)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">186,667</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">529,703</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Biotechnology - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Talecris Biotherapeutics, Holdings Corp. First Lien</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Term Loan, 4.91% - 5.64%, 12/06/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">992</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">870,852</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Building Products - 1.3%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Armstrong World Industries Tranche B Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3.164%, 10/02/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">194</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">160,071</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Building Material Corp. of America Term Loan</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Advance, 6.50% - 6.625%, 2/22/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,880</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,775,117</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">5</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Custom Building Products Second Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8%, 4/29/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">870,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Financiere (Lafarge Roofing) SA, Term Loan B1</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">and B2, 7.267%, 5/01/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,021</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">454,435</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Financiere (Lafarge Roofing) SA, Term Loan B4,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">

    <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.887%, 5/01/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">278</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">100,566</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Financiere (Lafarge Roofing) SA, Term Loan C1</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">and C2, 7.517%, 5/01/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,019</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">453,520</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Financiere (Lafarge Roofing) SA, Term Loan C4,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">

    <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.139%, 5/01/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">285</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">102,985</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Momentive Performance Materials, Inc. Tranche B-1,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3.688%, 12/04/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">967</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">656,800</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Momentive Performance Materials, Inc. Tranche B-2,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">

    <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.754%, 12/04/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">800,417</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">United Subcontractors Inc. Tranche B Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.14% - 9.34%, 12/27/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,816</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">726,376</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,100,287</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Capital Markets - 0.2%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;</FONT></B>  </TD>
  <TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Marsico Parent Co., LLC Term Loan, 4.438% - 7.75%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">11/14/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">496</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">330,006</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Nuveen Investments, Inc. Term Loan B, 4.436% -</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.769%, 11/13/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">684,644</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,014,650</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Chemicals - 3.9%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Brenntag Holdings GMBH &amp; Co. KG Second Lien</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Facility 2, 7.071%, 7/17/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">305,625</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Brenntag Holdings GMBH &amp; Co. KG Second Lien Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan, 9.421%, 3/15/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">385</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">297,175</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Brenntag Holdings GMBH &amp; Co. KG Second Lien Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan, 9.421%, 3/21/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">115</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">88,740</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Brenntag Holdings Term Loan Facility B6A and B6B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7.163%, 11/24/37</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">504,571</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cognis Deutschland, Facility A (German), 6.958%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11/17/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">803</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">651,122</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Cognis Deutschland, Facility B (French), 6.958%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">11/16/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">197</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">155,237</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Edwards (Cayman Islands II) Ltd. First Lien Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan, 3.436%, 5/23/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">494</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">320,937</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">ElectricInvest Holding Co. Ltd., Junior, 7.687%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">12/21/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">GBP</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">900</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,068,100</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">ElectricInvest Holding Co. Ltd., Junior, 7.928%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/20/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">894</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">870,467</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Flint Group Term Loan B, 6.126%, 5/30/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">905,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Huish Detergents, Inc. Term Loan Tranche B, 5.77%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/26/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,247</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">970,459</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">ISP Chemco LLC Term Loan, 2.938% - 3.688%, 6/04/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,481</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,096,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ineos U.S. Finance Group Plc Term Loan Facility A4,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.727% - 5.952%, 2/20/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,016</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">558,551</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">6</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ineos U.S. Finance Group Plc Term Loan Facility B2,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.727% - 5.952%, 2/20/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,648</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">787,875</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Ineos U.S. Finance Group Plc Term Loan Facility C2,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.227% - 6.452%, 2/20/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,648</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">807,443</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Invista Canada Co. Term Loan B1, 3.186%, 4/29/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">

    <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,270</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,003,572</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Invista Canada Co. Term Loan B2, 3.186%, 4/29/11</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">372</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">293,856</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Lucite International Finance Plc, 13.968%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">

    <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7/03/14 (c)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,144</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">993,316</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">PQ Corp. First Lien Term Loan, 6.72% - 7.02%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5/29/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,990</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,468,813</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">PQ Corp. Second Lien Term Loan, 9.97%, 5/29/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,543,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Rockwood Specialties Group, Inc. Tranche E Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan, 3.546%, 12/13/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">965</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">772,804</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Solutia, Inc. Term Loan, 8.50%, 2/28/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,746</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,278,654</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">17,742,192</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Commercial Services &amp; Supplies -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">ARAMARK Corp. Letter of Credit, 5.637%, 1/26/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">185</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">146,269</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">1.8%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">ARAMARK Corp. Term Loan B, 5.637%, 1/26/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,907</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,302,375</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Brickman Group Holdings, Inc. Term Loan Tranche B,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3.436%, 1/23/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,231</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">738,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">EnviroSolutions Term Loan, 12.042%, 7/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">502</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">326,174</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Kion Group GmbH Term Loan B, 5.112%, 3/04/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">146,389</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Kion Group GmbH Term Loan C, 5.618%, 3/04/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">250</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">146,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Language Line Services Term Loan B1, 7.02%, 11/14/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">718</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">603,497</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sirva Second Lien Facility Loan, 12%, 5/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">239</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">35,809</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">Synagro Technologies, Inc.
    Term Loan, 4.24% - 5.77%,</FONT> </div></TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,736</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,833,218</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">West Corp. Term Loan B2, 3.774% - 5.594%, 10/31/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,948</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,829,362</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">8,107,843</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Communications Equipment - 0.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">SafeNet, Inc. Term Loan B, 7.75%, 4/12/14</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,975</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,027,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Computers &amp; Peripherals - 0.5%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Dealer Computer Services (Reynolds and Reynolds)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan, 3.436%, 10/31/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,385</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">824,035</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Intergraph Corp. Initial Term Loan, First Lien 4.196%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,431</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,098,165</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Intergraph Corp. Second Lien Term Loan, 8.196%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11/17/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">750</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">573,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,495,950</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Construction &amp; Engineering - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Brand Energy &amp; Infrastructure Services, Inc. First Lien</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan B, 4.625% - 6.063%, 1/31/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">992</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">669,725</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center><div align="left"><FONT size=2 face="sans-serif">Brand Energy &amp; Infrastructure
    Services, Inc. Second Lien</FONT> </div></TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Term Loan, 8.25% - 8.375%, 2/15/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">392,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,062,225</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Containers &amp; Packaging - 1.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Atlantis Plastics Second Lien Term Loan, 12.25%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3/22/12 (f)(g)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">250</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">12,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Consolidated Container Co. LLC Second Lien Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan, 7.123% - 8.106%, 7/14/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">350</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">61,250</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">7</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Graham Packaging Co. LP New Term Loan E,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4.438% - 6.131%, 9/30/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,589</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">&#36;</FONT></div></TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,206,237</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Graphic Packaging International Corp. Incremental</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Term Loan, 4.161% - 7.50%, 5/16/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,340</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,804,097</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Mivisa Envases SAU Term Loan B1 and B2, 7.376%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6/03/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">EUR</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">897,822</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Smurfit-Stone Container Enterprises, Inc. Deposit</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Account, 5.926%, 11/01/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">568</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">421,319</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Solo Cup Co. Term B1 Loan, 4.92% - 6.72%, 2/27/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,198</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">980,008</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">5,383,233</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Distributors - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Keystone Automotive Operations, Inc. Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">5.268% - 6.50%, 1/12/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,430</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">714,996</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Diversified Consumer Services -&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Coinmach Corp. Term Loan, 4.46% - 5.22%, 11/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,726</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,544,643</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">0.8%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Diversified Financial Services -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">JG Wentworth LLC First Lien Term Loan, 6.012%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">0.4%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4/03/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,400</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,430,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Professional Services First Lien Term Loan, 5.97%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">10/31/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">677</FONT>  </TD>
  <TD>&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="sans-serif">588,859</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,018,859</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Diversified Telecommunication</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">BMC Ireland Holdings (Eircom) Term Loan B, 6.379%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Services - 1.4%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">8/14/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<FONT size=2 face="sans-serif">EUR</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,970</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,820,534</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">BMC Ireland Holdings (Eircom) Term Loan C, 6.629%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8/14/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,970</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,820,737</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Hawaiian Telcom Communications, Inc.</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan C, 6.262%, 6/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,898</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">756,115</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Time Warner Telecom Holdings, Inc. Term Loan B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.20%, 2/23/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,018</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,576,594</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Wind Telecomunicazion SpA Term Loan A1,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.024% - 6.973%, 9/22/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">EUR</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">424</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">442,242</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">6,416,222</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Electric Utilities - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">TPF Generation Holdings LLC First Lien Letter of</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Credit, 5.762%, 11/28/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">151</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">126,330</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">TPF Generation Holdings LLC First Lien Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.762%, 11/28/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">717</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">601,393</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">TPF Generation Holdings LLC Revolving Credit,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.762%, 11/28/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">47</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">39,602</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">767,325</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Electrical Equipment - 0.4%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Electrical Components International Holdings</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Second Lien Term Loan, 12.73%, 5/05/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">200,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Generac Acquisition Corp., First Lien Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.65%, 11/10/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,479</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">881,518</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sensus Metering Systems, Inc. New Term Loan B-1,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4.153% - 5%, 12/17/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,057</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">898,044</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">1,979,562</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Electronic Equipment &amp;</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Flextronics International Ltd. Closing Date Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Instruments - 0.9%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.133% - 6.40%, 10/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,099</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,145,908</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">8</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Flextronics International Ltd. Closing Date Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.133% - 7.068%, 10/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">750</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">505,114</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Flextronics International Ltd. Delay Draw Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan A Closing Date, 7.069%, 10/05/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,106</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">744,721</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD width="90%" align=center bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">Matinvest (Deutsch Connectors)
    Term Loan B2, 5.384%,</FONT> </div></TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7/27/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">491</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">348,335</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Matinvest (Deutsch Connectors) Term Loan C2,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.634%, 7/27/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">851</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">604,352</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,348,430</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Energy Equipment &amp; Services -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Dresser, Inc. Term Loan B, 3.686% - 4.486%, 5/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,432</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,338,301</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">0.9%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">MEG Energy Corp. Initial Term Loan, 5.77%, 3/23/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">488</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">326,625</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Trinidad U.S.A. Partnership LP Term Loan, 5.35%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4/15/11</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,461</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,315,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,980,051</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Food &amp; Staples Retailing - 1.3%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">AB Acquisition Term Loan B, 6.101%, 7/09/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<FONT size=2 face="sans-serif">GBP</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,336,994</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Advantage Sales &amp; Marketing, Inc. Term Loan, 4.59%</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">- 5.77%, 4/15/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">972</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">621,884</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">DS Waters of America Term Loan B, 4.50%, 3/31/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">300,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">WM Bolthouse Farms, Inc. First Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.188%, 11/29/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">972</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">753,687</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">6,012,565</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Food Products - 1.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Dole Food Co., Inc. Linked Deposit, 6.819%, 4/12/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">280</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">196,582</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Dole Food Co., Inc. Term Loan B, 3.50% - 5%, 4/12/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">496</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">348,424</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Dole Food Co., Inc. Term Loan C, 3.50% - 6.81%, 4/12/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,847</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,298,126</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Michael Foods Term Loan B-1, 3.923% - 5.194%, 11/21/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,167</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,906,758</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sturm Foods, Inc. First Lien Term Loan, 5.875% - 6%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1/22/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,351</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">779,970</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sturm Foods, Inc. Initial First Lien Term Loan, 6%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">1/22/14 (c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">288,750</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sturm Foods, Inc. Second Lien Term Loan, 9.50%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11/12/37</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">232,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Wrigley Co. Term Loan B, 7.75%, 8/11/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">550</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">510,937</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">5,562,047</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Health Care Equipment &amp;</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Biomet, Inc. Term Loan B, 6.762%, 3/25/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,455</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,615,513</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Supplies - 1.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">DJO Finance LLC Term Loan, 4.436%, 11/20/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,481</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,860,937</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Select Medical Term Loan B, 3.399% - 5%, 2/24/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">965</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">717,316</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">6,193,766</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Health Care Providers &amp; Services -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">CCS Medical First Lien Term Loan (Chronic Care), 7.02%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">2.5%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">8/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">837</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">421,485</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cardinal Health Euro Term Loan, 7.392%, 11/19/37</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,975</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,806,655</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Community Health Systems, Inc. Term Loan, 4.018% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.973%, 7/25/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">8,188</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">5,996,535</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">HCA, Inc. Term Loan B, 6.012%, 11/15/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">934,505</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Health Management Associates, Inc. Term Loan B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.512%, 2/28/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">884</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">591,492</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">HealthSouth Corp. Term Loan, 4.27%, 3/12/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">766</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">600,752</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">9</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Surgical Care Affiliates LLC Term Loan B, 5.762%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6/29/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,982</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;"><div align="left"><FONT size=2 face="sans-serif">&#36;</FONT></div></TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,149,814</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">11,501,238</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Health Care Technology - 0.3%</FONT></B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Sunquest Holdings, Inc. (Misys Hospital Systems)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Term Loan, 6.05% - 6.96%, 10/11/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,489</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,176,113</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Hotels, Restaurants &amp; Leisure -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">CCM Merger Inc. (MotorCity Casion) Term Loan B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">1.8%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.169% - 5.476%, 7/26/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,613</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">725,787</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Green Valley Ranch Gaming LLC First Lien Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan, 4.388% - 4.75%, 2/26/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">474</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">213,443</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Green Valley Ranch Gaming LLC Second Lien, 6%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">2/26/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">105,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Harrah's Operating Co., Inc. Term Loan B1, 6.535% -</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.762%, 1/28/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">553</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">323,170</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Harrah's Operating Co., Inc. Term Loan B2, 6.535% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.762%, 1/28/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">697</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">406,582</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Harrah's Operating Co., Inc. Term Loan B3, 4.436% -</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.762%, 1/28/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">808</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">470,863</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center><div align="left"><FONT size=2 face="sans-serif">OSI Restaurant Partners, Inc.
    Incremental Term Loan,</FONT> </div></TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.25%, 5/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">402</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">175,447</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">OSI Restaurant Partners, Inc. Revolving Credit,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.069%, 5/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">39</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">17,037</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Prefunded Penn National Gaming, Inc. Term Loan B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.14% - 5.29%, 10/03/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,035</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,285,134</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">QCE LLC First Lien Term Loan, 5.813%, 5/05/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,955</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,075,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Travelport LLC (Travelport, Inc.) Term Loan, 8.936%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3/20/12 (c)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,362</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,134,182</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Wembley, Inc. First Lien Term Loan, 4.25% - 7.47%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8/12/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">493</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">258,618</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">8,190,513</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Household Durables - 0.5%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Berkline Corp. Term Loan B, 6.578%, 11/10/11 (h)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">95</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,735</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Jarden Corp. Term Loan B3, 6.262%, 1/24/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">992</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">775,610</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Simmons Co. Tranche B Term Loan, 4.875% - 6.375%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/19/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">787,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">The Yankee Candle Co., Inc. Term Loan B, 3.42% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.77%, 2/06/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&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="sans-serif">537,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,105,345</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Household Products - 0.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Central Garden &amp; Pet Term Loan New Tranche B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4.62% - 4.76%, 9/30/12</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,079</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">701,231</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">IT Services - 2.5%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Affiliated Computer Services Term Loan, 5.259%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3/20/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">729</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">600,953</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Amadeus Global Travel Distribution SA Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan B-3, 6.481%, 6/30/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<FONT size=2 face="sans-serif">EUR</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">307</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>&nbsp;</TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">181,301</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Amadeus Global Travel Distribution SA Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan B-4, 6.481%, 6/30/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">186</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">109,791</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Amadeus Global Travel Distribution SA Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;</TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Loan C-3, 6.981%, 6/30/14</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">307</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&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="sans-serif">181,301</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">10</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Amadeus Global Travel Distribution SA Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan C-4, 6.981%, 6/30/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">EUR</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">186</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">109,791</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Audio Visual Services Group, Inc. Second Lien Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan, 9.27%, 8/28/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">325,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Ceridian Corp. U.S. Term Loan, 6%, 11/09/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,520,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">First Data Corp. Term Loan B1, 4.149% - 6.512%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">9/24/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,692</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,496,446</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">First Data Corp. Term Loan B2, 4.149% - 6.512%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">9/24/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,247</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">843,183</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">First Data Corp. Term Loan B3, 5.947% - 6.512%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">9/24/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">848</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">572,305</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">RedPrairie Corp. Term Loan, 5.188% - 6%, 7/17/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">687</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">515,212</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center><div align="left"><FONT size=2 face="sans-serif">SunGard Data Systems, Inc.
    (Solar Capital Corp.) New</FONT> </div></TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">U.S. Term Loan, 3.518% - 4.138%, 2/28/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,918</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,035,856</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Verifone, Inc. Term Loan, 4.19% - 6.03%, 2/28/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">925</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">777,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">11,268,139</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Independent Power Producers &amp;</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">The AES Corp. Term Loan, 5.0625% - 5.10%, 8/10/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">429</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">341,429</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Energy Traders - 1.9%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Dynegy, Inc. Line of Credit, 2.94%, 4/02/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">737,083</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Texas Competitive Electric Holdings Co. LLC (TXU)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan B-2, 5.268% - 7.262%, 10/10/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,220</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,852,720</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Texas Competitive Electric Holdings Co. LLC (TXU)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan B-3, 5.268% - 7.262%, 10/10/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7,288</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,917,462</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">8,848,694</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Insurance - 0.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Conseco New Term Loan, 3.768%, 10/10/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">735</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">470,410</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sedgwick Claims Management Service, Inc. Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan B, 6.012%, 3/03/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,067</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">779,073</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,249,483</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Leisure Equipment &amp; Products -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">24 Hour Fitness Worldwide, Inc. Tranche B Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">0.1%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3.94% - 6.71%, 6/08/12</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">975</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">624,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Life Sciences Tools &amp; Services -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Invitrogen Term Loan B, 6%, 6/11/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,046,094</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">0.6%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Quintiles Transnational First Lien Term Loan B4,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.77%, 3/21/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">975</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">755,625</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,801,719</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Machinery - 1.4%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Big Dumpster (Wastequip) Delay Draw Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#FFFFFF">
<FONT size=2 face="sans-serif">6.012%, 1/17/13</FONT>  </TD>
  <TD bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#FFFFFF">
<FONT size=2 face="sans-serif">287</FONT>  </TD>
  <TD bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#FFFFFF">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#FFFFFF">
<FONT size=2 face="sans-serif">166,535</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Big Dumpster (Wastequip) Term Loan B, 6.012%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">1/17/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">682</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">395,521</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#FFFFFF">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Blount, Inc. Term Loan B, 4.50%, 8/09/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">724</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">615,264</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">LN Acquisition Corp. (Lincoln Industrials) Second Lien</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Initial Term Loan, 8.75%, 12/18/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,095,000</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#FFFFFF">
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center><div align="left"><FONT size=2 face="sans-serif">NACCO Materials Handling Group
    Term Loan, 4.418% -</FONT> </div></TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
</TR>
<TR valign="bottom" bgcolor="#FFFFFF">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.118%, 3/21/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">489</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">263,925</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#E6E6E6">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Navistar International Corp. Advance Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.421%, 1/19/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,750</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,485,000</FONT>  </TD>
</TR>
<TR valign="bottom" bgcolor="#FFFFFF">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Navistar International Corp. Revolving Credit,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom" bgcolor="#FFFFFF">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.421% - 7.033%, 1/19/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">540,000</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">11</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">OshKosh Truck Corp. Term Loan B, 2.93% - 4.62%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/06/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,225</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,396,982</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Standard Steel Delay Draw Term Loan, 3.94%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">79</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">55,804</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6/21/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Standard Steel Initial Term Loan, 6.27%, 6/21/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">390</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">276,898</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Trimas Corp. Term Loan B, 4.276% - 5.629%, 8/02/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">398</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">246,838</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Trimas Corp. Trance B-1, 6.026%, 8/02/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">94</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">58,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">6,595,892</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Marine - 0.3%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Delphi Acquisition Holding Facility B1 and B2 -</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Assignment, 6.012%, 4/26/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">600,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Delphi Acquisition Holding Facility C1 and C2 -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Assignment, 6.637%, 4/26/16</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">600,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,200,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Media - 13.1%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Acosta, Inc. Term Loan, 5.37%, 2/28/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">977</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">650,037</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Affinion Group, Inc. Term Loan, 9.868%, 1/31/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">200,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Affinion Group, Inc. Term Loan, 9.868%, 3/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">200,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Alix Partners Trance C Term Loan, 5% - 6.75%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/30/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,446</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,185,752</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Alpha Topco (Formula One Group) Facility D (Second</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Lien), 6.634%, 12/31/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">652,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Alpha Topco (Formula One Group) Term Loan B1,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.368%, 1/05/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">857</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">558,857</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Alpha Topco (Formula One Group) Term Loan B2,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.368%, 7/05/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">589</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">326,071</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Atlantic Broadband Finance Term Loan B2, 6.02%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2/27/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">978</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">879,853</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Cablevision Systems Corp. Incremental Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.569%, 3/23/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,903</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,402,673</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Catalina Marketing Group Initial Term Loan, 6.762%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,470</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,246,809</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Cengage Learning Inc. Tranche 1 Term Loan, 7.50%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7/05/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,741</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,142,125</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cequel Communications LLC Term Loan, 4.235% - 5%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11/05/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">7,397</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,927,522</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center><div align="left"><FONT size=2 face="sans-serif">Charter Communications, Inc.
    Replacement Term Loan,</FONT> </div></TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
  <TD align=center>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.47% - 5.50%, 11/23/37</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,960</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,661,466</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cinemark Term Loan B, 3.16% - 4.93%, 10/05/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,102</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">830,025</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Clarke American Corp. Term Loan B, 6.262% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.383%, 12/31/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,393</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,882,872</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Dex Media West Term Loan B, 7% - 7.77%, 10/24/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,250</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,102,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Discovery Communications Term Loan B, 5.762%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5/14/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,484</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,199,349</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Education Media and Publishing Mezzanine Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">13.017%, 11/14/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8,894</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,336,410</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">GateHouse Media Operating, Inc. Delay Draw Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Loan, 5%, 9/15/14</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">497</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">114,208</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">12</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;</TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Getty Images, Inc. Initial Term Loan, 8.053%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6/30/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
    <div align="center"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">750</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">640,313</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Gray Communications, Inc. Delay Draw Term Loan B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.25% - 5.65%, 9/18/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,774</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">762,793</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">HIT Entertainment Ltd. Second Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8.21%, 2/24/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">450,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">HIT Entertainment Ltd. Term Loan, 4.71%, 8/31/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,268</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">634,015</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Hanley-Wood LLC Term Loan, 3.873% - 6.012%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3/08/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,489</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">707,156</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Insight Midwest Holdings LLC Term Loan B, 4.85%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4/06/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,550</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,758,858</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Intelsat (PanAmSat Corp.) Term Loan B2A, 6.65%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1/03/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">592</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">454,072</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Intelsat (PanAmSat Corp.) Term Loan B2B, 6.65%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">1/03/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">592</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">454,210</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Intelsat (PanAmSat Corp.) Term Loan B2C, 6.65%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1/03/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">592</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">454,072</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Knology, Inc. Term Loan, 6.40%, 5/11/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">494</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">296,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Lavena Holdings (ProSiebenSat 1 Media AG)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Facility B1, 7.776%, 6/30/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">337</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">39,225</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Lavena Holdings (ProSiebenSat 1 Media AG) Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan C1, 7.526% - 7.776%, 6/30/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">337</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">39,225</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Lavena Holdings (ProSiebenSat 1 Media AG) Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan D, 8.145% - 8.542%, 12/28/16</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">904</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">48,253</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">MCC Iowa LLC (Mediacom Broadband Group) Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan D-1, 2.84%, 1/31/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,965</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,383,360</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Mediacom LLC Term Loan C, 2.59%, 1/31/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,940</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,329,200</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Metro-Goldwyn-Mayer, Inc. Term Loan B, 7.012%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">3/15/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,880</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,740,501</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Mission Broadcasting, Inc. Term Loan B, 5.512%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,888</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,038,146</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Multicultural Radio Broadcasting, Inc. Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.973%, 12/15/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">338</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">236,600</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NTL Cable Plc. (Virgin) B1 and B2 Facility, 8.147%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11/19/37</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">GBP</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,256</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,439,334</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">NTL Cable Plc. (Virgin) C Facility, 8.743%, 7/17/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,759,405</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NV Broadcasting First Lien Term Loan, 5.82%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/21/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">824</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">411,774</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Newsday LLC Fixed Rate, 9.75%, 7/02/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>  <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,245,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Nexstar Broadcasting Group Term Loan B, 5.512%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">  <div align="left"></div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,786</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">982,415</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Nielsen Finance LLC Dollar Term Loan, 3.768% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.388%, 8/15/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">4,230</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,801,732</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Parkin Broadcasting (NV Broadcasting) Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.82%, 10/21/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">169</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">84,466</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Penton Media First Lien Term Loan, 3.686% - 5.67%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2/01/13</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">1,108</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">526,359</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">13</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Penton Media Second Lien Term Loan, 8.42%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2/01/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">400,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Puerto Rico (Choice Cable) Second Lien Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">11.313%, 1/28/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">692</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">380,769</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">San Juan Cable First Lien Term Loan, 9.62%, 10/26/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,769</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,026,058</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Stile (ClientLogic Holding Corp.) U.S. Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.546% - 6.789%, 1/30/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">911</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500,864</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Telecommunications Management LLC Multi Draw</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Term Loan, 6.618%, 6/30/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">234</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">187,242</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Telecommunications Management LLC Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.618%, 6/30/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">929</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">742,900</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">United Pan Europe Communications Term Loan M,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.481%, 11/19/37</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=center nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,413</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,196,951</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">United Pan Europe Communications Term Loan N,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>

    <div align="left"></div></TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.60%, 12/31/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT>      </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,412,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Yell Group Plc Term Loan B2, 7.504%, 4/30/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
    <div align="left"><FONT size=2 face="sans-serif">EUR</FONT>      </div></TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,294,447</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">60,356,494</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Metals &amp; Mining - 0.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Compass Minerals Group, Inc. Term Loan, 2.90% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.27%, 12/22/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="left"><FONT size=2 face="sans-serif">USD</FONT> </div></TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">778</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">688,965</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Euramax International Domestic Loan (Second Lien),</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">11%, 6/29/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">167</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">58,487</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Euramax International European Loan (Second Lien),</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">11%, 6/21/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">83</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">29,013</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">776,465</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Multi-Utilities - 0.7%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Coleto Creek Letter of Credit, 6.512%, 7/31/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">127</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">88,747</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Coleto Creek Synthetic LC First Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.512%, 7/31/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,803</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,256,001</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">MACH Gen LLC First Lien Term Loan B, 4.196%, 2/22/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">667</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">604,773</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">MACH Gen LLC Letter of Credit First Lien, 5.762%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2/12/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">70</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">63,773</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">NE Energy First Lien Term Loan B, 5.75%, 10/31/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,230</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">904,368</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NE Energy Letter of Credit, 6.313%, 10/31/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">159</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">116,524</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">3,034,186</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Multiline Retail - 0.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Neiman Marcus Group, Inc. Term Loan, 4.565%, 4/06/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,940</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,212,421</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Oil, Gas &amp; Consumable Fuels -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Abbot Group Plc Bridge Loan, 14.50%, 3/15/18 (h)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,029</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,968,859</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">1.4%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Big West Oil &amp; Gas Delayed Advance Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.25%, 5/15/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">550</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">302,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Big West Oil &amp; Gas Initial Term Advance, 5.25%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5/15/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">438</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">240,625</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">CR Gas Storage Bridge Loan, 4.843%, 5/08/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">29</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">22,532</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">CR Gas Storage Canadian Term Loan B, 4.847%, 5/08/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">454</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">353,892</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">CR Gas Storage Delay Draw Term Loan B, 4.844%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5/08/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">51</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">39,564</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">CR Gas Storage U.S. Term Loan, 4.847%, 5/08/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">75</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">58,406</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Coffeyville Resources LLC Funded Letter of Credit,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.633%, 12/21/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">243</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">178,378</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">14</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Coffeyville Resources LLC Term Loan D, 5.75% -</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6.633%, 12/28/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">785</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">575,958</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Drummond Oil Term Advance, 2.649%, 2/15/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,350</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,309,500</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Western Refining Co. LP Term Loan, 9.25%, 5/30/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">917</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">518,085</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">6,568,299</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Paper &amp; Forest Products - 2.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Boise Cascade Holdings LLC First Lien Tranche B Term</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Loan, 7.50%, 2/05/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,244</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,007,437</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Georgia-Pacific Corp. Add on Term Loan B2, 4.238% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6.048%, 3/08/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,371</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,818,996</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Georgia-Pacific Corp. Term Loan B, 4.551% - 4.868%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">12/22/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,684</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,361,124</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">NewPage Corp. Tem Loan, 7%, 12/21/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">2,485</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,823,369</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Verso Paper Holdings LLC Term Loan, 10.012%, 2/01/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">560</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">426,534</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">9,437,460</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Personal Products - 0.6%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">American Safety Razor Co. Second Lien Term Loan,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">9.37% - 9.47%, 1/25/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,500</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,750,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Prestige Brands Term Loan B, 3.686% - 6.012%, 10/06/10</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,095</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">870,777</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,620,777</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Real Estate Management &amp;</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Enclave Term Loan B, 6.14%, 3/01/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,964,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Development - 1.1%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Georgian Towers Term Loan B5, 6.14%, 3/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">3,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,038,461</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Pivotal Promontory Second Lien Term Loan, 11.50%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">8/11/11 (f)(g)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">750</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">75,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Realogy Corp. Term Loan B, 5.706%, 9/22/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,481</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">847,090</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,925,251</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Road &amp; Rail - 0.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Rail America, Inc. Canadian Term Loan, 7.883%, 6/30/09</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">91</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">74,784</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Rail America, Inc. U.S. Term Loan, 7.883%, 6/30/09</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,409</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,155,216</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,230,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Software - 0.2%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Bankruptcy Management Solutions, Inc. First Lien Term</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Loan, 5.96%, 7/06/12</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">980</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">725,200</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">CCC Information Services, Inc. Term Loan, 6.02%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2/10/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">413</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">310,139</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,035,339</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Specialty Retail - 0.9%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">ADESA, Inc. Initial Term Loan, 6.02%, 10/20/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,679</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">996,271</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap colspan=3>
<FONT size=2 face="sans-serif">Burlington Coat Factory Warehouse Corp. Term Loan,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">4.45%, 5/28/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">586</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">253,625</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">Eye Care Centers of America,
    Inc. Term Loan, 3.94% -</FONT> </div></TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5.31%, 3/01/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">530</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">434,278</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Orchard Supply Hardware Note Participation B,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">7.01%, 12/21/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">900,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Rent-A-Center Term Loan B, 3.16% - 4.82%, 6/30/12</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">795</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">596,342</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sensata Technologies U.S. Term Loan, 5.115% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.258%, 4/27/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,925</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,109,061</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">4,289,577</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Textiles, Apparel &amp; Luxury</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Hanesbrands, Inc. First Lien Term Loan, 4.75% -</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Goods - 0.3%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">5.266%, 9/05/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">795,938</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6"><div align="left"><FONT size=2 face="sans-serif">Renfro Corp. Delayed Draw Tranche
    B, 5.42% - 7.02%,</FONT> </div></TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
  <TD align=center bgcolor="#E6E6E6">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">10/05/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">462</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">184,652</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">15</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
  <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
    <div align="right"><B><FONT size=2 face="sans-serif">(Percentages shown are based on Net Assets)</FONT></B>      </div></TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
    <TD></TD>
    <TD width=90%></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
    <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Par</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Industry</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Floating Rate Loan Interests</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
    <div align="center"><B><FONT size=2 face="sans-serif">Value</FONT></B> </div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">St. John Knits, Inc. Term Loan B, 4.395%, 8/24/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">660</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;"><FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">462,130</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,442,720</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Trading Companies &amp;</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Beacon Sales Co. Term Loan B, 5.769% - 6.053%,</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Distributors - 0.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">11/02/13</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,225</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">735,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Wireless Telecommunication</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Alltel Corp. Term Loan B2, 5.316%, 5/16/15</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,739</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,647,054</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Services - 2.3%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Alltel Corp. Term Loan B3, 5.50%, 5/16/15</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">5,206</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">4,962,144</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Cellular South Term Loan B, 5.258%, 5/16/14</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">500</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">420,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Cellular South Term Loan B, 4.50% - 5.258%, 5/29/14</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,481</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,244,250</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Cricket Communications, Inc. Term Loan B, 7.262%,</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">6/16/13</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">948</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">772,867</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">NTELOS Inc. B-1 Facility, 3.69%, 8/14/11</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">1,682</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,417,454</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">10,463,769</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Floating Rate Loan Interests - 56.6%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">259,556,326</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">U.S. Government &amp; Agency Obligations</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Fannie Mae, 7.25%, 1/15/10</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">17,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">17,991,389</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">U.S. Treasury Notes, 3.375%, 12/15/08 (m)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">17,000</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">17,018,598</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">U.S. Treasury Notes, 3.875%, 5/15/09 (l)(m)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6,000</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">6,089,532</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">U.S. Treasury Notes, 3.375%, 9/15/09 (m)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,425</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">3,491,359</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">U.S. Treasury Notes, 4.25%, 8/15/15 (m)</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1,815</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,035,920</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total U.S. Government &amp; Agency Obligations - 10.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">46,626,798</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Common Stocks</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Shares</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Capital Markets - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">E*Trade Financial Corp. (g)</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">121,011</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">163,365</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT size=2 face="sans-serif">Commercial Services &amp; Supplies -</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<FONT size=2 face="sans-serif">Sirva Common Stock (g)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">1,109</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=right nowrap>
<FONT size=2 face="sans-serif">16,635</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Common Stocks - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">180,000</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Preferred Stocks</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Capital Markets - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Marsico Parent Superholdco, LLC, 16.75% (b)</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">177</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">92,040</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Preferred Stocks - 0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">92,040</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Warrants (n)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Machinery - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Synventive Molding Solutions (expires 1/15/13)</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">1</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">0</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Warrants - 0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">0</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Beneficial</FONT></B>  </TD>
  <TD>&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>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Interest</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Other Interests (o)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(000)</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Health Care Providers &amp; Services -</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Critical Care Systems International, Inc. (h)</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">USD</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">8</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">2,547</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Household Durables - 0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Berkline Benchcraft Equity LLC (h)</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&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="sans-serif">3</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">0</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Other Interests - 0.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">2,547</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<B><FONT size=2 face="sans-serif">Total Long-Term Investments</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">(Cost - &#36;809,227,759) - 129.2%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">592,702,313</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Options Purchased</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Contracts</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left 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">
  <TD align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Call Options</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD colspan=3 align=left nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">Marsico Parent Superholdco LLC, expiring December 2009</FONT>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">at &#36;942.86</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">46</FONT>  </TD>
  <TD bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">66,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD width="90%" align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Total Options Purchased (Cost - &#36;44,978) - 0.0%</FONT></B>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">66,700</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Total Investments (Cost - &#36;809,272,737*) - 129.2%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6">
<FONT size=2 face="sans-serif">592,769,013</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD width="90%" align=left nowrap>
<B><FONT size=2 face="sans-serif">Liabilities in Excess of Other Assets - (29.2)%</FONT></B>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=right nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">(133,911,697)</FONT>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD width="90%" align=left nowrap bgcolor="#E6E6E6">
<B><FONT size=2 face="sans-serif">Net Assets - 100.0%</FONT></B>  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD bgcolor="#E6E6E6">&nbsp;  </TD>
  <TD align=left nowrap bgcolor="#E6E6E6" style="border-bottom:3px double #000000;">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=right nowrap bgcolor="#E6E6E6" style="border-bottom:3px double #000000;">
<FONT size=2 face="sans-serif">458,857,316</FONT>  </TD>
</TR>
</TABLE>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">16</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
</TR>
</TABLE>
<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
  <TD width="1%" valign=top nowrap>&nbsp;</TD>
  <TD width=99%>&nbsp;</TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
  <TD>
<P align="left"><FONT size=2 face="sans-serif">The cost and unrealized appreciation (depreciation) of investments as of November 30, 2008, as computed for federal income tax purposes, were as follows:</FONT></P>  </TD>
</TR>
<TR><TD colspan=2>&nbsp;</TD></TR></TABLE>
<div style="margin-left:27px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Aggregate cost</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">809,381,034</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Gross unrealized appreciation</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=center nowrap><div align="right"><font size=2 face="sans-serif">2,867,135</font> </div></td>
      <td align=center nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Gross unrealized depreciation</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">(219,479,156</font> </td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><div align="left"><font size=2 face="sans-serif">)</font></div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Net unrealized depreciation</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">(216,612,021</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><div align="left"><font size=2 face="sans-serif">)</font></div></td>
    </tr>
  </table>
</div>
<TABLE border=0 cellspacing=0 cellpadding=0>
<TR>
  <TD nowrap valign=top>&nbsp;</TD>
  <TD>&nbsp;</TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(a)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Represents the interest only portion of a mortgage-backed security and has either a nominal or a notional amount of principal.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(b)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional investors.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(c)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(d)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Variable rate security. Rate shown is as of report date.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(e)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Represents a zero-coupon bond. Rate shown is as of report date.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(f)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Issuer filed for bankruptcy and/or is in default of interest payments.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(g)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Non-income producing security.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(h)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Security is fair valued.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(i)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Convertible security.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(j)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Represents a step bond. Rate shown is as of report date.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(k)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Represents or includes a "to-be-announced" transaction. The Trust has committed to purchasing securities for which all specific information is not available at this time.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(l)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">All or a portion of security has been pledged as collateral in connection with financial futures contracts and/or swaps.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(m)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">All or a portion of security has been pledged as collateral for reverse repurchase agreements.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(n)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Warrants entitle the Trust to purchase a predetermined number of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under certain
conditions until the expiration date.</FONT></P>  </TD>
</TR>
<TR>
  <TD nowrap valign=top>
<FONT size=2 face="sans-serif">(o)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">Other interests represent beneficial interest in liquidation trusts and other reorganization entities and are non- income producing.</FONT></P>  </TD>
</TR>
</TABLE>
<ul style="margin-left:20px">
  <li><P><FONT size=2 face="sans-serif">For Trust compliance purposes,
    the Trust's industry classifications refer to any one or more of the industry
    sub-classifications used by one or more widely recognized  market indexes
    or ratings group indexes, and/or as defined by Trust management. This definition
    may not apply for purposes of this report, which may combine industry sub-classification
    for reporting ease.</FONT></P></li>
  <li><P><FONT size=2 face="sans-serif">Financial futures contracts purchased
    as of November 30, 2008 were as follows:</FONT></P></li>
</ul>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td colspan="13" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Expiration</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><div align="left"><b><font size=2 face="sans-serif">&nbsp;&nbsp;Face</font></b> </div></td>
      <td>&nbsp;</td>
      <td align=center nowrap colspan=4><b><font size=2 face="sans-serif">Unrealized</font></b> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Contracts</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Issue</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Date</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Value</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap colspan=4 style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Appreciation</font></b> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">62</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">5-Year
          U.S. Treasury Bond</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">December
          2008</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">6,943,455</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">&#36;</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="sans-serif">455,858</font> </td>
      <td align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
  </table>
</div>
<BR>
<ul style="margin-left:20px">
  <li><FONT size=2 face="sans-serif">Foreign currency exchange contracts
    as of November 30, 2008 were as follows:</FONT></li>
</ul>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td colspan="13" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Unrealized</font></b> </td>
      <td align=center nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Settlement</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Appreciation</font></b> </td>
      <td align=center nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap colspan=3 style="border-bottom:1px solid #000000;"><div align="center"><b><font size=2 face="sans-serif">Currency
              Purchased</font></b> </div></td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td colspan="3" align=left nowrap style="border-bottom:1px solid #000000;"><div align="center"><b><font size=2 face="sans-serif">Currency
              Sold</font></b> </div></td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Date</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap colspan=3 style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">(Depreciation)</font></b> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">USD</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=right nowrap><font size=2 face="sans-serif">15,543,237</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">EUR</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=right nowrap><font size=2 face="sans-serif">12,310,500</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">12/10/08</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=left nowrap><div align="right"><font size=2 face="sans-serif">(93,166</font> </div></td>
      <td align=left nowrap><font size=2 face="sans-serif">)</font></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">USD</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="sans-serif">8,953,203</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">GBP</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="sans-serif">5,663,000</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">12/10/08</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><div align="right"><font size=2 face="sans-serif">244,134</font> </div></td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><b><font size=2 face="sans-serif">Total</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><div align="right"><font size=2 face="sans-serif">150,968</font> </div></td>
      <td align=left nowrap style="border-bottom:3px double #000000;">&nbsp;</td>
    </tr>
  </table>
</div>
<BR>
<P align="center">
<FONT size=2 face="sans-serif">17</FONT></P>

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



<P align="left" style="page-break-before:always"></P><PAGE>


<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
</TR>
</TABLE><BR>
<ul style="margin-left:20px">
  <li><FONT size=2 face="sans-serif">Credit default swaps on traded
    indexes - sold protection outstanding as of November 30, 2008 were as follows:</FONT></li>
</ul>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td colspan="13" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Notional</font></b> </td>
      <td>&nbsp;</td>
      <td colspan="3" align=left nowrap><div align="center"><b><font size=2 face="sans-serif">Unrealized</font></b> </div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Pay Fixed</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Amount</font></b> </td>
      <td>&nbsp;</td>
      <td align=center nowrap colspan=3><b><font size=2 face="sans-serif">Appreciation</font></b> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Issuer</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Rate</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Counterparty</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Expiration</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">(000)</font></b><b><sup><font size=2 face="sans-serif">(1)</font></sup></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap colspan=3 style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">(Depreciation)</font></b> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">LCDX Index</font> </td>
      <td nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">3.25%</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">JPMorgan Chase</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left 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>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">Bank N.A.</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">June 2013</font> </td>
      <td nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">USD 2,250</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap><font size=2 face="sans-serif">41,023</font> </td>
      <td align=right nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">LCDX
          Corp.</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">5.75%</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="sans-serif">Deutsche
          Bank AG</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">September
          2013</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">USD
          3,000</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">(583,607</font> </td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><div align="left"><font size=2 face="sans-serif">)</font></div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><b><font size=2 face="sans-serif">Total</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">(542,584</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><div align="left"><font size=2 face="sans-serif">)</font></div></td>
    </tr>
  </table>
</div>
<TABLE border=0 cellspacing=0 cellpadding=0>
<TR>
  <TD nowrap valign=top>&nbsp;</TD>
  <TD nowrap valign=top>&nbsp;</TD>
  <TD>&nbsp;</TD>
</TR>
<TR>
  <TD nowrap valign=top>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</TD>
  <TD nowrap valign=top>
<FONT size=1 face="sans-serif">(1)&nbsp;&nbsp;</FONT></TD>
  <TD width=100%>
<P align="left"><FONT size=2 face="sans-serif">The maximum potential amount the Fund may receive should a negative credit event take place as defined under the terms of the agreement.</FONT></P>  </TD>
</TR>
</TABLE>
<ul style="margin-left:20px">
  <li><FONT size=2 face="sans-serif">Reverse repurchase agreements
    outstanding as of November 30, 2008 were as follows:</FONT></li>
</ul>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td colspan="14" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Interest</font></b> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Trade</font></b> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Maturity</font></b> </td>
      <td>&nbsp;</td>
      <td align=right nowrap>&nbsp;</td>
      <td align=right nowrap><b><font size=2 face="sans-serif">Net Closing</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=left nowrap><b><font size=2 face="sans-serif">&nbsp;&nbsp;&nbsp;Face</font></b> </td>
      <td align=left nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Counterparty</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Rate</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Date</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Date</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Amount</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Amount</font></b> </td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">JPMorgan Chase</font> </td>
      <td nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">0.15%</font> </td>
      <td nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">9/15/08</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=center nowrap><font size=2 face="sans-serif">Open</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp; </td>
      <td align=right nowrap><font size=2 face="sans-serif">&#36;</font></td>
      <td align=right nowrap><font size=2 face="sans-serif"> 1,931,325</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap><font size=2 face="sans-serif">1,930,706</font> </td>
      <td align=right nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">JPMorgan Chase</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">1.50%</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">9/15/08</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">Open</font> </td>
      <td>&nbsp;</td>
      <td align=right nowrap>&nbsp;</td>
      <td align=right nowrap><font size=2 face="sans-serif">17,267,724</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=right nowrap><font size=2 face="sans-serif">17,212,500</font> </td>
      <td align=right nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">JPMorgan Chase</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">0.50%</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">11/25/08</font> </td>
      <td>&nbsp;</td>
      <td align=center nowrap><font size=2 face="sans-serif">Open</font> </td>
      <td>&nbsp;</td>
      <td align=right nowrap>&nbsp;</td>
      <td align=right nowrap><font size=2 face="sans-serif">3,515,199</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=right nowrap><font size=2 face="sans-serif">3,514,906</font> </td>
      <td align=right nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">JPMorgan
          Chase</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">0.55%</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">11/28/08</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">12/05/08</font> </td>
      <td style="border-bottom:1px solid #000000;">&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="sans-serif">609,815</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">609,750</font> </td>
      <td align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><b><font size=2 face="sans-serif">Total</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td>&nbsp;</td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font></td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif"> 23,324,063</font> </td>
      <td style="border-bottom:3px double #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">23,267,862</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;">&nbsp;&nbsp;</td>
    </tr>
  </table>
</div>
<ul style="margin-left:20px">
  <li><FONT size=2 face="sans-serif">Currency
    Abbreviations:</FONT>
  </li>
</ul>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">EUR&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </font> </td>
      <td align=left nowrap><font size=2 face="sans-serif">Euro</font> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">GBP</font> </td>
      <td align=left nowrap><font size=2 face="sans-serif">British Pound</font> </td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">USD</font> </td>
      <td align=left nowrap><font size=2 face="sans-serif">U.S. Dollar</font> </td>
    </tr>
  </table>
</div>
<BR>
<P align="center">&nbsp;</P>
<P align="center">&nbsp;</P>
<P align="center"><FONT size=2 face="sans-serif">18</FONT></P>


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

<P align="left" style="page-break-before:always"></P><PAGE>



<TABLE width="100%" border=0 cellpadding=0 cellspacing=0>
<TR>
     <TD></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<B><FONT face="sans-serif">BlackRock Limited Duration Income Trust</FONT></B>  </TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>  </TD>
</TR>
</TABLE><BR>

<UL style="margin-left:20px">
<LI>
<P align="left"><FONT size=2 face="sans-serif">Effective September 1, 2008, the Trust adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements"
("FAS 157"). FAS 157 clarifies the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are as follows:</FONT></P></LI>
</UL>
<UL style="margin-left:60px">
<LI>
<P align="left"><FONT size=2 face="sans-serif">Level 1 - price quotations in active markets/exchanges for identical securities</FONT></P></LI>
<LI>
<P align="left"><FONT size=2 face="sans-serif">Level 2 - other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are not active, inputs other than
quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, and default rates) or other market-corroborated inputs)</FONT></P></LI>
<LI>
<P align="left"><FONT size=2 face="sans-serif">Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Trust's
own assumption used in determining the fair value of investments)</FONT></P></LI>
</UL>
<div style="margin-left:20px">
  <p align="left"><font size=2 face="sans-serif">The inputs or methodology used
      for valuing securities are not necessarily an indication of the risk associated
      with investing in those securities. For information about the Trust's policy
      regarding valuation of investments and other significant accounting policies,
      please refer to the Trust's most recent financial statements as contained
      in its annual report.</font></p>
  <p align="left"> <font size=2 face="sans-serif">The following table summarizes
      the inputs used as of November 30, 2008 in determining the fair valuation
      of the Trust's investments:</font></p>
</div>
<div style="margin-left:20px">
  <table border=0 cellspacing=0 cellpadding=0>
    <tr>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
      <td></td>
    </tr>
    <tr valign="bottom">
      <td colspan="8" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><b><font size=2 face="sans-serif">Valuation</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Investments in</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><b><font size=2 face="sans-serif">Other Financial</font></b> </td>
      <td align=center nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Inputs</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Securities</font></b> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=center nowrap style="border-bottom:1px solid #000000;"><b><font size=2 face="sans-serif">Instruments*</font></b> </td>
      <td align=center nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Level 1</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap><font size=2 face="sans-serif">122,524,615</font> </td>
      <td>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </td>
      <td align=left nowrap><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap><font size=2 face="sans-serif">455,858</font> </td>
      <td align=right nowrap>&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><font size=2 face="sans-serif">Level 2</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=right nowrap><font size=2 face="sans-serif">400,352,138</font> </td>
      <td>&nbsp;</td>
      <td align=left nowrap>&nbsp;</td>
      <td align=center nowrap><div align="right"><font size=2 face="sans-serif">(324,916</font> </div></td>
      <td align=center nowrap><div align="left"><font size=2 face="sans-serif">)</font></div></td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">Level
          3</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">69,825,560</font> </td>
      <td style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
      <td align=right nowrap style="border-bottom:1px solid #000000;"><font size=2 face="sans-serif">-</font> </td>
      <td align=right nowrap style="border-bottom:1px solid #000000;">&nbsp;</td>
    </tr>
    <tr valign="bottom">
      <td align=left nowrap><b><font size=2 face="sans-serif">Total</font></b> </td>
      <td>&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">592,702,313</font> </td>
      <td style="border-bottom:3px double #000000;">&nbsp;</td>
      <td align=left nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">&#36;</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;"><font size=2 face="sans-serif">130,942</font> </td>
      <td align=right nowrap style="border-bottom:3px double #000000;">&nbsp;</td>
    </tr>
  </table>
<P align="left">
<FONT size=2 face="sans-serif">* Other financial instruments are foreign currency exchange contracts, futures, swaps and options.</FONT></P>

<P align="left">
<FONT size=2 face="sans-serif">The following is a reconciliation of investments for unobservable inputs (Level 3) used in determining fair value:</FONT></P>
<TABLE border=0 cellspacing=0 cellpadding=0>
<TR>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
     <TD></TD>
</TR>
<TR valign="bottom">
  <TD colspan="5" align=left nowrap><div style="border-bottom:1px solid #000000"> &nbsp;</div></TD>
  </TR>
<TR valign="bottom">
  <TD align=left nowrap>&nbsp;  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=center nowrap>
<B><FONT size=2 face="sans-serif">Investments in</FONT></B>  </TD>
  <TD align=center nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">
<B><FONT size=2 face="sans-serif">Securities</FONT></B>  </TD>
  <TD align=center nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Balance, as of September 1, 2008</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=left nowrap><div align="right"><FONT size=2 face="sans-serif">27,082,546</FONT> </div></TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Accrued discounts/premiums</FONT>  </TD>
  <TD>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap><div align="right"><FONT size=2 face="sans-serif">52,514</FONT> </div></TD>
  <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Realized gain (loss)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap> <div align="right"><FONT size=2 face="sans-serif">(1,621,068</FONT> </div></TD>
  <TD align=left nowrap><FONT size=2 face="sans-serif">)</FONT></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Change in unrealized appreciation (depreciation)</FONT>  </TD>
  <TD nowrap>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=center nowrap>
    <div align="right"><FONT size=2 face="sans-serif">(29,504,009</FONT> </div></TD>
  <TD align=center nowrap><div align="left"><FONT size=2 face="sans-serif">)</FONT></div></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Net purchases (sales)</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap>&nbsp;  </TD>
  <TD align=left nowrap><div align="right"><FONT size=2 face="sans-serif">(1,891,647</FONT> </div></TD>
  <TD align=left nowrap><FONT size=2 face="sans-serif">)</FONT></TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap style="border-bottom:1px solid #000000;">
<FONT size=2 face="sans-serif">Net transfers in/out of Level 3</FONT>  </TD>
  <TD style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;"> <div align="right"><FONT size=2 face="sans-serif">75,707,224</FONT> </div></TD>
  <TD align=left nowrap style="border-bottom:1px solid #000000;">&nbsp;</TD>
</TR>
<TR valign="bottom">
  <TD align=left nowrap>
<FONT size=2 face="sans-serif">Balance, as of November 30, 2008</FONT>  </TD>
  <TD>&nbsp;  </TD>
  <TD align=left nowrap style="border-bottom:3px double #000000;">
<FONT size=2 face="sans-serif">&#36;</FONT>  </TD>
  <TD align=left nowrap style="border-bottom:3px double #000000;"> <div align="right"><FONT size=2 face="sans-serif">69,825,560</FONT> </div></TD>
  <TD align=left nowrap style="border-bottom:3px double #000000;">&nbsp;</TD>
</TR>
</TABLE>
</div><BR>
<P align="left">&nbsp;</P>
<P align="left">&nbsp;</P>
<P align="center"><FONT size=2 face="sans-serif">19</FONT></P>
<HR noshade align="center" width="100%" size=4>



<P align="left" style="page-break-before:always"></P><PAGE>
<A name="page_3"></A>

<TABLE border=0 width=100% cellspacing=0 cellpadding=0>
<TR>
     <TD width=4%></TD>
     <TD width=3%></TD>
     <TD colspan="2"></TD></TR>
<TR valign="bottom">
	<TD align=left nowrap>
<FONT size=2 face="serif">Item 2 &#150;</FONT>&nbsp;	</TD>
    <TD colspan="3" align=left nowrap><FONT size=2 face="serif">Controls and Procedures</FONT></TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left valign="top" nowrap>
<FONT size=2 face="serif">2(a) &#150;</FONT>&nbsp;						</TD>
	<TD colspan="3" valign="middle">	 <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 Exchange Act of 1934, as amended.</FONT></TD>
  </TR>

<TR align="left">
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left valign="top" nowrap>
<FONT size=2 face="serif">2(b) &#150;</FONT>				</TD>
	<TD colspan="3" valign="top">	 <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) 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></TD>
  </TR>

<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>
<FONT size=2 face="serif">Item 3 &#150;</FONT>&nbsp;	</TD>
    <TD colspan="3" align=left nowrap><FONT size=2 face="serif">Exhibits</FONT></TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD colspan="3">
<FONT size=2 face="serif">Certifications &#150; Attached hereto</FONT>&nbsp;	</TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;			</TD>
	<TD colspan="3" valign="top">
<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>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD colspan="3">	<FONT size=2 face="serif">BlackRock Limited Duration Income
    Trust</FONT>&nbsp;	</TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD><FONT size=2 face="serif">By:</FONT> </TD>
	<TD width="20%" align=left nowrap style="border-bottom:1px solid #000000;"><FONT size=2 face="serif">/s/ Donald C. Burke</FONT></TD>
    <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Donald C. Burke</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Chief Executive Officer of</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">BlackRock Limited Duration Income Trust</FONT>&nbsp;	</TD>
</TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD colspan="3">	 <FONT size=2 face="serif">Date: January 20, 2009</FONT>&nbsp;	</TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;			</TD>
	<TD colspan="3" valign="top">	 <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>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD><FONT size=2 face="serif">By:</FONT> </TD>
	<TD align=left nowrap style="border-bottom:1px solid #000000"><FONT size=2 face="serif"> /s/ Donald C. Burke</FONT>&nbsp;	</TD>
    <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Donald C. Burke</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Chief Executive Officer (principal executive officer) of</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">BlackRock Limited Duration Income Trust</FONT>&nbsp;	</TD>
</TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD colspan="3">	 <FONT size=2 face="serif">Date: January 20, 2009</FONT>&nbsp;	</TD>
  </TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD><FONT size=2 face="serif">By:</FONT> </TD>
	<TD align=left nowrap style="border-bottom:1px solid #000000"> <FONT size=2 face="serif"> /s/ Neal J. Andrews</FONT>&nbsp;	</TD>
    <TD align=left nowrap>&nbsp;</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Neal J. Andrews</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">Chief Financial Officer (principal financial officer) of</FONT>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD>&nbsp;	</TD>
	<TD colspan="2" align=left nowrap><FONT size=2 face="serif">BlackRock Limited Duration Income Trust</FONT>&nbsp;	</TD>
</TR>
<TR>
	<TD colspan=4>&nbsp;	</TD>
</TR>
<TR valign="bottom">
	<TD align=left nowrap>&nbsp;	</TD>
	<TD colspan="3">	 <FONT size=2 face="serif">Date: January 20, 2009</FONT>&nbsp;	</TD>
  </TR>
</TABLE>
<BR>

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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>c56190_ex99-cert.htm
<TEXT>

<HTML>
<HEAD>
   <TITLE></TITLE>
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<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-bottom:1px solid #000000"></div>
<P align="left">
<FONT size=2 face="serif">I, Donald C. Burke, Chief Executive Officer (principal executive 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;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. &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. &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. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in
Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: </FONT></P>

<div style="margin-left:30px">
<P align="left">
<FONT size=2 face="serif">a) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the
effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and </FONT></P>
<P align="left">
<FONT size=2 face="serif">d) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent
fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and </FONT></P>
</div>


<P align="left">
<FONT size=2 face="serif">5. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of
directors (or persons performing the equivalent functions): </FONT></P>


<div style="margin-left:30px">
<P align="left">
<FONT size=2 face="serif">a) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably
likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and </FONT></P>
<P align="left">
<FONT size=2 face="serif">b) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over
financial reporting. </FONT></P></div>
<P align="left">
<FONT size=2 face="serif">Date: January 20, 2009</FONT></P>
<table width="100%" border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td width="20%" style="border-bottom:1px solid #000000"><FONT size=2 face="serif">/s/ Donald C. Burke</FONT></td>
    <td width="9%">&nbsp;</td>
    <td>&nbsp;</td>
  </tr>
  <tr>
    <td colspan="3"><FONT size=2 face="serif">Donald C. Burke<br>
Chief Executive Officer (principal executive officer) of<br>
BlackRock Limited Duration Income Trust</FONT></td>
  </tr>
</table>
<br>
<br>



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

<P align="left" style="page-break-before:always"></P><PAGE>
<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-bottom:1px solid #000000"></div>
<P align="left">
<FONT size=2 face="serif">I, Neal J. Andrews, Chief Financial Officer (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;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. &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. &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. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in
Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: </FONT></P>


<div style="margin-left:30px">
<P align="left">
<FONT size=2 face="serif">a) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the
effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and </FONT></P>
<P align="left">
<FONT size=2 face="serif">d) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent
fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and </FONT></P></div>

<P align="left">
<FONT size=2 face="serif">5. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of
directors (or persons performing the equivalent functions): </FONT></P>

<div style="margin-left:30px">
<P align="left">
<FONT size=2 face="serif">a) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably
likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and </FONT></P>
<P align="left">
<FONT size=2 face="serif">b) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over
financial reporting. </FONT></P></div>
<P align="left">
<FONT size=2 face="serif">Date: January 20, 2009</FONT></P>


<table width="100%" border="0" cellspacing="0" cellpadding="0">
  <tr>
    <td width="20%" style="border-bottom:1px solid #000000"><FONT size=2 face="serif">/s/ Neal
    J. Andrews</FONT></td>
    <td width="9%">&nbsp;</td>
    <td>&nbsp;</td>
  </tr>
  <tr>
    <td colspan="3"><FONT size=2 face="serif">Neal J. Andrews<br>
Chief Financial Officer (principal financial officer) of<br>
BlackRock Limited Duration Income Trust</FONT></td>
  </tr>
</table>
<br>
<br>


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