<SEC-DOCUMENT>0000891092-13-006504.txt : 20130725
<SEC-HEADER>0000891092-13-006504.hdr.sgml : 20130725
<ACCEPTANCE-DATETIME>20130725155858
ACCESSION NUMBER:		0000891092-13-006504
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20130531
FILED AS OF DATE:		20130725
DATE AS OF CHANGE:		20130725
EFFECTIVENESS DATE:		20130725

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:		13986408

	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>e54670nq.htm
<DESCRIPTION>QUARTERLY SCHEDULE
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

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

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

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

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

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

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

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

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

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

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

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

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number 811-21349</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Limited Duration
Income Trust (BLW)</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Fund Address: 100 Bellevue Parkway,
Wilmington, DE 19809</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name and address of agent for service:
John M. Perlowski, Chief Executive Officer, BlackRock Limited Duration Income Trust, 55 East 52<SUP>nd</SUP> Street, New York,
NY 10055</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Registrant&rsquo;s telephone number,
including area code: (800) 882-0052, Option 4</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 05/31/2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt">Item 1 &ndash; Schedule of Investments</P>


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    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments</FONT>&nbsp;<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">
May 31, 2013
    (Unaudited)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
  <TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Asset-Backed
    Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">321
    Henderson Receivables I LLC (a):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2010-2A, Class A, 4.07%, 1/15/48 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,406</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,543,499</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2010-3A, Class A, 3.82%, 12/15/48 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,009</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,287,671</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ACAS
    CLO Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-1A, Class D, 5.13%, 9/20/23 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,763,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-1A, Class D, 4.09%, 4/20/25 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">723,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Adirondack
    Park CLO Ltd., Series 2013-1A, Class D, 3.93%, 4/15/24 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,707,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ALM
    Loan Funding Ltd., Series 2010-3AR, Class D, 4.52%, 11/20/20 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,000,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Apidos
    CDO XI, Series 2012-11A, Class D, 4.74%, 1/17/23 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">996,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Atrium
    CDO Corp., Series 9A,&nbsp;Class D, 3.96%, 2/28/24 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">718,597</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capital
    One Multi-Asset Execution Trust, Series 4-3C, 6.63%, 4/19/17 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,186,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Carlyle
    Global Market Strategies, Series 2013-1A, Class C, 4.29%, 2/14/25 (a)(b)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250,098</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CarMax
    Auto Owner Trust, Series 2012-3, Class D, 2.29%, 4/15/19 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,513,249</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cavalry
    CLO Ltd., Series 2A,&nbsp;Class D, 4.38%, 1/17/24 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">490,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Central
    Park CLO Ltd., Series 2011-1A, Class D, 3.48%, 7/23/22 (a)(b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">491,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Conseco
    Financial Corp., Series 1995-5, Class M1, 7.65%, 9/15/26 (b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">134</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">134,710</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Countrywide
    Asset-Backed&nbsp;Certificates (b):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-12, Class 2A1, 0.54%, 8/25/47 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">341</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">338,883</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-7, Class 2A2, 0.35%, 10/25/47 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,320,861</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CSAM
    Funding, Series 2A, Class B1, 7.05%, 10/15/16 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ECP
    CLO Ltd., Series 2013-5A, Class C, 3.82%, 1/20/25 (a)(b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,419,510</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fraser
    Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.28%, 4/20/23 (a)(b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,090</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,089,989</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Goldentree
    Loan Opportunities VI Ltd., Series 2012-6A, Class D, 4.48%, 4/17/22 (a)(b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GSAA
    Trust, Series 2007-3,&nbsp;Class 1A2, 0.36%, 3/25/47 (b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,481,655</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Asset-Backed
    Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Halcyon
    Loan Advisors Funding Ltd., Series 2013-1A, Class C, 3.78%, 4/15/25 (a)(b)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">964,290</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ING
    Investment Management, Series 2012-2A, Class D, 4.83%, 10/15/22 (a)(b)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,812,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Oak
    Hill Credit Opportunities Funding, Ltd., Series 2006-1A, Class B1, 0.68%, 9/13/13 (a)(b)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,366,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Octagon
    Investment Partners XVI, Ltd., Series 2013-1A, Class D, 3.62%, 7/17/25 (a)(b)(c)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">486,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OZLM
    Funding Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="6" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-2A, Class C, 4.63%, 10/30/23 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-3A, Class C, 4.15%, 1/22/25 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">983,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Regatta
    Funding LP, Series 2013-2A, Class C, 4.80%,&nbsp;1/15/25 (a)(b)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500,065</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Santander
    Consumer Acquired Receivables Trust, Series 2011-S1A, Class D, 3.15%,&nbsp;8/15/16 (a)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,875</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,889,996</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Santander
    Drive Auto Receivables Trust(a):</FONT></TD>
    <TD COLSPAN="6" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2011-S1A, Class D, 3.10%, 5/15/17 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">341</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">341,350</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2011-S2A, Class B, 2.06%, 6/15/17 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">348</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">349,890</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2011-S2A, Class C, 2.86%, 6/15/17 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">362,688</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SLC
    Student Loan Trust, Series 2006-A, Class A4, 0.40%,&nbsp;1/15/19 (b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">499,188</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spirit
    Issuer Plc, Series A2, 3.21%, 12/28/31 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,256,308</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sterling
    Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (a)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,037</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">781,017</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sterling
    Coofs Trust, Series 20041, Class A, 2.36%, 4/15/29 (b)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">674,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">World
    Financial Network Credit Card Master Trust, Series 2012-C,&nbsp;Class B, 3.57%, 8/15/22 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,110,862</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Asset-Backed Securities &ndash; 7.8%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">51,584,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom">
      <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><BR>
        <BR>
        <BR>
        &nbsp;</FONT></P>
    </TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-bottom: 0">&nbsp;</TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Common
    Stocks&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">
      <DIV align="center"><FONT style="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Shares</FONT></DIV>
    </TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Auto
    Components &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lear
    Corp.</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">807</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">48,404</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="13" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 66%"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
  </TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 2; Options: NewSection; Value: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 40%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Common
    Stocks </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Shares&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    &amp; Engineering &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USI
    United Subcontractors (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,454</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kcad
    Holdings I Ltd. (d)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384,412,912</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,494,840</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Hotels,
    Restaurants &amp; Leisure &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BLB
    Worldwide Holdings, Inc. (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">51,947</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,227,248</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,589,331</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,123,251</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,350,499</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Metals
    &amp; Mining &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Euramax
    International (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">234</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">46,740</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Paper
    &amp; Forest Products &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NewPage
    Corp. (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,780</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,309,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bankruptcy
    Management Solutions, Inc. (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">880</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HMH
    Holdings/EduMedia (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">71,219</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,883,746</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,883,746</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Common Stocks &ndash; 1.4%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">9,139,783</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Aerospace
    &amp; Defense &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DigitalGlobe,
    Inc., 5.25%,&nbsp;2/01/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">928</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">934,960</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Huntington
    Ingalls Industries, Inc., 7.13%, 3/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">570</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">625,575</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kratos
    Defense &amp; Security Solutions, Inc., 10.00%, 6/01/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,966</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,142,940</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Meccanica
    Holdings USA, Inc., 6.25%, 7/15/19 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">339</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">356,052</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,059,527</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Airlines
    &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Air
    Canada Pass-Through Trust, Series 2013-1, Class C, 6.63%, 5/15/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">381</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390,449</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 4/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,090</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,194,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Airlines, Inc., 6.75%, 9/15/15 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,409,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delta
    Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">244</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">277,651</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Airways Group, Inc., 6.13%, 6/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">379,763</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Airlines
    (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Airways Pass-Through Trust (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2011-1, Class C, 10.88%, 10/22/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,087</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,168,058</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-1, Class C, 9.13%, 10/01/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,717,177</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,086,760</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Auto
    Components &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Affinia
    Group, Inc., 7.75%, 5/01/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,095</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,138,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brighthouse
    Group Ltd., 7.88%, 5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">154,979</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Continental
    Rubber of America Corp., 4.50%, 9/15/19 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">155,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GKN
    Holdings PLC, 5.38%, 9/19/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">353,896</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Icahn
    Enterprises LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.00%,
    8/15/13 (b)(f)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,299,238</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    1/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">646,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jaguar
    Land Rover Automotive Plc (FKA Jaguar Land Rover Plc), 8.25%, 3/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">554</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">951,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Schaeffler
    Finance BV:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">148</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">194,767</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75%,
    5/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">736,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Servus
    Luxembourg Holdings SCA, 7.75%, 6/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">342</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">446,181</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Titan
    International, Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">735</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">786,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,423,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,287,685</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Beverages
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Constellation
    Brands, Inc., 7.25%, 5/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">82</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">95,837</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    European Holdings SA, 7.13%, 8/15/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">50</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,349</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">166,186</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Building
    Products &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">415</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420,188</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Builders
    FirstSource, Inc., 7.63%, 6/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">894,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Building
    Materials Corp. of&nbsp;America (a)(e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    2/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,439,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    5/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,030</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,114,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Momentive
    Performance Materials, Inc., 8.88%, 10/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">571,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Texas
    Industries, Inc., 9.25%, 8/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">523</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">579,222</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USG
    Corp., 9.75%, 1/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,636,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,655,785</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Capital
    Markets &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">E*Trade
    Financial Corp., 0.00%,&nbsp;8/31/19 (a)(f)(g)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">249</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">282,615</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuveen
    Investments, Inc., 9.13%, 10/15/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">431</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">452,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SteelRiver
    Transmission Co. LLC, 4.71%, 6/30/17 (a)(h)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,141</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,173,069</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,908,234</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Chemicals
    &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ashland,
    Inc., 3.88%,&nbsp;4/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">693,562</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Axiall
    Corp., 4.88%, 5/15/23 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">242</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">243,210</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Celanese
    US Holdings LLC, 5.88%, 6/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">403</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">444,308</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Eagle
    Spinco, Inc., 4.63%, 2/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">837</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">843,277</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Huntsman
    International LLC (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.88%,
    11/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">893</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">901,930</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.63%,
    3/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">655</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">731,962</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    Finance Plc, 7.50%, 5/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">488,388</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    Group Holdings SA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    8/15/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">680</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">669,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    8/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">328</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">415,660</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LyondellBasell
    Industries NV, 5.00%, 4/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310,402</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nova
    Chemicals Corp., 8.38%, 11/01/16 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,925,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nufarm
    Australia Ltd., 6.38%, 10/15/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">328,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Orion
    Engineered Carbons Bondco GmbH, 9.63%, 6/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">898</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">999,025</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PetroLogistics
    LP/PetroLogistics Finance Corp., 6.25%,&nbsp;4/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">261,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rockwood
    Specialties Group, Inc., 4.63%, 10/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,482</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,511,640</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tronox
    Finance LLC, 6.38%, 8/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">289</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">283,943</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Coatings Acquisition, Inc./Flash Dutch 2 BV:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    2/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">270,348</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">398</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">419,890</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,742,607</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Banks &mdash; 3.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BNP
    Paribas SA, 2.38%, 9/14/17 (e)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,225</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,281,444</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CIT
    Group, Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    5/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">947,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    2/15/19 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,208,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HSBC
    Bank Plc, 3.10%,&nbsp;5/24/16 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,706,719</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HSBC
    Holdings Plc, 6.25%, 3/19/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,549,938</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Banks (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ING
    Bank NV, 2.00%,&nbsp;9/25/15 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,292,669</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nordea
    Bank AB, 4.50%, 3/26/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,020</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,481,878</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Penske
    Truck Leasing Co. LP/PTL Finance Corp., 3.38%,&nbsp;3/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,155</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,456,601</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">21,925,399</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Services &amp; Supplies &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ADS
    Waste Holdings, Inc., 8.25%, 10/01/20 (a)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">292</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">313,170</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ARAMARK
    Corp., 5.75%,&nbsp;3/15/20 (a)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">712</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">736,920</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aviation
    Capital Group Corp., 4.63%, 1/31/18 (a)(e)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,033,060</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brickman
    Group Holdings, Inc., 9.13%, 11/01/18 (a)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">63</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">68,198</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Catalent
    Pharma Solutions, Inc., 7.88%, 10/15/18 (a)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">380,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Covanta
    Holding Corp., 6.38%, 10/01/22 (e)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,218,951</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EC
    Finance Plc, 9.75%, 8/01/17 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">141,049</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mead
    Products LLC/ACCO Brands Corp., 6.75%, 4/30/20 (a)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">105,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mobile
    Mini, Inc., 7.88%,&nbsp;12/01/20 (e)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">915</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,013,362</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UR
    Merger Sub Corp. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    7/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">494</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">527,345</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">805</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">883,487</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    4/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,518</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,681,185</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Verisure
    Holding AB:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    9/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">311</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">446,665</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    12/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">111</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">153,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">West
    Corp., 8.63%, 10/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">165</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">181,088</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,883,755</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Communications
    Equipment &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ADC
    Telecommunications, Inc., 3.50%, 7/15/15 (e)(f)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,786,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Avaya,
    Inc. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    4/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">437</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">407,503</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.50%,
    3/01/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,213</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,018,920</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CommScope
    Holding Co., Inc., 6.63%, 6/01/20 (a)(i)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">597,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zayo
    Group LLC/Zayo Capital, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    1/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,998,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.13%,
    7/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,697,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,505,835</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    &amp; Engineering &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Safway
    Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">258</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">259,290</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 4 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    &amp; Engineering (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Weekley
    Homes LLC, 6.00%, 2/01/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">332,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">592,090</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    Materials &mdash; 1.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Buzzi
    Unicem SpA, 6.25%, 9/28/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">154</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220,658</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HD
    Supply, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    4/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,556,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    7/15/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,374</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,516,440</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.50%,
    7/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">335</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">393,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HeidelbergCement
    AG, 7.50%, 4/03/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">64</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">102,574</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,789,847</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Consumer
    Finance &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ally
    Financial, Inc., 3.13%, 1/15/16 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,516,005</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ford
    Motor Credit Co. LLC (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.88%,
    1/15/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,475</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,566,986</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    4/15/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439,203</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hyundai
    Capital America, 3.75%, 4/06/16 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,350,056</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IVS
    F. SpA, 7.13%, 4/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">308,495</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,180,745</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Containers
    &amp; Packaging &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ardagh
    Packaging Finance Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,723</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">279,446</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    11/15/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,689</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,731,225</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    11/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">341,314</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ardagh
    Packaging Finance Plc/Ardagh MP Holdings USA, Inc. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">587</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">820,175</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.88%,
    11/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">332</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">331,170</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Berry
    Plastics Corp., 9.75%, 1/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">290</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">334,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Beverage
    Packaging Holdings Luxembourg II SA, 8.00%, 12/15/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">274</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">356,131</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">144</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">157,320</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Americas LLC/Crown Americas Capital Corp. IV, 4.50%, 1/15/23 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">226</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220,915</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OI
    European Group BV, 4.88%, 3/31/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">411</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">558,236</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,270,605</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Distributors
    &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">VWR
    Funding, Inc., 7.25%, 9/15/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">874</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">930,810</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Consumer Services &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">APX
    Group, Inc. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    12/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">566</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">564,585</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    12/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,387</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,407,805</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laureate
    Education, Inc., 9.25%, 9/01/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,635,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rent-A-Center,
    Inc., 4.75%, 5/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">683</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">669,340</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,276,930</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services &mdash; 4.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aircastle
    Ltd., 6.25%,&nbsp;12/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">367</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">397,278</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ally
    Financial, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.30%,
    2/12/15 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,706,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    9/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,903,025</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    11/01/31 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">906</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,159,680</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    11/01/31 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,715,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Banque
    Paribas, 6.95%,&nbsp;7/22/13 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,117,501</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc., 5.95%&nbsp;(b)(e)(j)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,431,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CNG
    Holdings, Inc., 9.38%, 5/15/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">487,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Co-Operative
    Group Ltd. (k):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    7/08/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">458,099</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    7/08/26 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">919,388</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DPL,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    10/15/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">75,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    10/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">185</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">199,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gala
    Group Finance Plc, 8.88%, 9/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,143,348</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">General
    Motors Financial Co., Inc. (a)(e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2.75%,
    5/15/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">581</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">580,128</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.25%,
    5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,486,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    5/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">283,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GETCO
    Financing Escrow LLC, 8.25%, 6/15/18 (a)(c)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">234,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Goldman Sachs Group, Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    5/01/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,205,231</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.30%,
    5/03/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,416,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jefferies
    Finance LLC/JFIN Co-Issuer Corp., 7.38%,&nbsp;4/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">585</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">587,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Jefferies
    LoanCore LLC/JLC Finance Corp., 6.88%,&nbsp;6/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">567</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">568,417</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Leucadia
    National Corp., 8.13%, 9/15/15 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,870</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,122,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Macquarie
    Bank Ltd., 10.25%, 6/20/57 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,450</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,640,095</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Reynolds
    Group Issuer, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    4/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,294</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,378,110</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    4/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">189,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    8/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">795</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">866,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    10/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">812,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    2/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">820</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">875,350</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SLM
    Corp., Series A, 5.00%, 10/01/13 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">151,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WMG
    Acquisition Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.50%,
    10/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">743,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    1/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">935</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">986,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">32,842,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Telecommunication Services &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CenturyLink,
    Inc., Series V, 5.63%, 4/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">906</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">936,578</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Communications, Inc., 8.88%, 6/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">735</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">797,475</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.21%,
    2/15/15 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,725,862</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.13%,
    7/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,083</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,337,347</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    6/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">495</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">520,988</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OTE
    Plc, 7.25%, 2/12/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">151</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">203,720</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Telenet
    Finance V Luxembourg SCA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    8/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">271</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">369,928</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    8/15/24 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">397</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550,057</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Windstream
    Corp., 8.13%, 8/01/13 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">594,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,036,380</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Electric
    Utilities &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Homer
    City Generation LP, 8.73%, 10/01/26 (i)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">495</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mirant
    Mid Atlantic Pass-Through Trust, Series B, 9.13%,&nbsp;6/30/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">677</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">762,833</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nisource
    Finance Corp. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.40%,
    3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">522,567</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.25%,
    2/15/43 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">829,976</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,641,313</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Electrical
    Equipment &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Belden,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    9/01/22 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">524,025</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    4/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">184,694</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pentair
    Finance SA, 1.88%, 9/15/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">371</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">369,315</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rexel
    SA, 5.13%, 6/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">596,552</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Techem
    GmbH:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    10/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">421,119</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    10/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">106</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">151,482</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trionista
    TopCo GmbH, 6.88%, 4/30/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">131,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,379,112</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Energy
    Equipment &amp; Services &mdash; 2.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Calfrac
    Holdings LP, 7.50%, 12/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">623,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CGG,
    7.75%, 5/15/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">339,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FTS
    International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,182</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,258,830</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gulfmark
    Offshore, Inc., 6.38%, 3/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">185</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">192,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Energy
    Equipment &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hornbeck
    Offshore Services, Inc., 5.88%, 4/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390,938</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MEG
    Energy Corp. (a)(e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    3/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">248,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    1/30/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">204</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Oil
    States International, Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    6/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,614</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,739,085</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%,
    1/15/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">908</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">978,370</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Peabody
    Energy Corp. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    11/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,004</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,074,280</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,081</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,129,645</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rain
    CII Carbon LLC/CII Carbon Corp., 8.25%, 1/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">572,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Seadrill
    Ltd., 5.63%, 9/15/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,378,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tervita
    Corp., 8.00%,&nbsp;11/15/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">833</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">862,155</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transocean,
    Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.95%,
    11/15/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,126,316</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.05%,
    12/15/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">199,407</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2.50%,
    10/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">731,696</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">230</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">263,730</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trionista
    Holdco GmbH, 5.00%, 4/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">543,555</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,860,582</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Food
    &amp; Staples Retailing &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bakkavor
    Finance 2 Plc, 8.25%, 2/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">312</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">491,830</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">R&amp;R
    Ice Cream PLC, 9.25%, 5/10/18 (i)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">204</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">267,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rite
    Aid Corp., 9.25%, 3/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,095</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,235,981</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zobele
    Holding SpA, 7.88%, 2/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">135,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,130,785</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Food
    Products &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Post
    Holdings, Inc., 7.38%, 2/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">780</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">868,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Smithfield
    Foods, Inc., 6.63%, 8/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">783</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890,663</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,759,388</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Gas
    Utilities &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Florida
    Gas Transmission Co. LLC, 4.00%, 7/15/15 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,114,218</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Targa
    Resources Partners LP, 7.88%, 10/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,515</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,639,987</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,754,205</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Equipment &amp; Supplies &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Biomet,
    Inc. (a)(e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    8/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,720</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,810,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    10/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,463,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CareFusion
    Corp., 5.13%,&nbsp;8/01/14 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,147,129</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DJO
    Finance LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    3/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">413</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">456,365</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Equipment &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DJO
    Finance LLC (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    4/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">558,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.88%,
    4/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">548,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IDH
    Finance PLC, 6.00%, 12/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">113</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">172,551</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kinetic
    Concepts, Inc./KCI USA, Inc., 12.50%, 11/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">432</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">444,960</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Teleflex,
    Inc., 6.88%, 6/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">729,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,331,017</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Providers &amp; Services &mdash; 2.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aviv
    Healthcare Properties LP, 7.75%, 2/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">995</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,087,038</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Care
    UK Health &amp; Social Care Plc, 9.75%, 8/01/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">204,435</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CHS/Community
    Health Systems, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.13%,
    8/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510,825</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    11/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">443</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">487,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    7/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">471</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">516,923</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Newco 3 Plc, 7.00%, 2/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">441</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700,207</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HCA,
    Inc. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    2/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,895</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,136,612</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    2/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,896</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,066,640</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    9/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">996</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,095,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hologic,
    Inc., 6.25%, 8/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,289</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,377,619</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IASIS
    Healthcare LLC, 8.38%, 5/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">792</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">827,640</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">inVentiv
    Health, Inc., 9.00%, 1/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">720</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">766,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Omnicare,
    Inc., 7.75%,&nbsp;6/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,135</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,257,012</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tenet
    Healthcare Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/01/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,134</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,255,905</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    2/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">475</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.50%,
    4/01/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">523</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">513,848</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.38%,
    10/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">855</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">829,350</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vanguard
    Health Holding Co II LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    2/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">361</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">383,111</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    2/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,580</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,690,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Voyage
    Care Bondco Plc, 6.50%, 8/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390,296</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">18,596,511</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Technology &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IMS
    Health, Inc., 12.50%,&nbsp;3/01/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,047,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Hotels,
    Restaurants &amp; Leisure &mdash; 4.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc., 8.50%, 2/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,010</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">962,025</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Carlson
    Wagonlit BV, 6.88%, 6/15/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">389,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Choice
    Hotels International, Inc., 5.75%, 7/01/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">266,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cirsa
    Funding Luxembourg SA, 8.75%, 5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">468,554</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Hotels,
    Restaurants &amp; Leisure (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Enterprise
    Inns Plc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    12/06/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,232</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,455,733</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    2/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,070</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,090,116</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gategroup
    Finance Luxembourg SA, 6.75%, 3/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">290</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384,466</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Isle
    of Capri Casinos, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    3/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">75,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    3/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">294</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">292,530</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MCE
    Finance Ltd., 5.00%, 2/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">941</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">941,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Regal
    Entertainment Group, 5.75%, 2/01/25 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">265</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">264,337</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sisal
    Holding Istituto di Pagamento SpA, 7.25%, 9/30/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">131,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Six
    Flags Entertainment Corp., 5.25%, 1/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">576</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">578,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spirit
    Issuer Plc (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.06%,
    12/28/28 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,325</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,092,121</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.47%,
    12/28/34 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,965,540</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Station
    Casinos LLC, 7.50%, 3/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,351,637</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC, 11.88%,&nbsp;9/01/16 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">78</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">73,747</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tropicana
    Entertainment LLC, 9.63%, 12/15/14 (d)(l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Unique Pub Finance Co. Plc, Series A4, 5.66%, 6/30/27 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,686</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,510,472</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wynn
    Las Vegas LLC, 5.38%, 3/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">888</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">934,620</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">27,229,128</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Household
    Durables &mdash; 1.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Algeco
    Scotsman Global Finance Plc, 9.00%, 10/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">839,477</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ashton
    Woods USA LLC, 6.88%, 2/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">528,488</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Beazer
    Homes USA, Inc., 6.63%, 4/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">986,212</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Berkline/Benchcraft
    LLC, 4.50%, 11/03/13 (d)(l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Brookfield
    Residential Properties, Inc., 6.50%, 12/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">925</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">989,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">K.
    Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,358,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">KB
    Home, 7.25%, 6/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">880</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">990,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Libbey
    Glass, Inc., 6.88%, 5/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">226</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">244,645</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RPG
    Byty Sro, 6.75%, 5/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spie
    BondCo 3 SCA, 11.00%, 8/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">248</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">348,528</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Standard
    Pacific Corp., 8.38%, 1/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,880,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Household
    Durables (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Taylor
    Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">597</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">604,462</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,046,474</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Household
    Products &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ontex
    IV SA, 9.00%, 4/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">353</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">480,605</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spectrum
    Brands Escrow Corp. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    11/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">268,438</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.63%,
    11/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">307,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,056,843</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Independent
    Power Producers &amp; Energy Traders &mdash; 2.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    AES Corp., 7.75%, 10/15/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">972</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,078,920</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Calpine
    Corp., 7.50%,&nbsp;2/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">238</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">258,230</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dynegy,
    Inc., 5.88%, 6/01/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">664</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">654,040</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Energy
    Future Intermediate Holding Co. LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    8/15/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,075,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.00%,
    12/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,386,544</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10.00%,
    12/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,415</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,888,831</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12.25%,
    3/01/22 (a)(h)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,408</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,880,860</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GenOn
    REMA LLC (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    B 9.24%, 7/02/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">308</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">338,484</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    C 9.68%, 7/02/26 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,001</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,091,090</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laredo
    Petroleum, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    2/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">713,475</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    5/01/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">515</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">566,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NRG
    Energy, Inc., 7.63%,&nbsp;1/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,001</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,128,627</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">QEP
    Resources, Inc., 5.38%, 10/01/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">476</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">487,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">17,549,401</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Industrial
    Conglomerates &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sequa
    Corp., 7.00%, 12/15/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,305,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Insurance
    &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Allied
    World Assurance Co. Holdings, Ltd., 7.50%,&nbsp;8/01/16 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,536,664</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    International Group, Inc., 3.00%, 3/20/15 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,120</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,231,634</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CNO
    Financial Group, Inc., 6.38%, 10/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">329,460</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Forethought
    Financial Group, Inc., 8.63%, 4/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">892,072</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MPL
    2 Acquisition Canco, Inc., 9.88%, 8/15/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">595</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">612,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Muenchener
    Rueckversicherungs AG, 6.00%, 5/26/41 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610,756</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">TMF
    Group Holding B.V., 9.88%, 12/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">287,960</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,501,396</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Internet
    Software &amp; Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cerved
    Technologies SpA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    1/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">129,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.00%,
    1/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">129,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Equinix,
    Inc., 4.88%, 4/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">141,432</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">VeriSign,
    Inc., 4.63%, 5/01/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">552,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">953,807</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">IT
    Services &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ceridian
    Corp. (a)(e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    7/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,395</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,590,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.00%,
    3/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,004</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,147,070</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Epicor
    Software Corp., 8.63%, 5/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,370,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Data Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    6/15/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,775</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,872,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    11/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,306,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.25%,
    1/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">34</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">36,040</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12.63%,
    1/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">347</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">379,098</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11.75%,
    8/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">869</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840,757</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SunGard
    Data Systems, Inc., 6.63%, 11/01/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,094,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WEX,
    Inc., 4.75%, 2/01/23 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">548,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,185,615</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Machinery
    &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Navistar
    International Corp., 8.25%, 11/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">522</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">531,787</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Terex
    Corp., 6.00%, 5/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,070</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,131,525</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Trinseo
    Materials Operating SCA, 8.75%, 2/01/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">572,844</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,236,156</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Media
    &mdash; 5.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AMC
    Networks, Inc. (e):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    7/15/21 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">865</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">979,612</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.75%,
    12/15/22 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">269</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">268,328</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cengage
    Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">509</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">409,745</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Checkout
    Holding Corp., 9.83%, 11/15/15 (a)(g)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,056</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">834,240</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cinemark
    USA, Inc., 5.13%, 12/15/22 (e)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">206</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,090</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    12/15/19 (a)(c)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">489</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">491,445</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    3/01/21 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,311</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,301,167</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Worldwide&nbsp;Holdings, Inc. (e):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    3/15/20 </FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,045</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,110,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/22 (a)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">965</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,013,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/22 (a)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,108</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,168,940</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DIRECTV
    Holdings LLC, 3.13%, 2/15/16 (e)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,146,346</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DISH
    DBS Corp.:</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    10/01/13 (e)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,267</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,287,019</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.13%,
    2/01/16 (e)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">219,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    4/01/18 (a)</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,296,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Media
    (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Jackson Holdings SA:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    10/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,660</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,801,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    8/01/23 (a)(c)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,695,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Luxembourg SA (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    6/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">948,675</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">783,181</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Interactive
    Data Corp., 10.25%, 8/01/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,480,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lynx
    I Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.38%,
    4/15/21 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">617</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">641,680</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.00%,
    4/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,274</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,034,436</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    McClatchy Co., 9.00%, 12/15/22 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">356,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MDC
    Partners, Inc., 6.75%, 4/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">362,988</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NAI
    Entertainment Holdings LLC, 8.25%, 12/15/17 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,301</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,405,080</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nara
    Cable Funding Ltd.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    12/01/18 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">208,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.88%,
    12/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">261,770</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ProtoStar
    I Ltd., 18.00%, 10/15/13 (a)(d)(f)(l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,727</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sirius
    XM Radio, Inc. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    5/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">621,320</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.63%,
    5/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">311</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">298,560</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sterling
    Entertainment Corp., 10.00%, 12/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,175</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,175,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unitymedia
    Hessen GmbH &amp; Co. KG:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    3/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,562,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    1/15/23 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">720</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">734,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Univision
    Communications, Inc., 6.75%, 9/15/22 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">286</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">307,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Virgin
    Media Secured Finance Plc, 6.50%, 1/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,052,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">33,467,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Metals
    &amp; Mining &mdash; 2.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ArcelorMittal:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.50%,
    2/15/15 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,120,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.25%,
    8/05/15 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">987</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,019,078</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    2/25/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">388</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">403,520</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    6/01/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">527,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Commercial
    Metals Co., 4.88%, 5/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">908</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">864,870</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Eco-Bat
    Finance Plc, 7.75%, 2/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">495</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">656,244</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FMG
    Resources August 2006 Property Ltd., 6.38%,&nbsp;2/01/16 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">637,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Glencore
    Funding LLC, 1.70%, 5/27/16 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,450</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,442,432</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Global
    Brass and Copper, Inc., 9.50%, 6/01/19 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">695</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">778,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kaiser
    Aluminum Corp., 8.25%, 6/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575,025</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Metals
    &amp; Mining (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    Gold, Inc., 7.00%,&nbsp;4/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">175</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">185,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    World Resources NV, 7.88%, 5/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">494</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">513,661</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Novelis,
    Inc., 8.75%, 12/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,654,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Perstorp
    Holding AB, 8.75%, 5/15/17 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">290</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">299,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Steel
    Dynamics, Inc., 6.38%, 8/15/22 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">555</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">604,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Walter
    Energy, Inc., 8.50%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">160,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,443,447</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Multiline
    Retail &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dollar
    General Corp. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.13%,
    7/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,409</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,529,134</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.88%,
    4/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,133</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,122,058</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dufry
    Finance SCA, 5.50%, 10/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,336</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,406,140</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,057,332</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Oil,
    Gas &amp; Consumable Fuels &mdash; 6.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Access
    Midstream Partners LP (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.13%,
    7/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">545,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4.88%,
    5/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">503,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alpha
    Natural Resources, Inc., 6.25%, 6/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">418</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">374,110</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Athlon
    Holdings LP/Athlon Finance Corp., 7.38%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">254</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">264,160</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bonanza
    Creek Energy, Inc., 6.75%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">95</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">99,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BP
    Capital Markets Plc, 5.25%, 11/07/13 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,124,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chaparral
    Energy, Inc., 7.63%, 11/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">329,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chesapeake
    Energy Corp., 5.75%, 3/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,265</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,315,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Concho
    Resources, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    1/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">238,680</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    10/01/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">89</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">91,893</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CONSOL
    Energy, Inc., 8.25%, 4/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,088,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Denbury
    Resources, Inc., 4.63%, 7/15/23 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">994</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">961,695</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EP
    Energy LLC/Everest Acquisition Finance, Inc., 6.88%,&nbsp;5/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">680,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Holly
    Energy Partners LP, 6.50%, 3/01/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">215</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">228,438</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kinder
    Morgan Energy Partners LP, 5.95%, 2/15/18 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,215</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,805,612</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kinder
    Morgan Finance Co. LLC, 6.00%, 1/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,418,574</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kodiak
    Oil &amp; Gas Corp., 8.13%, 12/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">865</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">973,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Oil,
    Gas &amp; Consumable Fuels (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LBC
    Tank Terminals Holding Netherlands BV, 6.88%, 5/15/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">207,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lightstream
    Resources Ltd. (FKA PetroBakken Energy Ltd.), 8.63%, 2/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">619</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634,475</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Linn
    Energy LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    11/01/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,030</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,037,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.63%,
    4/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">255</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">279,225</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    2/01/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">567,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MarkWest
    Energy Partners LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    6/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">239</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">258,120</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.50%,
    2/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">460</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">480,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Memorial
    Production Partners LP, 7.63%, 5/01/21 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">344</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">345,720</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Newfield
    Exploration Co., 5.63%, 7/01/24 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">82</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">86,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Oasis
    Petroleum, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.25%,
    2/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">380</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">409,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">442,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore
    Group Investment Ltd., 7.13%, 4/01/23 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">656</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">677,320</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ONEOK
    Partners LP, 2.00%, 10/01/17 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">357,405</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pacific
    Drilling SA, 5.38%, 6/01/20 (a)(c)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">598</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">592,020</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PBF
    Holding Co. LLC, 8.25%, 2/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">466</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">514,930</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Petrobras
    Global Finance BV, 3.00%, 1/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">768</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">749,080</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Plains
    Exploration &amp; Production Co., 6.88%, 2/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">615</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">695,719</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Range
    Resources Corp. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    8/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">882,237</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    6/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,281</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,354,657</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.00%,
    8/15/22 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">537</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">545,055</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rosetta
    Resources, Inc., 5.63%, 5/01/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">379</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">379,948</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sabine
    Pass Liquefaction LLC (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    2/01/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,874</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,884,777</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    4/15/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">754</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">754,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sabine
    Pass Liquified Natural&nbsp;Gas LP (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    11/30/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,582,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">780,387</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SandRidge
    Energy, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8.75%,
    1/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">94</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">101,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    2/15/23 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,096</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,128,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SESI
    LLC, 6.38%, 5/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">755</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">815,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SM
    Energy Co. (e):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    11/15/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">660,962</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    1/01/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">313,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tesoro
    Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">176</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">183,480</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">43,745,859</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Paper
    &amp; Forest Products &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ainsworth
    Lumber Co. Ltd., 7.50%, 12/15/17 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">874,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NewPage
    Corp., 11.38%, 12/31/14 (d)(l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,177</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sappi
    Papier Holding GmbH, 8.38%, 6/15/19 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">336,263</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WEPA
    Hygieneprodukte GmbH, 6.50%, 5/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">135,941</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,347,004</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Pharmaceuticals
    &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Valeant
    Pharmaceuticals International (a)(e):</FONT></TD>
    <TD COLSPAN="6" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.50%,
    7/15/16 </FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    12/01/18 </FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,291,675</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.38%,
    10/15/20 </FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">613</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">643,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,545,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Professional
    Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">La
    Financiere Atalian SA, 7.25%, 1/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">202</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">263,862</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Truven
    Health Analytics, Inc., 10.63%, 6/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">610,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">874,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Real
    Estate Investment Trusts (REITs) &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cantor
    Commercial Real Estate Co. LP, 7.75%, 2/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">656,190</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Felcor
    Lodging LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    6/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,170</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,248,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.63%,
    3/01/23 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">296,093</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iStar
    Financial, Inc., 4.88%, 7/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">449</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">445,632</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ventas
    Realty LP/Ventas Capital Corp., 4.75%, 6/01/21 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,420,435</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,067,325</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Real
    Estate Management &amp; Development &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Punch
    Taverns Finance Plc, Series A2R, 6.82%, 7/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,115</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,745,580</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Realogy
    Corp. (a):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.38%,
    5/01/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">756</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">750,330</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.88%,
    2/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,937,087</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.63%,
    1/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,149,487</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    1/15/20 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">505,688</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Shea
    Homes LP, 8.63%,&nbsp;5/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,394,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,483,022</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Road
    &amp; Rail &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Asciano
    Finance Ltd., 3.13%, 9/23/15 (a)(e)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,500,997</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Hertz Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    10/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">587,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.75%,
    4/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439,931</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.88%,
    10/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">458,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Road
    &amp; Rail (concluded) </FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Hertz Corp. (concluded):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    1/15/21 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">745,875</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.25%,
    10/15/22 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">657,181</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Watco
    Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (a)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">199</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">209,448</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,599,607</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Semiconductors
    &amp; Semiconductor Equipment &mdash; 0.2%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NXP
    BV/NXP Funding LLC (a):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3.75%,
    6/01/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">935,750</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    2/15/21 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">560</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">588,000</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,523,750</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    &mdash; 0.7%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IAC/InterActiveCorp,
    4.75%, 12/15/22 (a)(e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">527</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">517,778</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Infor
    US, Inc., 9.38%, 4/01/19 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,255,000</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuance
    Communications, Inc., 5.38%, 8/15/20 (a)(e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,715</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,736,437</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,509,215</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Specialty
    Retail &mdash; 1.6%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Claire's
    Stores, Inc. (a):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    3/15/19 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,034</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,163,250</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.75%,
    6/01/20 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">219</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221,738</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Michaels
    Stores, Inc., 7.75%, 11/01/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">317</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">343,945</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">New
    Academy Finance Co., 8.00%, 6/15/18 (a)(i)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">218</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">224,540</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Party
    City Holdings, Inc., 8.88%, 8/01/20 (a)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">599</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">672,377</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Penske
    Automotive Group, Inc., 5.75%, 10/01/22 (a)(e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">705</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">742,894</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">QVC,
    Inc. (a)(e):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.50%,
    10/01/19 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">451,437</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.38%,
    10/15/20 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,260</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,392,277</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sally
    Holdings LLC (e):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.88%,
    11/15/19 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">920</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,020,050</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.75%,
    6/01/22 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">425</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">447,312</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sonic
    Automotive, Inc., 5.00%, 5/15/23 (a)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">133</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">132,003</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Western Union Co., 2.88%, 12/10/17 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,000</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,079,780</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,891,603</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Textiles,
    Apparel &amp; Luxury Goods &mdash; 0.1%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Levi
    Strauss &amp; Co., 6.88%, 5/01/22 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">380</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">421,325</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Tobacco
    &mdash; 0.4%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Reynolds
    American, Inc., 7.63%, 6/01/16 (e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,958,270</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Transportation
    Infrastructure &mdash; 0.8%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aguila
    3 SA, 7.88%, 1/31/18 (a)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535,972</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Corporate
    Bonds </FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Transportation
    Infrastructure (concluded) </FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Federal
    Express Corp. 2012 Pass Through Trust, 2.63%,&nbsp;1/15/18 (a)(e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,212</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,223,971</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Penske
    Truck Leasing Co. LP/PTL Finance Corp., 3.13%,&nbsp;5/11/15 (a)(e)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,372</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,494,350</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,254,293</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Wireless
    Telecommunication Services &mdash; 2.5%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Castle International Corp., 5.25%, 1/15/23 (e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">725</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">734,062</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crown
    Castle Towers LLC, 4.52%, 1/15/35 (a)(e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,158,988</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Digicel
    Group Ltd., 8.25%,&nbsp;9/30/20 (a)(e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,215</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,293,975</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Digicel
    Ltd., 6.00%, 4/15/21 (a)(c)(e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,453</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,440,735</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Softbank
    Corp., 4.50%, 4/15/20 (a)(e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,745</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,770,672</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sprint
    Capital Corp., 6.88%, 11/15/28 (e)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,410</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,410,000</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sprint
    Nextel Corp. (a)(e):</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.00%,
    11/15/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,070</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,722,375</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7.00%,
    3/01/20 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,510</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,698,750</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wind
    Acquisition Finance SA, 6.50%, 4/30/20 (a)</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">311</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">319,553</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,549,110</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Corporate Bonds &ndash; 68.8%</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">457,900,743</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="15" NOWRAP STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; padding-top: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b)</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Aerospace
    &amp; Defense &mdash; 0.3%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DigitalGlobe,
    Inc., Term Loan B, 3.75%, 1/31/20 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,300</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,307,150</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transdigm,
    Inc., Term Loan C, 3.75%, 2/28/20 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">658</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">665,098</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,972,248</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Airlines
    &mdash; 0.4%</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delta
    Air Lines, Inc., Term Loan B, 5.00%, 4/20/17 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">684</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">691,567</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Northwest
    Airlines, Inc.:</FONT></TD>
    <TD COLSPAN="9" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 2.30%, 3/10/17 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">278,076</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 2.30%, 3/10/17 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">301</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">278,899</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">251</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">221,794</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">255</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">225,540</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">253</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">223,918</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Airways Group, Inc., Term Loan B1, 4.25%, 5/23/19 </FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">839,160</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" NOWRAP STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" NOWRAP STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" NOWRAP STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,758,954</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD NOWRAP><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 11 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Auto
    Components &mdash; 2.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Affinia
    Group Intermediate Holdings Inc., Term Loan B2, 4.75%, 4/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">912,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Autoparts
    Holdings Ltd.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 6.50%, 7/28/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">964</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">950,016</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 10.50%, 1/29/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,481,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Federal-Mogul
    Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 2.13% - 2.14%, 12/29/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,840</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,757,405</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 2.13% - 2.14%, 12/28/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,094</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,023,127</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Goodyear Tire &amp; Rubber Co., Second Lien Term Loan, 4.75%, 4/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,985</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,000,761</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Schaeffler
    AG, Term Loan C, 4.25%, 1/27/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">141,691</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transtar
    Holding Co., First Lien Term Loan, 5.50%, 10/09/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,279</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,291,361</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="border-bottom: Black 1pt solid; font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,557,886</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Beverages
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Le-Nature's,
    Inc., Tranche B Term Loan, 3/01/11 (f)(l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Biotechnology
    &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Grifols,
    Inc., Term Loan B, 4.25%, 6/01/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">533</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">536,778</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Building
    Products &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CPG
    International, Inc., Term Loan, 5.75%, 9/18/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,368</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,377,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">United
    Subcontractors, Inc., Term Loan, 2.00% - 4.29%, 6/30/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">166</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">157,797</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wilsonart
    International Holdings LLC, Term Loan B, 4.00%, 10/31/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">818</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">818,155</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="border-bottom: Black 1pt solid; font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,353,202</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Capital
    Markets &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,462</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,480,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HarbourVest
    Partners LLC, Term Loan B, 4.75%, 11/21/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">880</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">885,930</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Knight
    Capital Group, Inc., Term Loan B, 5.25%, 11/10/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">785</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">777,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nuveen
    Investments, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Incremental
    Term Loan, 4.19%, 5/13/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,079</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,082,116</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 6.50%, 2/28/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">686,712</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="border-bottom: Black 1pt solid; font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,912,183</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Chemicals
    &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AI
    Chem &amp; Cy S.C.A.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B1, 4.50%, 10/03/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">323</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">324,832</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B2, 4.50%, 10/03/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">167</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">168,749</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">673</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">676,972</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chemtura
    Corp., Exit Term Loan B, 5.50%, 8/27/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">497</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">502,054</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Evergreen
    Acqco 1 LP, Term Loan, 5.00%, 7/09/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">779</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">782,044</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">General
    Chemical Corp., Term Loan, 5.00% - 5.75%, 10/06/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">101</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">101,726</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">INEOS
    US Finance LLC, 6 Year Term Loan, 4.00%, 5/04/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">902,924</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MacDermid,
    Inc., Tranche C Term Loan, 2.31%, 4/11/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">411</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">532,525</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Nexeo
    Solutions LLC, Term Loan B, 5.00%, 9/08/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,274</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,269,223</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tronox
    Pigments (Netherlands) BV, Term Loan, 4.50%, 3/19/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,083</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,092,219</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Coatings Acquisition, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.75%, 2/03/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,125,044</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 5.25%, 2/03/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="border-bottom: Black 1pt solid; font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,478,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Banks &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Everest
    Acquisition LLC, Term&nbsp;Loan B3, 3.50%, 5/24/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,690</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,698,027</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="border-bottom: Black 1pt solid; font-size: 2pt; font-weight: bold"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Services &amp; Supplies &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ADS
    Waste Holdings, Inc., Term Loan B, 4.25%, 10/09/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,486</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,495,149</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Altegrity,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 5.00%, 2/21/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">807,363</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tranche
    D Term Loan, 7.75%, 2/20/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">871</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">878,824</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AWAS
    Finance Luxembourg 2012 SA, Term Loan, 3.50%, 7/16/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,299</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,312,418</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AWAS
    Finance Luxembourg Sarl, Term Loan B, 3.50%, 6/10/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">967</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">974,070</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Catalent
    Pharma Solutions Inc., Term Loan, 6.50%, 12/29/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">374,163</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">KAR
    Auction Services, Inc., Term Loan B, 3.75%, 5/19/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,459,402</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Learning
    Care Group (US) No. 2 Inc, Term Loan B, 6.00%, 5/08/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390,733</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Livingston
    International Inc., First Lien Term Loan, 5.00%, 4/16/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">780</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">781,466</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Livingston
    International, Inc., Second Lien Term Loan, 9.00%, 4/16/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">365,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Protection
    One, Inc., Term Loan, 4.25%, 3/21/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">822</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">827,865</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 12 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Services &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spin
    Holdco Inc., Term Loan B, 4.25%, 11/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,255</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,261,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">West
    Corp., Term Loan B8, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">995</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,002,254</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,930,382</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Communications
    Equipment &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alcatel-Lucent
    USA, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 6.25%, 8/01/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">595,983</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 7.25%, 1/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,641</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,676,519</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan D, 7.50%, 1/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,232</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,619,191</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Avaya,
    Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    Term Loan B3, 4.77%, 10/26/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,093</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">980,445</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B5, 8.00%, 3/30/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">358</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">341,496</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CommScope,
    Inc., Term Loan, 3.75%, 1/12/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,225</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,236,098</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Telesat
    Canada, Term Loan A, 4.83%, 3/24/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,812</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,739,091</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Zayo
    Group, LLC, Term Loan B, 4.50%, 7/02/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,803</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,802,762</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,991,585</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    &amp; Engineering &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Centaur
    LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 5.25%, 2/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,457,644</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.75%, 2/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">719,322</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,176,966</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    Materials &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HD
    Supply, Inc., Senior Debt B, 4.50%, 10/12/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,102</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,117,840</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Consumer
    Finance &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Moneygram
    International, Inc, Term Loan B, 4.25%, 3/20/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">636,587</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Springleaf
    Financial Funding Co., Term Loan, 5.50%, 5/10/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">502</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">503,448</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,140,035</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Containers
    &amp; Packaging &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pact
    Group Pty Ltd., Term Loan B, 3.75%, 5/08/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,262,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sealed
    Air Corp., Term Loan, 4.00%, 10/03/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">516</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">521,775</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,784,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Distributors
    &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ABC
    Supply Co., Inc., Term Loan, 3.50%, 4/16/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,105</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,110,894</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Crossmark
    Holdings, Inc., Term Loan, 4.50%, 12/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">384,038</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Distributors
    &mdash; (concluded)</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">VWR
    Funding, Inc., Extended Term Loan, 4.19%, 4/03/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">459</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">462,672</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,957,604</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Consumer Services &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bright
    Horizons Family Solutions, Inc., Term Loan B, 4.00% - 5.25%, 1/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">783</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">788,323</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dundee
    Holdco 4 Limited, Term Loan, 5.50%, 3/28/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">555</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">558,469</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Education
    Management LLC, Term Loan C3, 8.25%, 3/29/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">148</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">139,321</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Laureate
    Education, Inc., Extended Term Loan, 5.25%, 6/18/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,730</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,735,453</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ServiceMaster
    Co., Term Loan, 4.25%, 1/31/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,292</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,291,517</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Weight
    Watchers International, Inc., Term Loan B2, 3.75%, 4/02/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,199,328</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,712,411</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ION
    Trading Technologies Ltd Inc:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.50%, 5/22/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">563,965</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.25%, 5/21/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">312,325</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Reynolds
    Group Holdings Inc., Dollar Term Loan, 4.75%, 9/28/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,536,953</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ROC
    Finance LLC, Term Loan, 5.00%, 5/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634,410</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Telesat
    LLC, Term Loan B, 3.50%, 3/28/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,697</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,705,853</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WMG
    Acquisition Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delayed
    Draw Term Loan 1, 4.25%, 7/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">619</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">615,476</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delayed
    Draw Term Loan 2, 3.75%, 7/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">96</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">95,356</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 3.75%, 5/18/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,025</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,030,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,494,463</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Telecommunication Services &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Consolidated
    Communications, Inc., Term Loan B3, 5.25%, 12/31/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,249</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,268,482</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hawaiian
    Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,738</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,748,099</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Integra
    Telecom Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 9.75%, 2/21/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605,907</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 6.00%, 2/22/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,175</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,186,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2016
    Term Loan B, 4.75%, 2/01/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">761</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">767,835</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 13 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Telecommunication Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Level
    3 Financing, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2019
    Term Loan B, 5.25%, 8/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.75%, 8/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,864,728</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Syniverse
    Holdings, Inc., Delayed Draw Term Loan, 4.00%, 4/23/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">526,806</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Telepacific Corp., Term Loan B, 5.75%, 2/23/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">493</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">492,449</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,461,056</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Electronic
    Equipment, Instruments &amp; Components &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CDW
    LLC, Term Loan, 3.50%, 4/29/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">850</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">846,813</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Energy
    Equipment &amp; Services &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">API
    Heat Transfer, Inc., Term Loan, 5.25%, 4/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">685,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dynegy
    Holdings Inc., Term Loan B2, 4.00%, 4/23/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,373,137</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MEG
    Energy Corp., Term Loan, 3.75%, 3/31/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,317</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,323,528</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tervita
    Corp., Term Loan, 6.25%, 5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">927</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">937,179</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unifrax
    Corp., Term Loan, 4.25%, 11/28/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">554</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">556,729</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,875,573</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Food
    &amp; Staples Retailing &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JC
    Penney Corp., Inc., First Lien Term Loan, 6.00%, 4/30/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,914,816</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pilot
    Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">607</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rite
    Aid Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 5.75%, 8/21/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">247,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan 6, 4.00%, 2/21/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">261,354</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sprouts
    Farmers Markets Holdings, LLC, Term Loan, 4.50%, 4/23/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">630,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Supervalu
    Inc, Term Loan B, 5.00%, 3/21/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">919</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">916,007</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Foods, Inc., Term Loan, 4.50%, 3/29/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,992,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,563,007</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Food
    Products &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Advance
    Pierre Foods, Inc., Term Loan, 5.75%, 7/10/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">783</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">787,689</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Del
    Monte Foods Co., Term Loan, 4.00%, 3/08/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">586</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">588,166</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dole
    Food Co., Inc., Term Loan, 3.75%, 4/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,127,610</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Food
    Products (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Performance
    Food Group Co., Second Lien Term Loan, 6.25%, 11/29/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,050</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,050,263</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pinnacle
    Foods Finance LLC, Term Loan G, 3.25%, 4/29/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,200,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,753,728</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Equipment &amp; Supplies &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Arysta
    LifeScience Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.50%, 5/25/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,485</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,491,504</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.25%, 11/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">535,464</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bausch
    &amp; Lomb, Inc., Term Loan B, 4.00%, 5/17/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,042,912</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BSN
    Medical Acquisition Holding GmbH, Term Loan B1A, 5.00%, 8/28/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">706,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capital
    Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">990</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">991,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DJO
    Finance LLC, Term Loan B3, 4.75%, 9/15/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,828</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,851,197</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hologic,
    Inc., Term Loan B, 4.50%, 8/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,634</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,643,813</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Immucor,
    Inc., Term Loan B2, 5.00%, 8/17/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">641</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">645,435</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LHP
    Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">854</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">870,621</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,778,951</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Providers &amp; Services &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">American
    Renal Holdings, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.50%, 9/22/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">855</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">856,607</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.50%, 2/14/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">895,189</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ardent
    Medical Services, Inc., Term Loan, 6.75%, 7/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">479</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">483,985</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CHG
    Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">839</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">847,317</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ConvaTec,
    Inc., Term Loan, 5.00%, 12/22/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,233,871</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">DaVita,
    Inc., Term Loan B, 4.50%, 10/20/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,955</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,971,618</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Emergency
    Medical Services Corp., Term Loan, 4.00%, 5/25/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">278</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">279,392</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Genesis
    HealthCare Corp., Term Loan B, 10.00% - 10.75%, 9/25/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,083</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,114,993</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">inVentiv
    Health, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Combined
    Term Loan, 7.50%, 8/04/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355,409</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Incremental
    Term Loan B3, 7.75%, 5/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">232</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">229,757</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Providers &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Surgical
    Care Affiliates, Inc., Term Loan B, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">601,878</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">US
    Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">854</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">863,152</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,733,168</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Health
    Care Technology &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">IMS
    Health, Inc., Term Loan B1, 3.75%, 9/01/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">640</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">643,678</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kinetic
    Concepts, Inc., Term Loan C1, 5.50%, 5/04/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">612</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">619,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MedAssets,
    Inc., Term Loan B, 4.00%, 12/13/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">346</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">347,567</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Merge
    Healthcare Inc, Term Loan B, 6.00%, 4/23/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">422,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,032,874</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Hotels,
    Restaurants &amp; Leisure &mdash; 4.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alpha
    D2 Ltd., Extended Term Loan B2, 6.00%, 4/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,669</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,686,637</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Caesars
    Entertainment Operating Co., Inc., Extended Term Loan B6, 5.44%, 1/26/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">230</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">205,328</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Golden
    Living, Term Loan, 5.00%, 5/04/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,062</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,021,933</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Harrah's
    Property Co., Mezzanine Term Loan, 3.69%, 2/13/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,761</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,081,730</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hilton
    Hotels Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mezzanine
    Class F, 4.45%, 11/12/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,262,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Mezzanine
    Class G, 4.70%, 11/12/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,212</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,120,186</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kasima
    LLC, Term Loan B, 3.25%, 5/14/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,010</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,011,899</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">MGM
    Resorts International, Term Loan B, 3.50%, 12/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,248</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,250,909</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">OSI
    Restaurant Partners LLC, Term Loan, 3.50%, 10/25/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">604,564</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sabre,
    Inc., Term Loan B, 5.25%, 2/19/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">569</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575,279</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Station
    Casinos, Inc., Term Loan B, 5.00%, 3/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,315,386</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Travelport
    LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien PIK Term Loan 2, 8.38%, 12/01/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,012</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,003,842</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan 1, 9.50%, 1/29/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">578</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">602,024</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Twin
    River Worldwide Holdings, Inc., Term Loan B, 5.25%, 9/27/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,430</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,446,088</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wendy's
    International, Inc., Term Loan B, 3.25%, 5/15/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">845</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">849,645</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">31,037,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Household
    Products &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Anchor
    Hocking LLC, Term Loan, 7.50%, 5/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">242,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Prestige
    Brands, Inc., Term Loan, 3.75%, 1/31/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">674</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">679,158</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Spectrum
    Brands, Inc., Term Loan, 4.50% - 5.50%, 12/17/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,172</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,185,042</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Waddington
    North America Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.75%, 5/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">385</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">385,962</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.50%, 11/16/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">475</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">477,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,969,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Independent
    Power Producers &amp; Energy Traders &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    AES Corp., Term Loan B, 3.75%, 6/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">383</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">386,691</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Calpine
    Corp., Term Loan B1, 4.00%, 4/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,062</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,070,315</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">La
    Frontera Generation, LLC, Term Loan, 4.50%, 9/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,955</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,969,663</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Star
    West Generation LLC, Term Loan B, 5.00%, 3/13/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,030</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,032,575</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,459,244</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Industrial
    Conglomerates &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sequa
    Corp., Term Loan B, 5.25%, 6/19/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,848</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,865,822</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Insurance
    &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alliant
    Holdings I, Inc., Term Loan B, 5.00%, 12/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,072</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,077,674</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Asurion
    LLC, Term Loan B1, 4.50%, 5/24/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,541</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,547,472</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CNO
    Financial Group, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B1, 3.00%, 9/28/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">941</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">945,795</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B2, 3.75%, 9/20/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,352</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,359,170</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">Cooper
                                                   Gay Swett &amp; Crawford Ltd.:</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;First
        Lien Term Loan, 5.00%, 4/06/20</FONT></P></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,060</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,071,925</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;Second
                                                   Lien Term Loan, 8.25%,
        10/05/20</FONT></P></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">508,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cunningham
    Lindsey US, Inc., First Lien Term Loan, 5.00%, 12/10/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">928</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">935,792</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,446,578</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Internet
    Software &amp; Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Web.com
    Group, Inc., Term&nbsp;Loan B, 4.50%, 10/27/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">930</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">942,479</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">IT
    Services &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CCC
    Information Services, Inc., Term Loan, 4.00%, 12/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">309</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">310,771</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">IT
    Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ceridian
    Corp., Extended Term Loan, 5.95%, 5/09/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,084</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,091,413</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Data Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    2018 Term Loan B, 4.20%, 3/23/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,344</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,333,466</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.20%, 3/24/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.20%, 9/24/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,805</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,795,722</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">InfoGroup,
    Inc., Term Loan, 7.50%, 5/25/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">754</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">685,985</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SunGard
    Data Systems, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan D, 4.50%, 1/31/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">389</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">393,888</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan E, 4.00%, 3/08/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">439,624</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">TransUnion
    LLC, Term Loan, 4.25%, 2/10/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,591</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,608,782</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,659,651</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Life
    Sciences Tools &amp; Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Patheon,
    Inc., Term Loan, 7.25%, 12/06/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">468</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">473,496</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Machinery
    &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Alliance
    Laundry Systems LLC, Term Loan, 4.50%, 12/07/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">298</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">300,534</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dematic
    S.A., Term Loan, 5.25%, 12/27/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,441</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,452,198</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Generac
    Power Systems, Inc., Term Loan B, 3.50%, 5/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,425</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,424,401</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelligrated,
    Inc., First Lien Term Loan, 4.50% - 5.50%, 7/30/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,095</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,101,341</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Navistar
    International Corp., Term Loan B, 5.75%, 8/07/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">534,835</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rexnord
    LLC, Term Loan B, 3.75%, 4/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,234</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,247,827</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Silver
    II US Holdings LLC, Term Loan, 4.00%, 12/13/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,312</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,311,988</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Terex
    Corp., Term Loan B, 5.00%, 4/28/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">176</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">230,417</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wabash
    National Corp., Term Loan B, 4.50% - 7.00%, 5/02/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,177</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,183,230</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,786,771</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Media
    &mdash; 6.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AMC
    Entertainment, Inc., Term Loan, 3.50%, 4/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">801,624</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Capsugel
    Holdings US, Inc., Term Loan B, 4.75%, 8/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">617</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">622,303</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cengage
    Learning Acquisitions, Inc., Tranche 1 Incremental, 7.50%, 7/03/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,010</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,578,981</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Charter
    Communications Operating LLC, Term Loan D, 3.00%, 4/10/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,835</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,823,862</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Clear
    Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 3.84%, 1/29/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">781</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">725,190</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 3.84%, 1/29/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">211</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">194,679</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan D, 6.94%, 1/22/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,593</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,352,701</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Media
    (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cumulus
    Media, Inc., First Lien Term Loan, 4.50%, 9/17/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,417</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,429,293</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EMI
    Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">766</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">770,701</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fender
    Musical Instrument Corp., Term Loan B, 5.75%, 4/03/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">274,428</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foxco
    Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,168</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,182,754</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Getty
    Images, Inc., Term Loan B, 4.75%, 10/18/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,515</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,523,027</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Houghton
    Mifflin Harcourt Publishing Co., DIP Term Loan B, 5.25%, 6/01/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,158</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,158,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Hubbard
    Broadcasting, Term Loan B, 4.50%, 4/28/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">726</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">729,456</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Jackson Holdings Ltd., Term Loan, 5.25%, 2/03/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,318</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,315,058</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Intelsat
    Jackson Holdings SA, Term Loan B1, 4.25%, 4/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,159</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,183,224</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Interactive
    Data Corp., Term Loan B, 3.75%, 2/11/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,126</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,131,294</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kabel
    Deutschland GmbH, Term Loan F1, 3.25%, 2/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">684,315</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lavena
    Holding 4 GmbH:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 2.62%, 3/06/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">390,662</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 3.00%, 3/04/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">392,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lavena
    Holding 4 GmbH (Prosiebensat.1 Media AG), Second Lien Term Loan, 4.12%, 9/02/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,156,217</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NEP
    Supershooters LP:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 9.50%, 8/18/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">350,768</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 4.75%, 1/18/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,676</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,693,614</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Rentpath,
    Inc., Term Loan B, 6.25%, 5/02/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">983,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Salem
    Communications Corp., Term Loan B, 4.50%, 3/16/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,035</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,047,265</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Univision
    Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,447,441</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">UPC
    Financing Partnership, Term Loan AG, 3.87%, 3/26/21 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">442</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">575,433</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Virgin
    Media Investment Holdings:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 4.50%, 2/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,583,730</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 3.50%, 2/17/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">409,209</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WC
    Luxco Sarl, Term Loan B3, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">527,637</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WideOpenWest
    Finance LLC, Term Loan B, 4.75%, 3/26/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">739</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">744,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">41,783,952</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Metals
    &amp; Mining &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ameriforge
    Group, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 6.00%, 12/19/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">948</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">958,684</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.75%, 12/18/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">479,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Constellium
    Holdco BV, Term Loan B, 6.25%, 3/25/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,377,019</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">FMG
    America Finance, Inc., Term Loan, 5.25%, 10/18/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,999</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,012,948</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Murray
    Energy Corp., Term Loan B, 4.75%, 5/24/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">352,013</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Novelis,
    Inc., Term Loan, 3.75%, 3/10/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,881</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,934,016</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Walter
    Energy, Inc., Term Loan B, 5.75%, 4/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">258</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">259,284</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Windsor
    Financing LLC, Term Loan B, 6.25%, 12/05/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,603</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,654,904</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,028,268</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Multiline
    Retail &mdash; 1.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">99
    Cents Only Stores, Term Loan, 5.25%, 1/11/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">794</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">804,532</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Apex
    Tool Group LLC, Term Loan B, 4.50%, 2/01/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">704,487</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BJ's
    Wholesale Club, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Replacement
    Term Loan, 4.25%, 9/26/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">592</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">593,692</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 9.75%, 3/26/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">545</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">558,353</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HEMA
    Holding BV:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 5.12%, 1/05/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,156,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 2.12%, 7/06/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">334</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">425,163</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan C, 2.87%, 7/05/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">334</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">427,331</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,669,870</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Oil,
    Gas &amp; Consumable Fuels &mdash; 2.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Chesapeake
    Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,595</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,658,396</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gibson
    Energy ULC, Term Loan B, 4.75%, 6/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,226</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,240,674</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GIM
    Channelview Cogeneration, LLC, Term Loan B, 4.25%, 5/04/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">832,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Obsidian
    Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,828</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,837,201</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pacific
    Drilling S.A., Term Loan B, 4.50%, 5/30/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,005</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,009,080</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Panda
    Temple Power LCC, Term Loan B, 7.25%, 4/03/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">919,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Philadelphia
    Energy Solutions LLC, Term Loan B, 6.25%, 4/04/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,516,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Power
    Team Services, LLC:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Delayed
    Draw Term Loan, 0.50%, 5/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">44</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">44,472</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Oil,
    Gas &amp; Consumable Fuels (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Power
    Team Services, LLC (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.25%, 5/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">356</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">355,780</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.25%, 11/06/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">273,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ruby
    Western Pipeline Holdings LLC, Term Loan B, 3.50%, 3/27/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,115</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,120,575</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Samson
    Investment Co., Second Lien Term Loan, 6.00%, 9/25/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">740</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">743,885</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Teine
    Energy Ltd., Second Lien Term Loan, 7.50%, 5/09/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">695</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">696,738</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tesoro
    Corp., Term Loan B, 2.25%, 1/29/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,388,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Total
    Safety US, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 5.75%, 2/21/20 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,040</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,046,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 9.25%, 8/21/20 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">404</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">410,047</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vantage
    Drilling Co.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan, 6.25%, 10/26/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">982</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">991,098</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 5.75%, 3/22/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">735</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">743,577</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">17,827,673</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Paper
    &amp; Forest Products &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NewPage
    Corp., Exit Term Loan, 7.75%, 12/21/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">825</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">841,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Pharmaceuticals
    &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Aptalis
    Pharma, Inc., Term Loan B, 5.50%, 2/10/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,466</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,470,531</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Par
    Pharmaceutical Co., Inc., Term Loan B, 4.25%, 9/30/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,671,791</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Pharmaceutical
    Product Development, Inc., Term Loan B, 4.25%, 12/05/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,715</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,725,790</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RPI
    Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">457</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">458,278</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Valeant
    Pharmaceuticals International, Inc., Term Loan C1, 3.50%, 12/11/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">559</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">561,656</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warner
    Chilcott Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Incremental
    Term Loan B1, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">290</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291,473</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B1, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">666</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">669,580</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B2, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">236</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">237,265</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">7,086,364</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Professional
    Services &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Booz
    Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,383</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,392,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Emdeon,
    Inc., Term Loan B2, 3.75%, 11/02/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">615</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">618,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 17 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Professional
    Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">ON
    Assignment, Inc, Term Loan B, 3.50%, 4/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">457,412</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sirva
    Worldwide, Inc., Term Loan, 7.50%, 3/27/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,070</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,061,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Truven
    Health Analytics, Inc., Term Loan B, 4.50%, 6/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,181</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,183,047</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,713,309</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Real
    Estate Investment Trusts (REITs) &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">iStar
    Financial, Inc., Term Loan, 4.50%, 9/28/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,332,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Real
    Estate Management &amp; Development &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Realogy
    Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    Letter of Credit, 0.04%, 10/10/16 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">102</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">103,351</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Extended
    Term Loan, 4.50%, 3/05/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,970</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,996,611</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,099,962</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Road
    &amp; Rail &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Road
    Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">629</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">634,217</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Semiconductors
    &amp; Semiconductor Equipment &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Freescale
    Semiconductor, Inc., Term Loan B4, 5.00%, 3/02/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,582,024</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">NXP
    BV, Term Loan C, 4.75%, 1/11/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">978</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">997,101</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,579,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">CompuCom
    Systems, Inc., Term Loan B, 4.25%, 5/08/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">321,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Evertec,
    Inc., Term Loan B, 3.50%, 4/15/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">463,721</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GCA
    Services Group, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 9.25%, 10/22/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">710,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B, 5.25%, 11/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">559</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">562,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Infor
    US, Inc., Term Loan B2, 5.25% - 6.25%, 4/05/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,357</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,369,552</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Kronos,
    Inc., Second Lien Term Loan, 9.75%, 4/30/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,170</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,222,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">RP
    Crown Parent LLC, First Lien Term Loan, 6.75%, 12/21/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">918</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">930,034</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sophia
    LP, Term Loan B, 4.50%, 7/19/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">889</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">895,257</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SS&amp;C
    Technologies, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B-1, 5.00%, 6/07/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,178</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,184,302</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Term
    Loan B-2, 5.00%, 6/07/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">122</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">122,514</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">StoneRiver
    Holdings, Inc.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 4.75%, 11/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">825</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">825,347</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Second
    Lien Term Loan, 8.75%, 11/20/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">405,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,012,277</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Specialty
    Retail &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Academy
    Ltd., Term Loan, 4.75%, 8/03/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,778</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,792,801</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bass
    Pro Group LLC, Term Loan, 4.00%, 11/20/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">823</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">826,634</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Burlington
    Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">200,862</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">David's
    Bridal, Inc., Term Loan B, 5.00%, 10/11/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">953</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">958,166</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Equinox
    Holdings, Inc, Repriced Term Loan B, 4.25%, 1/31/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,147,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Harbor
    Freight Tools USA, Inc., Term Loan B, 6.50%, 11/14/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">526</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">533,037</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Michaels
    Stores, Inc., Term Loan, 3.75%, 1/28/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">605</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">607,565</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Party
    City Holdings, Inc., Term Loan B, 4.25%, 7/29/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,796</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,795,949</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">PETCO
    Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">904</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">912,397</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Reddy
    Ice Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Lien Term Loan, 6.75%, 3/28/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,490</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,495,588</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Secod
    Lien Term Loan, 10.75%, 11/01/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,380</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,380,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">SRAM
    LLC, Term Loan B, 4.00% - 5.25%, 6/07/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">436</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">436,237</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Toys
    &lsquo;R&rsquo; Us Delaware, Inc., Term Loan B3, 5.25%, 5/25/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">245</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">242,888</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The
    Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">540,560</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,869,809</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Textiles,
    Apparel &amp; Luxury Goods &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ascend
    Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,262</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,268,561</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wolverine
    Worldwide, Inc., Term Loan B, 4.00%, 7/31/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">708</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">714,447</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,983,008</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Thrifts
    &amp; Mortgage Finance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Insight
    Global, Inc., First Lien Term Loan, 6.00%, 10/31/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">868</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">874,334</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Ocwen
    Financial Corp., Term Loan, 5.00%, 2/15/18 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">824,511</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,698,845</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Floating
    Rate Loan Interests (b) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Trading
    Companies &amp; Distributors &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WESCO
    Distribution, Inc., Term Loan B, 4.50%, 12/12/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">768</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">772,545</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Wireless
    Telecommunication Services &mdash; 1.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cricket
    Communications, Inc., Term Loan, 4.75%, 10/10/19 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,157</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,162,886</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Light
    Tower Fiber LLC, First Lien Term Loan, 4.50%, 4/13/20 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,562,601</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Vodafone
    Americas Finance 2, Inc., PIK Term Loan, 6.88%,&nbsp;8/11/15 (i)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,583</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">8,690,629</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,416,116</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Floating Rate Loan Interests &ndash; 51.5%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">343,152,519</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; padding-top: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Foreign
    Agency Obligations &mdash; 0.5% -</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Slovenia
    Government Bond, Series RS65, 4.38%, 4/02/14 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,339,451</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; padding-top: 4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Non-Agency
    Mortgage-Backed Securities </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Collateralized
    Mortgage Obligations &mdash; 2.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Adjustable
    Rate Mortgage Trust, Series 2007-1, Class 3A21, 5.51%, 3/25/37 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">684</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">677,711</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Countrywide
    Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,273</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,516,252</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Countrywide
    Home Loan Mortgage Pass-Through Trust:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2005-17, Class 1A6 5.50%, 9/25/35 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,937</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,956,057</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2006-17, Class A2 6.00%, 12/25/36 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,779</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,513,471</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-HY5, Class 3A1 5.46%, 9/25/37 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,312,066</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GSR
    Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.89%, 10/25/35 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,174</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,944,651</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Morgan
    Stanley Reremic Trust, Series 2010-R4, Class 4A, 0.48%, 2/26/37 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,258</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,244,321</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">17,164,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Mortgage-Backed Securities &mdash; 8.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Banc
    of America Commercial Mortgage, Inc. (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-3, Class A2 5.86%, 6/10/49 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">210,558</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Non-Agency
    Mortgage-Backed Securities </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Mortgage-Backed Securities (continued) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Banc
    of America Commercial Mortgage, Inc. (b) (concluded):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-4, Class A4 5.93%, 2/10/51 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,461,554</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Citigroup/Deutsche
    Bank Commercial Mortgage Trust, Series 2007-CD4, Class A2B, 5.21%, 12/11/49 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">279</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">281,181</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Commercial
    Mortgage Pass-Through Certificates:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-LC6, Class B 3.74%, 1/10/46 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,117,328</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-LC6, Class D 4.43%, 1/10/46 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,223,008</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Mortgage Capital Certificates:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2006-C5, Class AM 5.34%, 12/15/39 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,850</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,029,992</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-C2, Class A2 5.45%, 1/15/49 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">81</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">81,535</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-C4, Class A3 5.95%, 9/15/39 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,917,618</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-C5, Class AAB 5.62%, 9/15/40 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,753</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,850,763</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">First
    Union Commercial Mortgage Securities, Inc., Series 1997-C2, Class G, 7.50%, 11/18/29 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,185</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,239,360</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Greenwich
    Capital Commercial Funding Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2006-GG7, Class AM 6.06%, 7/10/38 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,787,797</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-GG9, Class A4 5.44%, 3/10/39 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,375,404</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GS
    Mortgage Securities Corp. II, Series 2006-GG6, Class AM, 5.62%, 4/10/38 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,680</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,008,293</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GS
    Mortgage Securities Trust, Series 2013-GC10, Class B, 3.68%, 2/10/46 (a)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,995</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,979,974</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase Commercial Mortgage Securities Corp.:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-CB18, Class A4 5.44%, 6/12/47 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,110</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,372,864</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-CB19, Class A4 5.90%, 2/12/49 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,435,318</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase Commercial Mortgage Securities Trust, Series 2004-LN2, Class A2, 5.12%, 7/15/41 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,315</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,408,274</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">LB-UBS
    Commercial Mortgage Trust (b):</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-C2, Class AM, 5.49%, 2/15/40 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,642,265</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2007-C6, Class A4 5.86%, 7/15/40 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,337,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 19 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Non-Agency
    Mortgage-Backed Securities </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Mortgage-Backed Securities (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Morgan
    Stanley Capital I, Series 2007-IQ15, Class A2, 6.05%, 6/11/49 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,348</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,370,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Talisman
    Finance Plc, Series 6, Class A, 0.39%, 10/22/16 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,055</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,470,814</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Titan
    Europe Plc, Series 2007-1X, Class A, 0.75%, 1/20/17 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,548</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,310,342</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wachovia
    Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 6.12%,&nbsp;2/15/51 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,030</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,294,273</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WF-RBS
    Commercial Mortgage Trust:</FONT></TD>
    <TD COLSPAN="9" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-C8, Class B 4.31%, 8/15/45 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,085</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,148,642</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-C8, Class C 5.04%, 8/15/45 (b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,395</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,505,817</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2013-C11, Class D 4.32%, 3/15/45 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,279,905</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Windermere
    CMBS Plc, Series XI-X, Class A, 0.76%, 4/24/17 </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,807</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,683,974</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">54,825,003</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Interest
    Only Commercial Mortgage-Backed Securities &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Morgan
    Stanley Capital I Trust, Series 2012-C4, Class XA, 2.87%, 3/15/45 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">15,406</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,149,993</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">WF-RBS
    Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.43%, 11/15/45 (a)(b)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,960</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,349,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD COLSPAN="13" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,499,167</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Non-Agency Mortgage-Backed Securities &ndash; 11.5%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">76,488,699</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Other
    Interests (m) </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Beneficial<BR>

    Interest</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Auto
    Components &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Lear
    Corp. Escrow (l)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Construction
    Materials &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USI
    Senior Holdings (d)</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,454</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">J.G.
    Wentworth LLC Preferred Equity Interests</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">828,747</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Household
    Durables &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Berkline
    Benchcraft Equity LLC (d)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Other Interests &ndash; 0.1%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">838,747</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 9px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 6px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Preferred
    Securities </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Capital
    Trusts </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Commercial
    Banks &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Wachovia
    Capital Trust III,&nbsp;5.57%&nbsp;(b)(e)(j)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,503</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,627,031</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Insurance
    &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">AXA
    SA, 6.46%&nbsp;(a)(b)(e)(j)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,653,438</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Genworth
    Holdings, Inc., 6.15%, 11/15/66 (b)(e)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,850</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,739,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Liberty
    Mutual Group, Inc., 7.00%, 3/07/67 (a)(b)(e)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,645,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5,038,313</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Capital Trusts &ndash; 1.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">6,665,344</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Preferred
    Stocks </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Auto
    Components &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Dana
    Holding Corp., 4.00% (a)(f)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,210</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,467,268</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Trust
    Preferreds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Diversified
    Financial Services &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">GMAC
    Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">147,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,922,077</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Preferred Securities &ndash; 1.8%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">12,054,689</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Municipal
    Bonds &mdash; 0.2% </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">State
    of California, GO, Various Purpose 3, Mandatory Put Bonds, 5.10%, 8/01/14 </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,350</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,380,807</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 158px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 20px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 11px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 8px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 36px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 10px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 20 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on
        Net Assets)</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Par</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">US
    Government Sponsored Agency Securities </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Collateralized
    Mortgage Obligations &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Freddie
    Mac Mortgage-Backed Securities, Series 3986, Class M, 4.50%, 9/15/41 (e)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">2,893</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,204,097</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Interest
    Only Collateralized Mortgage Obligations &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fannie
    Mae Mortgage-Backed Securities:</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2010-126, Class UI, 5.50%, 10/25/40 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,028</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,399,181</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    2012-M9, Class X1, 4.25%, 12/25/17 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">21,037</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,195,879</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Freddie
    Mac Mortgage-Backed Securities (b):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    K021, Class X1, 1.65%, 6/25/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,111</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,196,511</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    K707, Class X1, 1.69%, 12/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">43,173</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,234,729</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Series
    K710, Class X1, 1.91%, 5/25/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,397</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,218,096</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,244,396</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Mortgage-Backed
    Securities &mdash; 5.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Fannie
    Mae Mortgage-Backed&nbsp;Securities (e):</FONT></TD>
    <TD COLSPAN="8" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;5.00%,
    7/01/20 - 8/01/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,084</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,725,817</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;3.50%,
    8/01/26 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,985</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,658,954</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Freddie
    Mac Mortgage-Backed Securities, 4.50%, 4/01/25 (e)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">12,374</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,287,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">33,672,221</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    US Government Sponsored Agency Securities &ndash; 7.1%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">47,120,714</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Warrants
    (n)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Bankruptcy
    Management Solutions, Inc. (Expires 9/28/17)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Warrants
    (n)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Software
    (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">HMH
    Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;__________________________________________________&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Warrants &ndash; 0.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Long-Term Investments</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $987,312,358) &ndash; 150.7% </FONT></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">$&nbsp;1,003,001,032</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Short-Term
    Securities </FONT></TD>
    <TD COLSPAN="5" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">BlackRock
    Liquidity Funds, TempFund, Institutional Class, 0.06% (o)(p)</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,889,336</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,889,336</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Short-Term Securities</FONT><FONT STYLE="font-size: 8pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $6,889,336) &ndash; 1.0% </FONT></FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">6,889,336</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom"><P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><FONT STYLE="font-size: 8pt"><br><br><br>&nbsp;</FONT></P></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Options Purchased&nbsp;</B></FONT></TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold; padding-top: 6pt; text-align: center"><FONT STYLE="font-size: 8pt">Contracts</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">(Cost
    &ndash; $44,978) &ndash; 0.0% </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 3pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total
    Investments (Cost <FONT STYLE="font-weight: normal">&mdash;</FONT><B> $994,246,672*) </B><FONT STYLE="font-weight: normal">&ndash;
    </FONT>151.7%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">1,009,890,368</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Liabilities
    in Excess of Other Assets &ndash; (51.7)%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">(343,972,776)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;__________________________________________________&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 3pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; font-weight: bold">Net
    Assets &ndash; 100.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: bold"><FONT STYLE="font: normal 8pt Arial, Helvetica, Sans-Serif">665,917,592</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR STYLE="vertical-align:











                                                                                                                          bottom"></FONT><TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">*</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">As of May 31, 2013, gross
    unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes were as follows:</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tax cost&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">993,007,519</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD STYLE="vertical-align: top"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gross unrealized appreciation&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">35,792,038</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Gross unrealized depreciation&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(18,909,189)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;__________________________________________________&#9;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Net unrealized appreciation&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">16,882,849</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 2pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT><FONT STYLE="font-size: 2pt"></TR>
                                                                                                                   <TR></FONT><TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 25px; text-align: center"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 7px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 5px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 43px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 4px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD STYLE="width: 3px"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom"><P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #C6D9F1; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid"><FONT STYLE="font-size: 8pt">Notes
                                                    to Schedule of Investments</FONT></P></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(a)</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Security exempt from
    registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions
    exempt from registration to qualified institutional investors.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(b)</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Variable rate security.
    Rate shown is as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 21 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->20<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B></B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(c)</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">When-issued security. Unsettled when-issued transactions were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Counterparty</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Value</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Unrealized
    <BR>
Appreciation</FONT><FONT STYLE="font-size: 9pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Bank
    of America Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">486,900</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Cantor
    Fitzgerald, L.P.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,440,735</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(15,565)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">491,445</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">45,361</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Group AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,695,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(55,000)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">592,020</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(5,980)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Jefferies
    &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">234,600</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(5,400)</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</TD>
    <TD COLSPAN="30" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(d)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non-income producing security.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(e)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">All or a portion of security has been pledged as collateral in connection with open reverse repurchase agreements.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(f)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Convertible security.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(g)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents a zero-coupon bond. Rate shown reflects the current yield as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(h)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">All or a portion of security has been pledged in connection with open financial futures contracts.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(i)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(j)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Security is perpetual in nature and has no stated maturity date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(k)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate shown is as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(l)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(m)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(n)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, 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 of the warrants, if any.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(o)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Investments in issuers considered to be an affiliate of the Trust during the period ended May 31, 2013, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="32" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="30" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; position: relative; top: -3pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Affiliate</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Held at</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 31, 2012</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Activity</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Held at</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">May 31, 2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Income</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; position: relative; top: -3pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="18" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class  </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,323,267</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,566,069</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,889,336</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,804</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD>
    <TD COLSPAN="30" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; position: relative; top: -3pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 2pt Arial, Helvetica, Sans-Serif">&nbsp;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(p)</FONT></TD>
    <TD COLSPAN="54" STYLE="text-align: left; vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents the current yield as of report date.</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 0; background-color: #BFD5EB; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid">Portfolio
        Abbreviations</P></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; padding-bottom: 6pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">To
    simplify the listings of portfolio holdings in the Schedule of Investments, the names and descriptions of many of the securities
    have been abbreviated according to the following list:&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Canadian Dollar</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">DIP</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Debtor-In-Possession</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Euro</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">FKA</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Formerly Known As</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">British Pound</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">GO</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">General Obligation Bonds</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: top"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="49" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">US Dollar</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
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    <TD STYLE="width: 14px">&nbsp;</TD>
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    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Interest</FONT><FONT STYLE="font-size: 9pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Trade</FONT><FONT STYLE="font-size: 9pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Maturity</FONT><FONT STYLE="font-size: 9pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Face
    Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Face
    Value</FONT><FONT STYLE="font-size: 9pt"><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">8/29/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">315,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">316,570</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/10/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">419,012</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">420,849</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/12/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">435,395</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">437,296</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/13/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">776,950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">780,611</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,151,988</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,161,134</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,730,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,737,604</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">921,552</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">925,438</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">821,406</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">825,158</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/26/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">698,827</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">701,956</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.34%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/28/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,074,638</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,081,781</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/04/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,637,685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,644,752</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/10/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,128,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,132,745</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/15/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">513,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">515,413</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/26/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,147,006</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,151,521</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.50%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/26/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">885,587</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">882,906</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/26/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">880,412</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">883,877</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/26/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,653,388</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,659,896</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.70%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">10/30/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,168,738</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,173,579</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/01/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4,156,238</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4,172,147</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.50%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/06/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">244,531</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">245,234</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/16/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">688,185</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">690,445</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">242,332</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">243,181</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,255,894</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,260,293</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,215,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,219,256</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">11/19/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">204,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">205,213</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/06/12</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">585,612</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">587,484</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">594,529</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">596,000</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(1.00%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">581,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">578,805</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.63%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,645,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,641,116</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.50%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">851,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">849,393</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.50%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,416,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,418,675</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">632,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">633,313</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,496,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,501,186</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,544,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,547,208</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">976,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">978,028</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
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    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 23 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">289,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">289,600</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.57%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">303,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">303,652</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.57%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,258,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,260,709</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.57%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">679,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">680,462</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.57%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4,654,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4,664,022</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">167,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">167,366</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">587,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">588,286</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,030,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,032,257</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,264,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,266,770</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,994,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,998,369</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,895,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,899,295</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">865,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">866,961</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">825,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">826,870</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">790,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">791,940</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">445,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">446,093</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.70%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">788,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">790,084</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.57%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">354,614</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">355,372</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">900,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">903,096</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.10%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/18/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,123,744</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,123,326</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">476,935</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">477,872</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">915,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">916,798</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">837,630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">839,276</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,122,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,125,373</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.50%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">971,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">972,745</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.50%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,862,820</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,865,976</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,981,206</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,985,234</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/31/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,368,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,371,396</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/31/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">947,520</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">949,352</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1/31/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">547,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">548,395</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 24 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->23<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,178,534</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,179,829</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,115,905</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,119,328</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,938,969</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,942,316</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">335,729</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">336,361</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,533,783</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,536,672</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">229,755</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">230,188</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">592,144</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">593,259</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">918,045</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">919,774</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">292,304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">292,855</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,000,721</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,002,606</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">633,994</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">635,188</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,862,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,867,390</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,673,438</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,676,590</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,877,899</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,881,436</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">308,142</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">308,722</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">507,052</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">508,007</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">662,469</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">663,717</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">407,469</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">408,236</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">295,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">295,953</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">964,338</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">966,306</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,222,940</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,225,435</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,140,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,142,627</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.25%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,048,688</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,049,511</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.34%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,334,275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,337,833</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.45%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">866,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">867,474</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,703,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,706,291</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,196,563</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,200,355</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">505,925</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">506,957</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">162,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">163,082</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">356,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">356,977</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">843,275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">844,996</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/08/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">483,060</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">483,939</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/08/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,170,163</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,172,237</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">291,043</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">291,557</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/19/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">166,058</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">166,364</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">484,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">484,747</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">879,690</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">881,047</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">759,577</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">760,749</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">217,132</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">217,467</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,512,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,516,047</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">457,087</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">457,778</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 25 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->24<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">242,436</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">242,803</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">509,587</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">510,358</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">509,760</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">510,531</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">848,076</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">849,359</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">659,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">660,698</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">884,744</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">886,082</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">978,510</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">979,930</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/28/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,280,181</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,282,000</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/28/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">107,112</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">107,264</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2/28/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,901,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,904,602</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/05/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">221,430</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">221,724</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/06/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">946,313</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">947,782</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/06/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">181,050</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">181,328</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,503,125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,504,545</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/12/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,040,295</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,044,399</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.50%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/13/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">324,016</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">323,656</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/13/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,560,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,561,213</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/13/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">395,650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">396,134</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/13/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,222,200</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,223,694</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/13/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">978,305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">979,700</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">347,366</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">347,818</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">760,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">760,906</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.70%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,523,693</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,526,004</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,018,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,019,917</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/19/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">972,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">973,725</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.70%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/19/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,008,280</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,009,731</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">585,562</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">586,334</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">439,162</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">439,741</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">134,640</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">134,817</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,496,075</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,497,108</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.25%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">975,615</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">976,076</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 26 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->25<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,131,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,132,739</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.75%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">464,337</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">464,995</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.75%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">613,725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">614,594</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,022,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,024,716</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">679,687</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">680,372</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,464,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,466,227</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,452,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,454,165</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">811,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">811,879</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">579,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">579,627</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">919,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">919,996</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">608,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">608,659</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">661,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">661,716</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">527,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">527,571</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">701,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">701,759</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">602,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">602,652</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/27/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,634,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,635,770</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/01/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">462,156</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">462,657</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,649,829</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,651,923</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,326,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,329,081</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,832,188</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,834,045</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5,871,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5,874,849</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,011,150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,012,468</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,229,256</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,232,431</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">689,881</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">690,559</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,068,461</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,069,512</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">865,247</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">866,098</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">331,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">331,826</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">466,012</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">466,470</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,218,114</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,219,412</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,044,544</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,045,657</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.25%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">579,209</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">579,446</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,574,813</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,576,257</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,250,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,251,476</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/02/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,001,163</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,002,147</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 27 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->26<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">556,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">556,500</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">182,025</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">182,128</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">243,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">243,937</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">5,701,069</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">5,704,284</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">469,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">469,965</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">333,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">333,888</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">677,875</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">678,257</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,034,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,035,384</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,011,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,011,820</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">800,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">800,451</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,233,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,234,296</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,277,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,277,970</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,107,875</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,109,064</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,861,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,862,863</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,119,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,120,859</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,958,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,960,418</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,560,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">2,561,444</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,213,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,215,562</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,091,969</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,093,713</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,695,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">3,697,084</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">426,020</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">426,432</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">341,325</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">341,682</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">424,060</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">424,442</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,482,188</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,483,597</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">928,775</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">929,658</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,624,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,626,018</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,163,363</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 10pt Arial, Helvetica, Sans-Serif">1,164,450</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 28 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->27<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (continued):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.58%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,577,213</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,580,556</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.54%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/04/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">381,842</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">382,168</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/05/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6,053,025</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6,056,859</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/08/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,327,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,329,349</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">846,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">846,672</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">536,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">536,426</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">468,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">468,372</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">489,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">489,388</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">527,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">527,419</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/11/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">198,875</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">199,058</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/12/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,672,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,673,277</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/12/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,343,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,344,026</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/12/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,054,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,055,569</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/12/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,559,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,560,191</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/15/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,705,153</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,707,095</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(2.00%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">462,187</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">461,057</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(0.25%)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">690,206</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">690,014</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/22/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,743,125</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,744,801</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.35%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">336,682</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">336,803</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4/25/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">248,901</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">249,042</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">393,525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">393,731</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    Securities LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.65%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/03/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">393,525</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">393,731</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/07/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">225,152</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">225,246</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.23%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6/13/13</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">32,928,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">32,931,997</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,127,019</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,127,294</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,061,011</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,061,515</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,734,094</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,734,518</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Capital, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.60%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/10/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">369,187</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">369,322</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,365,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,365,375</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">265,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">265,073</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/14/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">789,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">789,217</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 29 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->28<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of May 31, 2013 were as follows (concluded):</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trade</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Maturity</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date<SUP>1</SUP></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Face Value</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Including</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interest</FONT></TD>
    <TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.75%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">238,810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;$</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">238,855</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/24/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">195,957</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">195,981</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/28/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,037,513</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,037,576</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/28/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,141,274</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,141,344</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,333,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,333,677</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Credit
    Suisse Securities (USA) LLC</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.40%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">720,960</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">720,976</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,137,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,137,065</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">991,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">991,030</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,511,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,511,046</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/30/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">851,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">851,026</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank Securities, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">0.55%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5/31/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Open</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">586,181</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">586,190</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="36" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">314,090,686</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">314,465,036</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="62" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><SUP>1
    </SUP>Certain agreements have no stated maturity and can be terminated by either party at any time.</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Financial futures contracts as of May 31, 2013 were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Contracts Purchased/ (Sold)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="16" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issue</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Exchange</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Notional</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 8pt Franklin Gothic Book; margin: 0 0 4pt; text-align: right; text-indent: 0.5in">&nbsp;</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 4pt; text-align: center">Unrealized Appreciation</P></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">90-Day
    Euro-Dollar</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Chicago
    Mercantile</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">June
    2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,495,800</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">27,884</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">90-Day
    Euro-Dollar</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Chicago
    Mercantile</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">September
    2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,495,275</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">31,034</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">90-Day
    Euro-Dollar</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Chicago
    Mercantile</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">December
    2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,494,525</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">33,958</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">90-Day
    Euro-Dollar</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Chicago
    Mercantile</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">March
    2014</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,493,700</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">36,433</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(128)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="16" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5-Year
    US Treasury Note</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Chicago
    Board of Trade</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">September
    2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">15,669,000</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">74,344</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">203,653</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>&nbsp;</B></FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif"><B>&nbsp;</B></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="59" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts as of May 31, 2013 were as follows:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="60" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD COLSPAN="2" STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 39px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 25px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 15px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 4px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 7px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 43px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 42px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 10px">&nbsp;</TD>
    <TD STYLE="width: 23px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 12px">&nbsp;</TD>
    <TD STYLE="width: 8px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 1px">&nbsp;</TD>
    <TD STYLE="width: 19px">&nbsp;</TD>
    <TD STYLE="width: 5px">&nbsp;</TD>
    <TD STYLE="width: 14px">&nbsp;</TD>
    <TD STYLE="width: 3px">&nbsp;</TD>
    <TD STYLE="width: 70px">&nbsp;</TD>
    <TD STYLE="width: 2px">&nbsp;</TD>
    <TD STYLE="width: 0px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Purchased</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sold</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Counterparty</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Settlement</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Unrealized</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Appreciation</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;(Depreciation)</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>

<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">82,000</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">106,203</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    AG</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6/03/13</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">2,328,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3,517,922</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">18,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,513,640</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,545,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">24,923</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">42,832,108</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">27,978,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">334,847</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,303,080</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">862,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(6,257)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">30,513,197</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">23,239,297</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">299,910</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">426,134</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">328,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(297)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">584,322</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">444,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7,080</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">460,880</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">351,000</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Morgan
    Stanley</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">4,547</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total</FONT></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font: normal 9pt Arial, Helvetica, Sans-Serif">$683,329</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></TD>
  </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 30 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->29<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="55" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Over-the-counter options purchased as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Description</FONT></TD>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Put/</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Call</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Strike</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Price</FONT></TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Contracts</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: right; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Market</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Marsico Parent Superholdco LLC</FONT></TD>
    <TD COLSPAN="14" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 6pt; text-align: center; padding-right: 6pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Call</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">942.86</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/14/19</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: top; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit default swaps - buy protection outstanding as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pay</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fixed</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Notional</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Amount</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized <BR>
Depreciation</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: left"><FONT STYLE="font-size: 9pt">Australia
                                                   &amp; New Zealand<BR>
                                                   &nbsp;&nbsp;&nbsp;&nbsp;Banking Group Ltd.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(20)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Westpac Banking Corp.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Deutsche
    Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">9/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(21)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="46" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(41)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 0pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom">
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: top; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit default swaps - sold protection outstanding as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Receive</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fixed</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Rating<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Notional</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Amount</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)<SUP>2</SUP></FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized <BR>
Appreciation (Depreciation)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">357</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">21,584</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">172</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5,301</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">145</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">7,577</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">626</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">59,292</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">UBS
    AG</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">12,981</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">75</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(1,807)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">72</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(3,641)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Citigroup,
    Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">79</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(3,606)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">247</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,204</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">247</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">1,204</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">739</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(5,506)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">165</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(3,259)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">634</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(41,586)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">JPMorgan
    Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">82</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(2,713)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">440</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(36,398)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">499</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(9,587)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">6/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">970</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(26,976)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Barclays
    Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">72</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(3,637)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 9pt">Caesars
                                                    Entertainment</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.1in"><FONT STYLE="font-size: 9pt">Operating
        Co., Inc.</FONT></P></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Goldman
    Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">147</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(6,723)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD>
  </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 31 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->30<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: top; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="54" STYLE="vertical-align: bottom; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit default swaps - sold protection outstanding as of May 31, 2013 were as follows (concluded):</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Receive</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fixed</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Rating<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Notional</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Amount</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)<SUP>2</SUP></FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized <BR>
Appreciation <BR>
(Depreciation)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 12pt; text-indent: -12pt">Caesars Entertainment<BR>
Operating Co., Inc.</P></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">453</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(29,216)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 12pt; text-indent: -12pt">Caesars Entertainment<BR>
Operating Co., Inc.</P></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC--</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(36,694)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="46" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(102,206)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 0pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD> <TD STYLE="font: 2pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Using Standard &amp; Poor&rsquo;s rating of the issuer or the underlying securities of the index, as applicable.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The maximum potential amount the Trust may pay should a negative credit event take place as defined under the terms of the agreement.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif; text-align: center">&nbsp;</TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="57" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, 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 rating group indexes, and/or as defined by Trust management. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="58" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center; text-indent: 4.4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="55" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fair Value Measurements - Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial reporting purposes as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="50" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1 &mdash; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="50" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2 &mdash; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="50" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="53" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3 &mdash; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Trust's own assumptions used in determining the fair value of investments and derivative financial instruments)</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD COLSPAN="50" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="59"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. </FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="59">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="59"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Trust's policy, transfers between different levels of the fair value disclosure hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing in those securities. For information about the Trust's policy regarding valuation of investments and derivative financial instruments, please refer to the Trust's most recent financial statements as contained in its semi-annual report.</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
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    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
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    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
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    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
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    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
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    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD>
  </TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 32 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->31<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<P STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt">The following tables summarize the Trust's investments and derivative financial instruments categorized in the disclosure hierarchy as of May 31, 2013:&nbsp;</P>



<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Level 1</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Level 2</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Level 3</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; text-align: center; border-top: Black 1pt solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-weight: bold">Assets:</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10">Investments:</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-left: 3pt">&nbsp;Long-Term Investments:</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD>Asset-Backed Securities</TD>
    <TD STYLE="text-align: right; width: 3%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 12%">&mdash;</TD>
    <TD STYLE="text-align: right; width: 3%">$</TD>
    <TD STYLE="text-align: right; width: 12%">25,617,339</TD>
    <TD STYLE="text-align: right; width: 3%">$</TD>
    <TD STYLE="text-align: right; width: 12%">25,967,541</TD>
    <TD STYLE="text-align: right; width: 3%">$</TD>
    <TD STYLE="text-align: right; width: 12%">51,584,880</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Common Stocks</TD>
    <TD STYLE="text-align: right">$</TD>
    <TD STYLE="text-align: right">48,404</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">5,234,245</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">3,857,134</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">9,139,783</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Corporate Bonds</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">449,937,291</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">7,963,452</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">457,900,743</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Floating Rate Loan Interests</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">294,155,235</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">48,997,284</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">343,152,519</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Foreign Agency Obligations</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">3,339,451</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">3,339,451</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left">Non-Agency Mortgage-Backed Securities</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">76,488,699</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">76,488,699</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Other Interests</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">838,747</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">838,747</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Preferred Securities</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">3,922,077</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">8,132,612</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">12,054,689</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD>Taxable Municipal Bonds</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">1,380,807</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">1,380,807</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left">US Government Sponsored Agency Securities</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">47,120,714</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">47,120,714</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="text-align: left">Short-Term Securities</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">6,889,336</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">&mdash;</TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="text-align: right">6,889,336</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold">Total</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">$</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">10,859,817</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">$</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">911,406,393</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">$</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">87,624,158</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; text-align: right; border-top: Black 1pt solid">$</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; text-align: right">1,009,890,368</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; border-collapse: collapse; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" ROWSPAN="1" STYLE="font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Level 1</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Level 2</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Level 3</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; font-weight: bold; text-align: center; border-bottom: Black 1pt solid">Level 4</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1">Derivative Financial Instruments<FONT STYLE="font: normal 9pt Arial, Helvetica, Sans-Serif, sans-serif; color: black"><SUP>1</SUP></FONT></TD>
    <TD ROWSPAN="1" STYLE="width: 3%; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 13%; font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 3%; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 13%; font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 3%; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 13%">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 3%; font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="width: 13%; font-weight: bold; text-align: center">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="font-weight: bold">Assets:</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="padding-left: 3pt">&nbsp;Interest rate contracts&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">203,653</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">203,653</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="padding-left: 3pt">&nbsp;Foreign currency exchange contracts&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">689,883</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">689,883</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="padding-left: 3pt">&nbsp;Credit contracts&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">109,143</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">109,143</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="font-weight: bold">Liabilities:</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="font-weight: bold; text-align: center">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="padding-left: 3pt">&nbsp;Foreign currency exchange contracts</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">(6,554)</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">(6,554)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="padding-left: 3pt">&nbsp;Credit contracts&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">(211,390)</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="text-align: right">(211,390)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD ROWSPAN="1" STYLE="font-weight: bold">Total</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">203,653</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">581,082</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">&nbsp;</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">&mdash;</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">$</TD>
    <TD ROWSPAN="1" STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right">784,735</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 9pt Franklin Gothic Book; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 2%; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 98%; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Derivative financial instruments are swaps, financial futures contracts and foreign currency exchange contracts. Swaps, financial futures contracts and foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0.7in 0 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Certain of the Trust&rsquo;s assets and liabilities are held at carrying amount or face value, which approximates fair value for financial reporting purposes. As of May 31, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Level
    1</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Level
    2</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Level
    3</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Total</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Assets:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 6.5pt; text-indent: -6.5pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Cash</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">19,504</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">19,504</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 6.5pt; text-indent: -6.5pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Cash pledged as
    collateral for financial futures contracts</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">86,500</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">86,500</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 6.5pt; text-indent: -6.5pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Foreign currency
    at value</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">18,830</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">18,830</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-weight: bold"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; font-weight: bold">Liabilities:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 6.5pt; text-indent: -6.5pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Cash received as
    collateral for swaps </FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(585,000)</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(585,000)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="padding-left: 6.5pt; text-indent: -6.5pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">Reverse repurchase
    agreements&#9;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(314,090,686)</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(314,090,686)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">124,834</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(314,675,686)</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">(314,550,852)</FONT></TD></TR>
<TR>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
</TR>
</TABLE>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0.7in 0 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">There were no transfers between Level 1 and Level 2 during the period ended May 31, 2013.</FONT></TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 33 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 6pt; padding-bottom: 6pt; border-top: Black 2pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 27%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->32<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 54%"><FONT STYLE="font-size: 14pt">Consolidated
    Schedule of Investments&nbsp;</FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(concluded)</FONT></TD>
    <TD STYLE="border-top: rgb(98,151,204) 6pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; color: navy; text-align: left; vertical-align: bottom; width: 46%">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock
        Limited Duration Income Trust (BLW)</B></P>
        <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>&nbsp;</B></P></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%"><P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify"><FONT STYLE="font-size: 9pt">Certain
                            of the Trust's investments that are categorized as Level 3 were valued utilizing third party pricing
                            information without adjustment. Such valuations are based on unobservable inputs. A significant change
                            in third party information inputs could result in a significantly lower or higher value of such Level
                            3 investments.</FONT></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 4.5pt">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif">A
    reconciliation of Level 3 investments is presented when the Trust had a significant amount of Level 3 investments at the beginning
    and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which
    significant unobservable inputs were used in determining fair value:</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 37%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Asset-Backed Securities</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 9%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Common Stocks</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate Bonds</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 12%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating Rate Loan Interests</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 9%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Other Interests</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Opening Balance, as of August 31, 2012</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$9,845,241 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$2,007,283 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$1,727 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$38,594,979 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$1,608,923</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$52,058,153</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transfers into Level 3<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">49,856</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,145,125</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,344,844</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,539,825</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transfers out of Level 3<SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,321,397)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(8,217,027)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(10,538,424)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued discounts/premiums</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(853,895)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(17,982)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">91,029</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(780,848)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net realized gain (loss)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">65,244</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,837</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,530</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">144,611</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 4.5pt; text-indent: -4.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net change in unrealized appreciation/depreciation<SUP>3</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,293,943</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,530,750</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,084,639)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">738,533</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">80,824</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,559,411</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Purchases&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">19,157,350</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">269,245</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,175,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">34,166,149</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">10,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">54,777,744</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sales&#9;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,218,945)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(267,616)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(20,788,753)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(861,000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(23,136,314)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif"><B>Closing Balance,
    as of May 31, 2013</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$
    25,967,541</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$ 3,857,134</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$ 7,963,452</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;48,997,284</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$ 838,747</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$ 87,624,158</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 9pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 2%; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="width: 98%">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Transfers into and transfers out of Level 3 represent the values
        as of the beginning of the reporting period. As of August 31, 2012, the Trust used observable inputs in determining the value
        of certain investments. As of May 31, 2013, the Trust used significant unobservable inputs in determining the value of
        the same investments. As a result, investments with a beginning of period value of $13,539,825 transferred from Level 2 to
        Level 3 in the disclosure hierarchy.</P></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Transfers into and transfers out of Level 3 represent the values
        as of the beginning of the reporting period. As of August 31, 2012, the Trust used significant unobservable inputs in
        determining the value of certain investments. As of May 31, 2013, the Trust used observable inputs in determining the value
        of the same investments. As a result, investments with a beginning of period value of $10,538,424 transferred from Level 3 to
        Level 2 in the disclosure hierarchy.</P></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3</SUP></FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The change in unrealized appreciation/depreciation on investments still held as of May 31, 2013 was $1,062,983.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

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






<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &ndash; Controls and Procedures</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 32pt; text-indent: -32pt">2(a) &ndash;
 The registrant's principal executive and principal financial officers, or persons performing similar
functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the
Investment Company Act of 1940, as amended (the &Prime;1940 Act&Prime;)) are effective as of a date within 90 days of the
filing of this report based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act
and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 35pt; text-indent: -35pt">2(b) &ndash;&nbsp;&#9;There were no changes
in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during
the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 3 &ndash; Exhibits</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -6pt">Certifications &ndash; Attached hereto</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">BlackRock Limited Duration Income Trust</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">John M. Perlowski</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">BlackRock Limited Duration Income Trust</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the
registrant and in the capacities and on the dates indicated.</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">John M. Perlowski</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">BlackRock Limited Duration Income Trust</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By: <U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Neal J. Andrews</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">Chief Financial Officer (principal
financial officer) of</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 0.83in">BlackRock Limited Duration Income Trust</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e54670ex99cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Limited Duration Income Trust;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">2.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">3.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the registrant as of the end of the fiscal quarter for which the report is filed;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">4.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: -0.25pt">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: -0.25pt">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2013</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">John M. Perlowski</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Limited Duration Income Trust</P>


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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.CERT</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Limited Duration Income Trust;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the registrant as of the end of the fiscal quarter for which the report is filed;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 9pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2013</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Neal J. Andrews</P>

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

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



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